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

FuturesOnCommodities.InvestmentCommodityWithExplicitTime Method 

Evaluates the value for a futures contact on an investment commodity when the present value of the storage cost are known.

public double InvestmentCommodityWithExplicitTime(
   double commodityPrice,
   double storageCosts,
   double riskFree,
   double timeToExpiry
);

Parameters

commodityPrice
The price of the underlying commodity.
storageCosts
The present value of the storage cost of the commodity during the life of the futures contract.
riskFree
Continuously compounded risk free interest rate given in decimal format (i.e. 1 percent = 0.01).
timeToExpiry
The time period (in years) until the future contract expires.

Return Value

The value of the futures contract.

See Also

FuturesOnCommodities Class | Futures Namespace