Published November 11, 2022
| Version v2
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Power Swap Model
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Description
The article discusses valuation models for the following products: power financial indices swap contracts (PWR-SWAP), power financial transmission rights contracts (PWRSWAP- FTR), power physical delivery contracts (PWR-PHYS) and power physical transmission contracts (PWR-TR-SPREAD).
Notes
https://finpricing.com/lib/FxAccumulator.html
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PowerSwap.pdf
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(100.1 kB)
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