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

Futures.FuturesPriceOnIndex Method 

Calculates the price of an futures contract on an index.

public double FuturesPriceOnIndex(
   double indexValue,
   double yield,
   double riskFree,
   DateTime evaluationDate,
   DateTime maturityDate,
   string businessCalendarName
);

Parameters

indexValue
The value of the index.
yield
The average yield of the index during the life of the futures contract given in decimal format (i.e. 1 percent = 0.01).
riskFree
The continuously compounded risk free interest rate 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 index considered.

See Also

Futures Class | Futures Namespace