Flash PnL Functionality in Endur using Blobs
A Flash PnL is a PnL that is calculated and available for the FO before the official End Of Day PnL (which is usually on T+1) is generated. The Flash PnL should
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Inventory Adjustments in Endur Gas Storage contract modelling
In recent versions of Endur, there are two additional physical leg types that provide flexibility
European Gas Futures – Cascade Rules Overview 1
A brief overview of European Gas Futures and their cascade rules
Gas Trans deals in Endur : Delta on wrong deal side
Occasionally COMM-TRANS deals can show index delta values attributed the wrong deal side in the Tran Gpt Delta by Leg result.
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.
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