Calculate the value of a eurodollar futures contract price from the CME IMM Quote.

Description

Function to calculate value of a eurodollar futures contract price for notional of 1 mn from the CME IMM Quote.

Usage

1

Details

The user inputs are as follows:
CME Quote: e.g. 97.8

Value

The value of a eurodollar futures contract price for notional of 1 mn from the CME IMM Quote.

Author(s)

S Subramanian <ssubramanian@sssihl.edu.in>

References

John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.

See Also

futurescurrency,futurescommodity

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