Description Usage Details Value Author(s) References See Also
Function to calculate value of a eurodollar futures contract price for notional of 1 mn from the CME IMM Quote.
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The user inputs are as follows:
CME Quote: e.g. 97.8
The value of a eurodollar futures contract price for notional of 1 mn from the CME IMM Quote.
S Subramanian <ssubramanian@sssihl.edu.in>
John C. Hull, "Options, Futures, and Other Derivatives", 8/E, Prentice Hall, 2012.
futurescurrency,futurescommodity
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