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

FuturesOnCommodities.ConvenienceYieldFromCarryWithExplicitTime Method 

Calculates the convenience yield from the cost of carry for a consumption commodity.

public double ConvenienceYieldFromCarryWithExplicitTime(
   double commodityPrice,
   double futuresPrice,
   double costOfCarry,
   double timeToExpiry
);

Parameters

commodityPrice
The price of the underlying consumption commodity.
futuresPrice
Price of a futures contract on the underlying commodity.
costOfCarry
The cost of carry of the commodity.
timeToExpiry
The time period (in years) until the futures contract expires.

Return Value

The convenience yield of the consumption commodity returned in decimal format (i.e. 1 percent = 0.01).

See Also

FuturesOnCommodities Class | Futures Namespace