Black Scholes ( Black 76 ) Formula in Endur with Delayed Payment (from Exercise Date)
This document shows the formula used to derive Option Value using Black Scholes ( Black 76 ) formula applied to commodity options
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Commodity Delta and FX Conversion in Endur
A presentation explaining how FX Conversion issues can affect the Delta of Commodity deal , and some possible solutions to this.
Endur – Structured Gas Contract Modelling
Since the addition of formula functions, for example to assess different volume types (e.g. nominated
Endur FX Exposures for USD company trading EUR denominated Oil products
Lets say we are a USD reporting company trading EUR denominated Oil products. Oil is quoted in USD so there is a FX risk.
Report Builder Evaluation 1
Report Builder is the Point and Click (or better known as Drag n Drop) report designer provided by OpenLink. This tool boasts of rapid development
Inventory Adjustments in Endur Gas Storage contract modelling
In recent versions of Endur, there are two additional physical leg types that provide flexibility
