Hi Tom, we have the exact same setup but we still get the negative NPV. Have you tried with a forward price which is far below the collar. In our tests, near or in the collar works as expected. As soon the forward price is significantly below the floor, we get the unexpected behavior. Can you check the same example with a higher floor, in your screenshots, say Floor = 80 and Cap =100
We have unrivalled expertise in successful C/ETRM and TMS implementations, and digital transformation projects, as well as defining market solutions that have become system industry standards. We have a proven track record of successful deliveries at greenfield projects and at existing clients.
Copyright 2022 KWA Analytics
Openlink®, Endur®, Findur®, and the Openlink logo are trademarks, service marks or registered trademarks of Openlink Financial LLC.
KWA Analytics and Openlink Financial LLC are unaffiliated companies.