Presets
Parameters
Spot \(S_{0}\)
$100.00
Risk-free rate \(r\)
5.00%
Yield \(\delta\)
0.00%
Delivery date \(T\)
1.00 yr
Forward price \(G_{0,T}\) versus delivery date \(T\)
Dashed line marks today's spot \(S_{0}\). Above is contango; below is backwardation.
Pricing formula
\( G_{0,T} = e^{c\,T}\, S_{0} \)