futuresstock: Calculate the value of a stock futures.
In GUIDE: GUI for DErivatives in R

Description Usage Details Value Author(s) References See Also

Function to calculate the value of a stock futures.

1	futuresstock()

The user inputs are as follows:
Spot: entered in decimals. For e.g. 105.50
Risk free Rate: entered in decimals. For e.g. 5 per cent is entered as 0.05
Maturity: entered in number of years. For e.g. half year is 0.5
Dividend(s): entered with comma separation if it is in cash and occuring at multiple times e.g. 2.50, 3.0. If it is in yield terms, it is entered in decimals. e.g. 0.02 for 2 per cent
Dividend time(s):entered with comma separation e.g. 0.25,0.50 for dividends in 3 months and 6 months
Type of Income: chosen between yield/cash

The value of a stock futures.

S Subramanian <ssubramanian@sssihl.edu.in>

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

futurescurrency,futurescommodity

GUIDE documentation built on May 2, 2019, 9:32 a.m.