Reply To: COMM-PHYS Index with Min-Max

Bistra Solakova

I tried the same setup as proposed but the total NPV remains wrong (in fact, using the Prices instead of Formulas or direct input on the Primary screen produces a completely identical Pricing Details. The full drilldown on the Financial leg is attached in the document provided. The physical leg has no optionality and the pricing details has simply Volume*ForwardPrice*Discount

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