Futures pricing,
past cost-of-carry,
to what the market is implying.
Equity index, FX forwards, commodity carry, bond futures CTD and IRR, and calendar spreads: one index of models. Paste the market futures price to back out the implied dividend, repo, cross-currency basis, or convenience yield. No data feed.
Read the guide →- 01S
- 02decimal
- 03decimal
- 04
- 05
F = 5000.0000 · exp((4.500% − 1.350%) · 0.5452)
- 01Basis (F − S)86.6115
- 02Annualized basispct/yr3.1772
- 03T (years)0.545205
| Δ expiry ↓ / Δr bp → | -100 | -50 | -25 | 0 | +25 | +50 | +100 |
|---|---|---|---|---|---|---|---|
| -6mo | 5004.7 | 5005.8 | 5006.4 | 5006.9 | 5007.5 | 5008.0 | 5009.1 |
| -3mo | 5031.9 | 5039.4 | 5043.1 | 5046.8 | 5050.6 | 5054.3 | 5061.8 |
| +0mo | 5059.0 | 5072.8 | 5079.7 | 5086.6 | 5093.5 | 5100.5 | 5114.4 |
| +3mo | 5085.8 | 5106.0 | 5116.1 | 5126.3 | 5136.4 | 5146.6 | 5167.0 |
| +6mo | 5113.5 | 5140.2 | 5153.7 | 5167.1 | 5180.6 | 5194.2 | 5221.4 |
Equity futures (continuous div)
Equity indexF = S·exp((r − q)·T). Continuous dividend yield. The simplest reading for index futures.
The options pricer answers what should this be worth. The bond pricer answers what is the yield. This one answers what is the market implying. Every “implied X” model inverts cost-of-carry against a quoted futures price to extract the market's dividend, repo, basis, or convenience-yield assumption.
All pricing runs client-side from typed kernels. Every input mutates the URL, so a setup is shareable and reproducible. Baskets and dividend schedules are pasted as text: no data feed, no API.