WebCab Options and Futures Web Services for .NET v3.1

Futures.FuturesPriceOnCurrencies Method 

Calculates the price of a futures contract on currencies.

public double FuturesPriceOnCurrencies(
   double exchangeRate,
   double riskFreeForeign,
   double riskFreeBase,
   DateTime evaluationDate,
   DateTime maturityDate,
   string businessCalendarName
);

Parameters

exchangeRate
The exchange rate between the two currencies.
riskFreeForeign
The risk free interest rate in the foreign currency given in decimal format (i.e. 1 percent = 0.01).
riskFreeBase
The risk free interest rate in the domestic currency given in decimal format (i.e. 1 percent = 0.01).
evaluationDate
The date when the futures contract is evaluated.
maturityDate
The date when the futures contract matures.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The price of the futures contract on the currencies considered.

See Also

Futures Class | Futures Namespace