price
Description
[
computes the instrument price and related pricing information based on the pricing object
Price
,PriceResult
] = price(inpPricer
,inpInstrument
)inpPricer
and the instrument object
inpInstrument
.
The price
function computes the value of the futures contract for
the party that is long (not short) for the underlying asset, assuming the contract is held
until maturity like a forward contract. If the price is negative for the party that is
long, then the value is positive for the other party that is short. If the price is
positive for the party that is long, then the value is negative for the other party that
is short.
Examples
Input Arguments
Output Arguments
Version History
Introduced in R2022a