TOPS Electricity

The models in TOPS Electricity do not assume that electricity is just like every other asset. Instead, the models are based on the fundamental concept that electricity is not storable, so the forward price curve is treated much differently than in any other market. These models all include mean reversion, which is of paramount importance in this market.

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 Electricity Model List:

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