Compute mark-to-market value for a portfolio of financial contracts and report option Greeks.
Optimize storage technology dispatch to real time power and ancillary services prices while maintaining operational constraints.
Forecast hourly or sub-hourly load over a user-defined time horizon by parameterizing a stochastic simulation model against historical data.
Compute fair market value, forecast future energy production, and understand risk for renewable energy contracts and production facilities.
Optimizes dispatch of demand response programs based on fuel and power price signals.
Generate a cash flow at risk (CFaR) report for a portfolio of generation assets and financial positions or for the individual assets themselves.
Optimize hourly plant dispatch against fuel and power price signals to maximize profit.
Simulate a single commodity/risk variable over a user-defined time horizon using a Monte Carlo stochastic price simulation model.
Simulate multiple commodities/risk variables over a user-defined time horizon using a Monte Carlo correlated stochastic price simulation model.
Compute analytical VaR (Value at Risk) for a portfolio of financial contracts.