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Constraints on the quantity of commodity that can be taken make energy swing contracts particularly difficult to value and risk manage. Lacima's software incorporates the latest valuation methods to help you to make optimal swing exercise decisions.
Why choose Lacima's software for energy swing valuation and optimization?
Available as a stand alone application or as a module within our energy and commodity risk management system
- Lacima riskAnalytics, Lacima's energy swing solution helps you to:
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Value swing contracts with greater accuracy utilizing Lacima's industry acclaimed single and multi factor models
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Value portfolios of swing contracts at once with a holistic view of optimal
exercise strategies
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Visualize distributions of cash flows and swing values
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Incorporate the widest of constraints into risk calculations
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Analyze contract information in detail with drill down capabilities
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Access wide ranging risk metrics such as earnings at risk, profit at risk and
hedge analysis of energy swing contracts in an instant, through activation of
other solutions within Lacima riskAnalytics
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Obtain a comprehensive range of results for swing contract portfolios
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Integrates with ETRM and other operational systems
Energy swing contract constraints captured include:
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- annual and daily contract quantities
- contract price (per period)
- maintenance periods
- minimum bill
- carry forward
- make up
- clawback |
- early termination / depletion
- indexation (including to baskets)
- rolling multi year constraints
- excess gas
- interruptions
- price tranches
- nomination lead time |
Interested in risk advisory services for gas markets?
Click here
Interested in an in-house training course on gas swing and storage:
valuation, hedging, portfolio and network optimization?
Click here
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Overview
