@ENERGY/Basics is an Excel-based product that can calculate values and hedge statistics for instruments with a single underlying asset, including vanilla, Asian, Gas Daily, barrier and digital options and swaptions. In addition to its wide range of instrument coverage, @ENERGY/Basics captures the sophisticated nature of energy price behavior, provides a comprehensive set of results and provides decision support, enabling users to exercise options optimally. Basics comes with well-documented Excel workbook templates that are designed to help users maneuver up the learning curve quickly, and the functions can also be incorporated into trade-capture and risk management systems via the library version, ErgLib, ensuring consistency between the analytics of desktop and system users.
| Key Benefits: |
- Value derivatives using industry best practices.
- Select the price process model that most accurately captures the dynamics of the underlying commodity price.
- Capture the seasonality implicit in prices and implied volatilities.
- Calibrate mean reversion rates and spot local volatility curves.
- Dynamically hedge derivatives and assets using the hedge curves.
- Model trades quickly using common use templates.
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View the @ENERGY/Basics product profile .
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Please also refer to our other @ENERGY modules:
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