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

FuturesOnCommodities.CostOfCarryForConsumption Method 

Calculates the cost of carry of a consumption commodity.

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

Parameters

commodityPrice
The price of the underlying commodity.
futuresPrice
The market price of a futures contract on the underlying commodity.
convenienceYield
The convenience yield of the 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 consumption commodity.

See Also

FuturesOnCommodities Class | Futures Namespace