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Live Analytical Tools
Energovis builds proprietary quantitative tools for fuel risk management. The following applications are publicly accessible — built in Python and deployed as interactive web applications, accessible via Streamlit's hosting website.
Derivatives Risk
Oil Swap PFE Calculator
Potential Forward Exposure (PFE) modelling tool for oil swap positions. Calculates statistical exposure profiles at 95% and 99% confidence intervals across the full swap tenor — enabling airlines, traders, and treasury teams to quantify maximum counterparty credit risk before executing hedges. Built on Monte Carlo simulation with live parameter inputs.
Key Features
  • Monte Carlo simulation engine
  • Configurable confidence intervals (95% / 99%)
  • Forward exposure profile by tenor month
  • Counterparty credit risk quantification
  • ISDA CSA margin threshold analysis
  • Link below leaves site to visit Streamlit a python app hosting site
Options Pricing
Vanilla Options Pricing Calculator
Interactive Black-Scholes options pricing tool for oil and energy derivatives. Price European call and put options on crude oil, jet fuel, and energy commodities with real-time Greeks calculation — Delta, Gamma, Theta, Vega, and Rho. Ideal for airlines structuring cost-cap strategies and energy traders evaluating premium levels.
Key Features
  • Black-Scholes pricing model
  • Full Greeks suite (Δ, Γ, Θ, ν, ρ)
  • Call and put pricing for energy commodities
  • Volatility surface inputs
  • Premium benchmarking for hedging strategy
  • Link below leaves site to visit Streamlit a python app hosting site
Bespoke Tool Development
Energovis develops custom quantitative tools for fuel risk management, hedge accounting, and energy analytics. From PFE engines and VaR calculators to IFRS9 hedge effectiveness testing and SAF cost benchmarking models — all built in Python with live data integration.