Lacima Trader > Simulation

Generate fast and accurate simulation results using Lacima's award-winning models. 

Generate simulations of spot and forward variables with an advanced Monte Carlo simulation engine. Perform analysis directly using the templates provided or use within third-party or in-house valuation and risk analysis solutions.

Fact Sheet

Business benefits

  • Real-world: capture all commodity market behaviors – jumps, mean reversion, seasonality, negative prices, changes in curve shape and structural relationships between prices 
  • Fully calibrated: highly customizable calibration routines ensure an accurate reflection of historical market behavior
  • Transparent: output individual spot and forward simulations at daily, hourly or half-hourly granularity, or calculate the mean, moments, percentiles and densities of a set of simulations
  • Integrated: use Simulation on a stand-alone basis to produce market simulations and Monte Carlo deal valuation, or in conjunction with other products in the Lacima Trader suite
  • Consistent: model outputs meet the needs of all teams from Front Office to Back Office, including traders, quants, analysts and risk managers
  • Flexible framework: Excel functions give access to the full power of Excel to customize analysis – including VBA and other Excel add-ins

Key features

  • Multi-commodity: use Lacima’s multi-variable modeling framework to simulate any set of fully correlated markets 
  • Award-winning models: includes a full range of industry recognized single and multi-factor models, or create user-defined spread and non-linear models
  • Easy to define models: create detailed parameterizations of a wide range of both single-factor and multi-factor models 
  • Fast simulations: generate fast and accurate results with prices simulated using Lacima’s modeling framework
  • Analyze, view and graph simulations for detailed analysis 
  • Compatible: perform analysis directly within Excel or output simulations for use in other models and software
  • Quick set-up: same-day implementation and easy to learn, with familiar Excel interface