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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
- Industries energy
- Specialist tasks energy trade, Risk Management, stock exchange trading
- DV tasks standard software support
- System environment Business Intelligence, Service-Oriented Architecture (SOA), standard software: industry systems
- Procedure model Scrum
- Databases Oracle Database Enterprise Edt.
- Development/ test tools Eclipse
- Standard software Endur
Project period01.01.2013 - 31.12.2013
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