Energy Derivative, Instrument setup

Created by Maria Appelquist, Modified on Wed, 11 Oct 2023 at 02:13 PM by Elin Stenrud

First step is to define  the different contract types.

Go to Settings/Commodities

Give the contract a suitable name.

Choose contract type and Write in the Area. If it is an EPAD, 

Please choose 

  1. Base area and TS will be able to calculate the difference.
  2. Write number of days after maturity the payment should be made. 
  3. Number of decimals to be used 
  4. Use daylight saving if summer/ winter time should be considered when calculating hours.

Second step is to enter the derivative in Deal input

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