eurodollar: Calculate the value of a eurodollar futures contract price...

Description Usage Details Value Author(s) References See Also

View source: R/eurodollar.R

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 <[email protected]>

References

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

See Also

futurescurrency,futurescommodity


GUIDE documentation built on May 29, 2017, 5:29 p.m.