Valuation & Optimisation Suite

Fast and accurate. Single deal or portfolio analysis.

  1. I lack a single system for valuing my portfolio’s complex contracts and assets.
  2. I can't discern the full value and profit potential of contracts subject to volumetric uncertainty.
  3. I can't value complex structured deals fast enough.

 

Take advantage of a single opportunity or fine-tune your portfolio successfully with Lacima’s Valuation & Optimisation Suite.

This sophisticated software provides a single system for valuing a range of complex commodity contracts and assets, giving you insight into their profitability and letting you assess new opportunities rapidly and accurately.

Simply select the solutions you require.

* Each solution of the Valuation & Optimisation Suite can be delivered individually or combined seamlessly with any other suite or solution(s) in any suite in Lacima Analytics, to create an answer tailored to your specific needs.

Solutions include:

Swing*

Structure, value, hedge and analyse the volumetric uncertainty presented by swing contracts and handle complex features such as indexation, carry-forward, make-up and depletion, as well as manage inter-year relationships. Find out more>

Storage*

Structure, value, hedge and analyse the volumetric uncertainty presented by gas storage contracts and optimise the use of storage facilities for maximum profit. Find out more>

Generation Assets*

Structure, value and hedge power plants and analyse power contracts linked to physical assets while capturing a wide range of plant characteristics and constraints. Find out more>

Deal Structuring*

Create customised payoff functions for any complex derivative by applying mathematical functions to the underlying spot or forward curve of any number of available commodities. Find out more>

Derivative Pricing*

Choose from a comprehensive library of commonly and not so commonly traded instruments using a range of analytical pricing models. Find out more>

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