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Derivative Pricer Multi-Model Options & Exotics Engine
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Futures Pricing

Theoretical futures price via the cost-of-carry model. Supports equity, commodity, and FX futures with term structure, basis, and sensitivity analysis.

Instruments
Contract Parameters
$
%
yr
%
%
%
FUTURES PRICE
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Key Metrics
Spot — Fair Value —
Basis (S−F) — Net Carry —
Futures Term Structure
Futures vs Spot
Futures vs Rate
Cash Flow Structure Futures Contract — Illustrative