In the front office area, ROITI’s team has experience in a large set of products and functionality implementations
including:
- Futures lifecycle management: deal modelling, capturing, valuation, margining, cascading, cash settlement or physical settlement into delivery
- Forwards: deal modelling of fixed price, index priced, and formula contracts, valuation, settlement
- Options: modelling, capturing of European, American, and Asian options, valuation (Greeks), exercise or expiry for cash settled, options on futures, and physical options across different markets
- Capacity modelling and valuation for power and gas
- Storage modelling for natural gas (physical and virtual), oil, coal, and inventory management for emissions
