GUIDE (version 1.2.7)

eurodollar: Calculate the value of a eurodollar futures contract price from the CME IMM Quote.

Description

Function to calculate value of a eurodollar futures contract price for notional of 1 mn from the CME IMM Quote.

Usage

eurodollar()

Value

The value of a eurodollar futures contract price for notional of 1 mn from the CME IMM Quote.

Details

The user inputs are as follows: CME Quote: e.g. 97.8

References

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

See Also

futurescurrency,futurescommodity