Endur Delta Calculation with different ‘Delta Calculation Currency’ settings
This article shows how the Delta calculation in Endur is affected by the “calculation currency” setting on the Delta result attribute.
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Gas Averaging Pricing : to Average on the Deal or the Curve
This article looks at two approaches to creating required averaging structures, on oil indexed gas contract deals
Black Scholes ( Black 76 ) Pricing Model in Endur
Excel Pricing Model Spreadsheet for Black Scholes , which for commodities reduces to Black 76 .
Endur EOD PnL – Impact Of Cancelled Deals
The Impact of Cancellations simulation result is a component of the PnL Explained report and calculates the movement in MTM
Why is ‘Table_IsTableValid’ dangerous?
Nearly all high-level programming languages make use of a section of the process address space called the heap
Endur Broker Fees and PnL Settings
When a trade is booked the Broker Fee gets attached to the transaction. But it’s not considered to be at a final status, it’s actually considered to be a “provisional” number.