TOPS Commodities

Specially designed to handle non-constant forward price curves, allowing seasonality to be taken into account when pricing and hedging commodity derivatives. Structures valued include plain vanilla, accrual swaps, asians/averages, barriers/knockins/knockouts, baskets, rainbow better, rainbow worse, choosers, commodity swaps, commodity swaptions, bonds convertible into commodities, digitals/binaries, digital quantos, options to exchange, outright forwards, ladders, lookbacks, options on installment options, compound options, quantos, spreads, installment/pay as you go option, strips of plain vanilla options.

All models are Y2K compliant, and satisfy requirements for FASB 133. Customized TOPS deal entry and deal valuation screens come with the purchase of each model. Models may be purchased separately, as an entire suite, or as a partial suite. Ask about our generous Multiple Model Discount Program.

TOPS Commodities Model List:

AssetAccrual, AvgPrice, AvgPriceLTW, AvgStrike, AvgStrip, Barrier, Basket, Better, Chooser, CommSwap, CommSwaption, Convertible, CurveGen, Digital, DigitalQuanto, EDConvex, Exchange, Forward, Interp, Interp2D, Ladder, LookBack, LookBackRoll, LookBackS, OpInst, OpOp, Quanto, Spread, StdInst, StdOpt, StdStrip, Worse