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

Futures.FuturesPriceWithIncomeWithExplicitTime Method

Evaluates the value of the futures contract on an asset which pays a known income during the life of the contract.

public double FuturesPriceWithIncomeWithExplicitTime(
   double price,
   double income,
   double riskFree,
   double timeToMaturity
);

Parameters

price: The present price of an asset.
income: The present value of the income from the underlying asset during the life of the future contract.
riskFree: The continuously compounded risk free interest rate during the life of the future contract given in decimal format (i.e. 1 percent = 0.01).
timeToMaturity: The time period (in years) until the futures contract expires.

Return Value

The value of the futures contract on the asset considered which pays a known income.

Remarks

This could be a futures contract on a bond or dividend paying stock.

See Also

Futures Class | Futures Namespace