@ENERGY/Swing is an Excel-based product that can calculate values and hedge statistics for a variety of swing and take-or-pay contracts. In addition to its wide range of instrument coverage, Swing captures the sophisticated nature of energy price behavior, provides a comprehensive set of results and provides decision support, enabling users to exercise swing options optimally. Swing comes with well-documented Excel workbook templates that are designed to help users maneuver up the learning curve quickly, and the Swing 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 "swing-like" assets using the hedge curves.
- Model swing contracts quickly using common use templates.
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View the @ENERGY/Swing product profile
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Please also refer to our other @ENERGY modules:
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