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@ENERGY®

@ENERGY® is a set of Microsoft® Excel add-in functions that values derivative instruments used in the power, natural gas, oil, coal, metal, and soft commodity industries. Typical users are traders, risk managers, gas and power marketers, utilities, industrial firms, brokers, and auditors.

Every aspect of @ENERGY is specifically designed to handle energy market derivatives. @ENERGY/Basic is used to analyze essential exchange-traded and over-the-counter derivatives, while @ENERGY/Advanced adds multiple-asset and compound energy derivatives associated with capacity, storage, and transmission. @ENERGY captures the sophisticated nature of energy price behavior by making available an extensive selection of cutting-edge price process models as well as allowing for full forward price and forward volatility curves to capture seasonality in both prices and volatility. @ENERGY provides a comprehensive set of results such as price and scalar greek measures, as well as hedge curves, gamma curves, and vega curves to allow for more precise hedging across the entire term structure of forward prices and volatility.

@ENERGY is written completely in C and C++ and provides extremely fast calculations. It includes Excel add-in functions (XLL files), customizable Excel templates, and documentation. When installed, @ENERGY adds functions to Excel that are used like the built-in worksheet functions, so you can customize the @ENERGY templates or create new ones.

View other products from Financial Engineering Associates

StructureTool

StructureTool is a simulation based tool designed to compute values and hedge statistics of user defined exotic and structured products. StructureTool allows users to specify arbitrary payoffs for portfolios containing everything from vanilla options to complex structured products.

ProStorage™

ProStorage™ is a gas storage valuation and optimization tool jointly developed by FEA and HOC. ProStorage is an enterprise application which integrates trade data, market data, and pricing analytics seamlessly into a single user-friendly application.

@ENERGY®/Storage

@ENERGY®/Storage is a set of Microsoft® Excel add-in functions that values storage contracts and provides additional results useful for storage management. Typical users are producers, marketers or traders of natural gas, power generators and storage providers. Typically users of @ENERGY/Storage are operators of storage facilities who want to maximize their value. The model enables users …