Reply To: “Impact Of Delta” for Power Deals at front end

#6959
Israr Ahmed
Keymaster

ASSIDE : the standard Power Curve set up is now as follows ;

(1) Peak and Baseload : 2 cal months Daily gpt starting from 2lom and moving back 62 days and then Calendar Monthly gpts from >= 3lom after that

(2) Hourly Curve covering 0d and 1d

(3) Delta Sensitivity = NO on the Hourly Curve

(4) Save down the “1cd” of the Hourly Curve daily in the Historical Price Config

(5) AB_NO_DELTA_IF_HISTORICAL_PRICE = TRUE

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