SwingPlanner
SwingPlanner is developed to value and hedge long term gas contracts, also known as swing contracts. StoragePlanner software is developed by EnergyQuants to value and hedge virtual and physical gas storage contracts. The two problems are related and we utilize a similar interface on the input and output side for both software.
Featured screenshot
We support both static (like daily, monthly or tradable intrinsic) and dynamic (spot, spot upper bound and rolling intrinsic) trading strategies.
We support both static (like daily, monthly or tradable intrinsic) and dynamic (spot, spot upper bound and rolling intrinsic) trading strategies. In the software realistic physical and contract features can be included into the optimization. These include for example volume dependent injection and withdrawal and maintenance for gas storage. For swing, several layers of volumetric restrictions can be entered, including regimes like make-up, carry-forward and penalties. We allow the contract price to be a combination of fixed, gas and oil indexation. Common features of the software include the possibility to perform both historic analysis (backtest) and forward looking simulations. The market can be modelled by a specification of tradable products with their individual trading costs and liquidity.
Featured screenshot
We support both static (like daily, monthly or tradable intrinsic) and dynamic (spot, spot upper bound and rolling intrinsic) trading strategies.
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Special features of the software include flexible sensitivity analysis and interactive visualization of the contract usage. This allows to answer questions from different levels within the organization, and supports the lifecycle from negotiation to execution of storage and swing contracts. The software provides different layers of insight presenting output in Excel and the interactive visualization. In addition the user can get access to the underlying code.
Do you want to have a test version, please contact us.