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

Futures.FuturesPriceOnCurrenciesWithExplicitTime Method 

Calculates the price of a futures contract on currencies.

public double FuturesPriceOnCurrenciesWithExplicitTime(
   double exchangeRate,
   double riskFreeForeign,
   double riskFreeBase,
   double timeToMaturity
);

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).
timeToMaturity
The time to maturity of the futures contract.

Return Value

The price of the futures contract on the currencies considered.

See Also

Futures Class | Futures Namespace