Reply To: Rounding Price in Pricing Formula impacting Delta ( Gas Deals )

#9360
Tom Graham
Participant

Sorry
in_sensitivity_calc()

So e.g.

if(in_sensitivity_calc()){price = (I1 * C1) + I1};
else{price = round((round(I1,3) * C1) + round(I1,3), 4)};

see Commodity_Pricing_Formula.pdf on sharepoint.

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