Short description:

Tasks in the Endur environment include a project for the introduction of external price models for the valuation of gas storage facilities, the modelling of a complex gas swing contract, the connection of external valuation models to Endur and the implementation of a user-defined simulation result.


OpenComponents/Java was introduced for the external price models. The external pricing models are implemented in Matlab and communicate with Endur via REST. The external simulation result was implemented in OpenJVS.

Technical description:

The customer would like to evaluate some structured contracts outside Endur with his own models in order to be able to better calculate optional values and to realise them if necessary.