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

Futures.FuturesPriceOnIndexWithExplicitTime Method

Calculates the price of an futures contract on an index.

public double FuturesPriceOnIndexWithExplicitTime(
   double indexValue,
   double yield,
   double riskFree,
   double timeToMaturity
);

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).
timeToMaturity: Time to maturity of the futures contract.

Return Value

The price of the futures contract on the index considered.

See Also

Futures Class | Futures Namespace