Tag Archives: naturalgas
DEVSTORY #13: Pricing CME Natural Gas American Options (ON) using options pricing functions as a service library
CME Natural Gas American Options (ON) priced using an American Call Option (Bjerksund Stensland 2002 approximation) model for live pricing and greeks. Low code, HA, hybrid cloud and kubernetes deployed containerized model accessed from any where through a https endpoint in a performant manner
DEVSTORY #1 : Ingest Nymex settles using open source tools
A startup natural gas trading desk within a large midstream energy company, needed a simple repository to warehouse Nymex settlement prices among other data sets for a large number of traded products that rivaled capabilities of the investment bank that the principals were accustomed to. This Dev Story provides a quick 2 minute read on how this need was addressed using open source software.