option valuation for the energy markets

OptNav is a Microsoft Excel add-in with functions that allow the user to value and perform calculations for the energy market’s full range of options, from simple to exotic. After its very easy and speedy install, the user can integrate its numerous option-related functions into any Excel workbook. Coded in C# and with extremely quick run-times, these functions include the relevant calculations for all of the following items. PHC regularly customizes, adds features or adds new instruments for OptNav clients.

european options

american options

2-factor asian options

1-factor asian options

forward-start options

daily options

spread options

spark-spread options

swing options

implied volatility calculators