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Endur support in 2013

Project duration: 1 year

Brief 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.

Supplement

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.

Subject 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.

Overview

Project period01.01.2013 - 31.12.2013

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Dr. Andreas Schneider

Sector Manager Energy

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