Black Scholes ( Black 76 ) Pricing Model in Endur Excel Pricing Model Spreadsheet for Black Scholes , which for commodities reduces to Black 76 . Read More
Introduction to OpenLink’s Connex Grid Openlink systems are comprised of a network of distributed application processes across multiple run sites. A good example of Read More
Gas Pricing : Averaging Period Convention Gas deals can be based off indexed prices. A common gas pricing structure involves averaging across historic oil published prices. The methodology Read More
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 Read More
The Use, Abuse and Misuse of Ops Service Processing! Openlink Endur provides means to validate trade entry as it occurs and after the fact, by triggering AVS processes running in script engines Read More
Why is ‘Table_IsTableValid’ dangerous? Nearly all high-level programming languages make use of a section of the process address space called the heap Read More