Tools that put EOX forward curves to work
Every EOX subscription includes tools that value positions and deals on the curves you already receive: mark a book to market, measure its risk, and value PPAs, battery and gas storage, options and heat-rate calls. In the browser, in Excel and in Python, at no extra charge.
What you can value
Mark-to-market and risk
Paste or upload a book of swaps and forwards and mark it to the latest curves, end of day or intraday. Value at risk and expected shortfall from the same contracts' daily history, and replays of past market episodes.
Mark-to-market →PPA valuation
Solar, wind or baseload power purchase agreements on power forward curves, shaped hour by hour: capture price, shape factor, value and the breakeven PPA price.
PPA valuation →Battery storage valuation
The best daily charge and discharge schedule on the forward curve, a backtest on actual day-ahead prices, and regulation and reserves where the market has a day-ahead market for them.
Battery storage →Gas storage valuation
The best injection and withdrawal plan on a gas forward curve, and a rolling-intrinsic backtest that re-hedges it on every day of EOX's own curve history.
Gas storage →Options valuation
Power and gas options with Black-76 on EOX implied vols, and heat-rate call options (tolls) with Kirk's approximation on EOX power and gas vols and EOX correlations. Or bring your own vols.
Options →Basis valuation
Swaps, PPAs and batteries at nodal and zonal locations across the major US power markets, with forward basis against realized day-ahead basis.
Basis valuation →Forward vs. realized
Each past month's EOX on- and off-peak mark against what the day-ahead market then settled at, outright or as a basis between two locations.
Forward vs. realized →Hourly shapes
Turn on- and off-peak block prices into hourly prices, shaped from the hub's own day-ahead history, for models that need hours rather than blocks.
Where you use them
In the browser
The Portfolio and Valuation pages, signed in with your EOX account. Nothing to install, and results download as CSV.
In Excel
The EOX add-in's functions, next to your own models:
=EOX.MTMmarks a book=EOX.BATTERYvalues a battery=EOX.GAS_STORAGEvalues a storage field
In Python
The eoxlive client: mtm, risk, value_deals,
battery, gas_storage and forward_vs_realized, returning pandas DataFrames.
Each result lists exactly what it used: the curves and curve dates, the vols, the hours and the assumptions, so a number can always be traced back.
Questions
- Do the tools cost extra?
- No. They come with your data subscription and use only the curves it covers.
- Which curves can I use?
- Any curve in your subscription. Deal valuation uses power and natural gas forwards, and EOX implied vols and correlations where the deal needs them.
- Is anything I enter stored?
- No. Positions and deals are valued and returned; they are not kept.
- Is this advice?
- No. The tools calculate values on EOX curves for your own analysis. They are not an offer, a valuation opinion or a recommendation.
Included with your subscription. The tools use the curves, vols and correlations your subscription already covers, under the same entitlements, and are never charged for separately. Results are for information only; values shown on this page are illustrative.