@ENERGY/Advanced is an Excel-based product that can calculate values and hedge statistics for instruments with up to four underlying assets, including spread, basket, crack, compound and differential swap options. Additionally, @ENERGY/Advanced captures the sophisticated nature of energy price behavior, provides a comprehensive set of results and provides decision support, enabling users to exercise options optimally. Advanced 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.
- Dynamically hedge derivatives and assets using the hedge curves.
- Model trades quickly using common use templates.
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View the @ENERGY/Advanced product profile .
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Please also refer to our other @ENERGY modules:
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