KYOS Consulting software

KyPlant supports traders and plant owners in power markets. The power plant optimization software determines the value of power plants by quickly calculating the optimal dispatch. It also supports trading decisions and reports exposures. The real options-based model combines actual plant and contract characteristics with realistic price simulations. It can be applied to real physical power plants, but also to virtual power plants, spark and dark spread options, and power options.

KyCurve helps trading, structuring and risk management to construct monthly, daily, hourly and half-hourly price forward curves. The curves match with all the relevant price quotations in the market, so are arbitrage free. At the same time, the curves follow seasonal, daily and hourly historical shapes. The model relies on an advanced statistical methodology to find these shapes. End-of-day forward curves are widely used for marking-to-market all trading positions. During the day, hourly power and daily gas forward curves help to set the best price for all sales and trading opportunities, and to optimally dispatch the trading assets.

KySim is the main Monte Carlo simulation engine in the KYOS Analytical Platform. It allows traders and risk managers to generate a large number of realistic price scenarios, which you can use directly for valuation and risk management. Futhermore, KySim relies on a hybrid approach of statistics and fundamentals. It contains a mix of best-practice methodologies to capture specific dynamics in energy and commodity markets. We have designed KySim to help you to fully capture the option value which is embedded in energy assets and contracts. With KySim, valuation is not only more accurate, but market hedges are more effective and risks metrics are more reliable.

KyStore supports traders and portfolio managers in natural gas markets. The gas storage optimization software raises revenues from gas storage trading operations, provides accurate valuations and reduces risk with adequate hedge recommendations. The model uses advanced stochastics including Least Squares Monte Carlo techniques to capture the full optionality in gas storage facilities.

KySwing helps to generate most income from gas contracts by optimizing the swing contract flexibility. Reduce your risk on future income by forward hedging. The model applies advanced stochastics to find the optimal exercise. Swing options are typical components of gas contracts, which offer the opportunity to vary the contracted volume under a number of restrictions. They are also known as Take-or-Pay (ToP), interruptible and variable load contracts.

Value-at-Risk (VaR) helps risk managers and traders to manage market risk on a portfolio of positions. It is the standard risk concept in most trading organisations. It gives insight in potential future losses and helps to take the right measures: for example use the information to adjust your positions, execute new transactions (hedges), or employ more capital as a buffer.