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

FuturesOnCommodities.CostOfCarryForConsumptionWithExplicitTime Method 

Calculates the cost of carry of a consumption commodity.

public double CostOfCarryForConsumptionWithExplicitTime(
   double commodityPrice,
   double futuresPrice,
   double convenienceYield,
   double timeToExpiry
);

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.
timeToExpiry
The time periods (in years) until the expiry of the above futures contract.

Return Value

The cost of carry of the consumption commodity.

See Also

FuturesOnCommodities Class | Futures Namespace