// multi-utility computation suite · offline · instant · precise
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fin.futures-pricing Calculator
Calculates fair futures price using cost-of-carry model from spot price, risk-free rate, and storage/dividend yield. Futures price = Spot × e^((r−d)T) — when the futures price diverges from this, cash-and-carry arbitrage eliminates the difference.
Inputs
S0 Price
Current market price for immediate delivery. The starting point for options and derivatives pricing.
R Pct
Return on a theoretically safe investment like a government T-bill. The baseline return everything else is compared against. Enter as a decimal (e.g. 0.05 for 5%).
T Years
Duration of the process. Make sure units match the rate inputs (seconds, minutes, or hours).
Dividend Yield Pct
Annual dividends per share divided by the share price, as a percentage. A 3% yield on a $100 stock pays $3/year in dividends.
Results
fair futures price F₀
The computed or recommended price.
cost of carry (F₀ - S₀)
The total monetary cost computed for the given inputs.
simple approximation
The value at the specified point or condition.
F₀ = S₀ · e^((r-q)T)
Reference formula or conversion factor shown for context.