@ENERGY / Swing
@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 Dynamically hedge derivatives and "swing-like" assets using the hedge curves
- Model swing contracts quickly using common use templates