LSMC Gas Storage Valuation Engine

Parameters

Valuation Mode:

Fair Value Intrinsic Value

STOR

Storage Constraints

Contract Start (UTC)

Contract End (UTC)

Time Steps

Initial Volume

DCQ Injection

DCQ Withdrawal

VOL

Time-Dependent Volume Constraints

Minimum Volume Constraints

Maximum Volume Constraints

COST

Storage Costs

Injection Cost

Withdrawal Cost

RAT

Storage Ratchets

Enable volume-based DCQ ratchets

HJM

Factor Model

Number of Factors

Flat Curve Price

Interest Rate (r)

FWD

Forward Curve (Required)

Date	Price	Action

SIM

Simulation Settings

Scenarios (Full)

Grid Max Nodes

Grid Step Ratio

OPT

Grid Sparsification (Optional)

Enable Adaptive Grid Reduction

Max Interpolation Error (%)

Minimum Nodes

Skip Steps From End

Auto-calculate

READY

System Ready

Configure parameters and initiate calculation

Valuation Results

Fair Value (Forward)

-

Fair Value (Backward)

-

Intrinsic Value

-

Optional Value

-

Comp. Time

-

Full Nodes

-

Optimal Storage Policy

Fair Policy (mean) Intrinsic Policy

Price Sensitivities (Delta)

Delta

Data Table

Monthly Daily

Time (days)	Intrinsic Policy	Fair Policy	Delta

Continuation Value Heatmap

Simulated Price Paths

Quantiles (10th, 50th, 90th) Mean + Confidence Bands Min/Max Envelope

Timing Breakdown

Step	Elapsed (ms)

Spline Diagnostics Heatmap

Metric

LSMC Gas Storage Valuation Engine

Minimum Volume Constraints

Maximum Volume Constraints

Injection Ratchets

Withdrawal Ratchets

System Ready

Valuation Results

Optimal Storage Policy

Price Sensitivities (Delta)

Data Table

Continuation Value Heatmap

Simulated Price Paths

Timing Breakdown

Spline Diagnostics Heatmap

System Ready

Valuation Results

Optimal Storage Policy

Price Sensitivities (Delta)

Data Table

Continuation Value Heatmap

Simulated Price Paths

Timing Breakdown

Spline Diagnostics Heatmap

Save Preset