LSMC Gas Storage Pricing Engine

Parameters

📦

Initial Volume

Minimum Volume

Maximum Volume

DCQ Injection

DCQ Withdrawal

End Volume Min

End Volume Max

📈

Spot Price (S0)

Drift (μ)

Volatility (σ)

Interest Rate (r)

💰

Injection Cost

Withdrawal Cost

⚙️

Time Steps

Scenarios (Full)

Scenarios (Reduced)

Grid Resolution

P-Min Threshold

Auto-calculate

📊

Adjust parameters and click Calculate or enable Auto-calculate