SECTION 6: Pricing, Valuation & Simulation (184ā229)
184. Pricing & Valuation Overview (Endur v25)
185. Pricing Engines: Design & Components (Simulation Manager)
186. Discounting & Curve Linkages
187. P&L Calculation Flows (Realised vs Unrealised)
188. Greeks & Sensitivity Frameworks
189. Market Data Dependencies in Pricing
190. Simulation Configuration (Monte Carlo, Scenarios)
191. Intraday and End-of-Day Valuations
192. Mark-to-Market vs Mark-to-Model Best Practices
193. Calibration Engines & Curve Fits
194. XVA Concepts in Commodity Context
195. Counterparty-level Valuation Adjustments
196. Stress Pricing & What-if Analysis
197. Pricing for Storage, Transport & Spreads
198. Optionality Valuation (Swing, Asian, Bermudan)
199. Spark Spread and Basis Pricing Examples
200. Batch Valuation Jobs & Schedulers (Job Manager)
201. Reconciliation of Pricing Results
202. Valuation Data Lineage & Auditing
203. Performance Tuning for Pricing Engines (JVM/JVS)
204. Pricing Overrides & Governance Controls
205. Pricing in Collateralized Environments (CSA impacts)
206. Real-time Pricing APIs (OC / REST endpoints)
207. Pricing Log Management & Diagnostics
208. Calibration Validation Workflows
209. Valuation Case Study: LNG Regas Valve Option
210. Workshop: Configure a Batch Re-valuation Job
211. Workshop: Price a Multi-leg Structured Deal
212. Lab: Sensitivity Sweep + Greeks Report
213. Model Risk & Model Governance in Endur v25
214. Validation Checklist for Pricing Models
215. Repricing and Roll Forward Techniques
216. Pricing for Metals & Renewables (special cases)
217. Reporting Valuation to Finance/GL Systems
218. Pricing Automation (OpenJVS / Python via OC)
219. Troubleshooting Pricing Failures
220. Quiz: Pricing & Valuation Concepts
221. Review Exercises & Practical Tasks
222. Best Practices for Model Calibration
223. Integration of ION Analytics for Model Inputs
224. Continuous Validation & Regression Testing
225. Documentation Standards for Pricing Models
226. Case Study: Spark Spread Revaluation under Stress
227. Final Lab: Implement a Pricing Governance Pipeline
228. Section Summary: Key Pricing Controls
229. Section Review & Checklist