spot-future-basis
Calculates the basis between a dated future and spot prices over a chosen time range, and adds annualized percentage when an expiry is supplied.
Instructions
Dated future against spot, annualised when a contract expiry is given.
Input Schema
| Name | Required | Description | Default |
|---|---|---|---|
| end_ns | Yes | ||
| start_ns | Yes | ||
| expiry_ns | No | ||
| asset_class | No | Which market answers. Inferred from the symbol's source when omitted. | |
| spot_symbol | Yes | ||
| future_symbol | Yes |