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

FuturesOnCommodities.InvestmentCommodityWithProportionateCosts Method 

Calculates the value for a futures contact on an investment commodity when the storage cost as a proportion of the commodity price are known.

public double InvestmentCommodityWithProportionateCosts(
   double commodityPrice,
   double storageCosts,
   double riskFree,
   DateTime evaluationDate,
   DateTime maturityDate,
   string businessCalendarName
);

Parameters

commodityPrice
The price of the underlying commodity.
storageCosts
The storage costs as a proportion of the commodity price during the life of the contract.
riskFree
Continuously compounded risk free interest rate given in decimal format (i.e. 1 percent = 0.01).
evaluationDate
The date when futures contract is evaluated.
maturityDate
businessCalendarName
The name of one of the implemented business calendars, "London" by default.

Return Value

The value of the futures contract.

See Also

FuturesOnCommodities Class | Futures Namespace