Software

Integrated modelling approach

KYOS software for commodity pricing and risk management consist of solutions to create hourly power prices, realistic price simulations, calculate risk metrics and manage corporate risk portfolios. The models can be used as stand-alone application, or combined in one integrated approach. Key characteristics of our software solutions are:

  ► Fast and exact calculations
  ► Easily adjusted to customer-defined specifications
  ► Uncertainty incorporated in optimization process
  ► Transparency guaranteed: full source code available

The software can be used for fair valuation of flexibility, internal transfer pricing, calculating greeks on option portfolios and manage total risk portfolios.

Our software solutions for commodity pricing, risk and portfolio management consist of:

KYOS PRM: Position and Risk Management

KYOS PRM is our system for Commodity Trading and Risk Management. The software combines the typical corporate organizational structure with day-to-day solutions when sourcing commodities. Read more

KyOption

KyOption calculates values and greeks on exotic options. Besides plain vanilla, the model includes cross-commodity, digital, lookback and asian options. Read more

KyCurve: Forward Curve Builder

KyCurve produces daily and hourly forward curves in all commodity markets. The model incorporates season dynamics, weekday differences, holidays, and time effects. Read more

KyStrategy

KyStrategy evaluates the distribution of cashflows for purchasing strategies on electricity on gas. The model compares different sourcing strategies, and calculates associated risks. Read more

KyVaR

KyVaR is an advanced value-at-risk engine. KyVaR standard includes an Analytical and Monte Carlo VaR, and can also deal with non-standard products. Read more