TOPS Energy

Designed specifically for the energy market, TOPS Energy easily handles cyclical forward price curves, allowing seasonality to be taken into account when pricing and hedging energy derivatives. The models also include mean reversion, which is more observable in this market than in markets with financial assets.

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 Energy Model List:

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