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

FuturesOnCommodities.CostOfCarry Method 

Calculates the cost of carry of an investment commodity.

public double CostOfCarry(
   double commodityPrice,
   double futuresPrice,
   DateTime evaluationDate,
   DateTime expiryDate,
   string businessCalendarName
);

Parameters

commodityPrice
The price of the underlying commodity.
futuresPrice
Market price of a futures contract on the underlying commodity.
evaluationDate
The date when futures contract is evaluated.
expiryDate
The date when the contract expires.
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The cost of carry of the investment commodity.

See Also

FuturesOnCommodities Class | Futures Namespace