Mod-Levy Asian Pricing Model : Example WTI Futures Underlying
Excel model that shows how Asian Options on WTI Futures are values using Mod-Levy pricing model within Openlinks Endur
Our Articles
Commodity Trading Brokerage
The majority of physical gas trades are booked through brokers on Trayport
Endur Storage Valuation using Forward Balance Method
Introduced in V10, the Storage Accounting Method field was designed to provide the ability to select an alternative method
Implementing a Data-Warehouse Data Extraction Layer in Report Builder
A recent project was undertaken for a banking client to create a data warehouse interface from Findur as part of a new system implementation. The interface development was undertaken using a combination of report builder
Managing Credit Risk in Endur v Credit Cube
Following Openlink’s acquisition of CubeLogic, it is perhaps not entirely clear for Openlink clients as to the respective merits of Endur/Findur and the Credit Cube with regards to managing credit risk.
European Gas Cross Border Capacity and Flow : 3 Different Models
This article looks at three different ways in which European Cross Border Gas Capacity and Flow can be modelled in Endur.
