Spreadsheet: benjamin_rogers__1019__PowerPlant031400
Sheet: sensitivity

 |  |  |  | Sensitivity Page
 |  |  | Sensitivity
 |  |  | power curve | 0
 |  |  | [NAME] | 0
 |  |  | power vol | 0
 |  |  | fuel vol | 0
 |  |  | correlation | 0.5 |  | spread | put | embedded call
 |  |  | residual value | 100
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ArrayOfFile | =Calculation!$AA$4:$AA$5
power curve | [NAME] |  | power vol | fuel vol |  | put | Base Case | call | Value |  | Power Date | Fuel Date | IR date | Correlation | residual value | debt |  |  |  |  |  |  |  | Correlation | =sensitivity!$O$17
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | CorrelationInput | =sensitivity!$E$13
-10 | 0 |  | 0 | 0 |  | 14887228.27 | 104806827.59 | 12102618.76 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | DealEnd | =Calculation!$C$6
-5 | 0 |  | 0 | 0 |  | 11928820.31 | 124458675.31 | 13945607.67 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | DealStart | =Calculation!$C$5
0 | 0 |  | 0 | 0 |  | 9268573.27 | 148733689.68 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | debt | =sensitivity!$Q$17
5 | 0 |  | 0 | 0 |  | 6874611.65 | 178259844.16 | 18288354.12 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | EmbeddedOptionValue | =Calculation!$J$27
10 | 0 |  | 0 | 0 |  | 5028659.31 | 213205504.77 | 20896772.85 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | [NAME] | =Calculation!$AA$5:$AA$401
0 | -3.84 |  | 0 | 0 |  | 7908325.15 | 162145977.82 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | First_Date | =IR!$C$6
0 | -1.92 |  | 0 | 0 |  | 8576185.74 | 155219922.99 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | FirstMidPrice | =Curves!$C$7
0 | 5.329070518200751e-16 |  | 0 | 0 |  | 9268573.27 | 148733689.68 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | FirstMidVol | =Curves!$X$7
0 | 1.92 |  | 0 | 0 |  | 9906651.39 | 142651975.27 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | firstname | =Calculation!$AA$5
0 | 3.84 |  | 0 | 0 |  | 10548482.53 | 136941420.42 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | forward_range | =Curves!$A$7:$D$319
0 | 0 |  | -0.4 | 0 |  | 6217499.83 | 146612709.43 | 14189947.09 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | Fuel_Date | =sensitivity!$M$17
0 | 0 |  | -0.2 | 0 |  | 7903952.71 | 146833417.83 | 14957119.63 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | GPadd | =sensitivity!$E$8
0 | 0 |  | 5.551115123125783e-17 | 0 |  | 9268573.27 | 148733689.68 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | gpaddOut | =sensitivity!$B$17
0 | 0 |  | 0.2 | 0 |  | 10212182.95 | 152298163.53 | 17273982.87 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | GvolMult | =sensitivity!$E$11
0 | 0 |  | 0.4 | 0 |  | 10894634.84 | 157376554.84 | 18752813.8 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | GvolOut | =sensitivity!$E$17
0 | 0 |  | 0 | -0.4 |  | 10795855.59 | 138104662.5 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | IR_date | =sensitivity!$N$17
0 | 0 |  | 0 | -0.2 |  | 10086199.81 | 142139504.3 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | OPtionValue | =Calculation!$H$27
0 | 0 |  | 0 | 5.551115123125783e-17 |  | 9268573.27 | 148733689.68 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | PostedFuelDate | =Calculation!$C$30
0 | 0 |  | 0 | 0.2 |  | 8214099.28 | 157565383.27 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | postedIrdt1 | =Calculation!$C$28
0 | 0 |  | 0 | 0.4 |  | 7043710.05 | 168226230.95 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | postedIrdt2 | =Calculation!$C$28
0 | 0 |  | 0 | 0 |  | 9010929.28 | 158635726.79 | 15990313.97 |  |  |  |  |  | 0.3 |  |  |  |  |  |  |  |  |  | PostedPowerDate | =Calculation!$C$29
0 | 0 |  | 0 | 0 |  | 9116066.49 | 153751696.65 | 15990313.97 |  |  |  |  |  | 0.4 |  |  |  |  |  |  |  |  |  | Power_Date | =sensitivity!$L$17
0 | 0 |  | 0 | 0 |  | 9268573.27 | 148733689.68 | 15990313.97 |  |  |  |  |  | 0.5 |  |  |  |  |  |  |  |  |  | PPadd | =sensitivity!$E$7
0 | 0 |  | 0 | 0 |  | 9360322.34 | 143589260.27 | 15990313.97 |  |  |  |  |  | 0.6 |  |  |  |  |  |  |  |  |  | ppaddOut | =sensitivity!$A$17
0 | 0 |  | 0 | 0 |  | 9489572.61 | 138335690.55 | 15990313.97 |  |  |  |  |  | 0.7 |  |  |  |  |  |  |  |  |  | PvolMult | =sensitivity!$E$10
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | PvolOut | =sensitivity!$D$17
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ResCall | =sensitivity!$I$17
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | residual_value | =sensitivity!$P$17
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ResPut | =sensitivity!$G$17
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | today | =Calculation!$C$3
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | ValuationDate | =Calculation!$C$4
 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | volRange | =Curves!$J$7:$Y$259
5 | -2.4 |  | -0.2 | 0.2 |  | 8481044.82 | 0 | 26406091.6
5 | -2.4 |  | -0.2 | 0 |  | 9654849.2 | 0 | 26406091.6
5 | 0 |  | -0.2 | 0.2 |  | 10113788.6 | 0 | 26406091.6
5 | -2.4 |  | 0 | 0.2 |  | 11730085.99 | 0 | 27786038.88
5 | -2.4 |  | -0.2 | -0.2 |  | 11059907.51 | 0 | 26406091.6
5 | 0 |  | -0.2 | 0 |  | 11599464.81 | 0 | 26406091.6
5 | 2.4 |  | -0.2 | 0.2 |  | 11901237.2 | 0 | 26406091.6
5 | -2.4 |  | 0 | 0 |  | 13436482.72 | 0 | 27786038.88
5 | 0 |  | 0 | 0.2 |  | 13516878.42 | 0 | 27786038.88
5 | -2.4 |  | 0.2 | 0.2 |  | 15230347.75 | 0 | 29394414.74
5 | 0 |  | -0.2 | -0.2 |  | 13280732.71 | 0 | 26406091.6
5 | 2.4 |  | -0.2 | 0 |  | 13668035.53 | 0 | 26406091.6
5 | -2.4 |  | 0 | -0.2 |  | 15221326.99 | 0 | 27786038.88
5 | 2.4 |  | 0 | 0.2 |  | 15380319.68 | 0 | 27786038.88
5 | 0 |  | 0.2 | 0.2 |  | 17038796.5 | 0 | 29394414.74
5 | 0 |  | 0 | 0 |  | 15454268.78 | 0 | 27786038.88
5 | -2.4 |  | 0.2 | 0 |  | 17152592.73 | 0 | 29394414.74
5 | 2.4 |  | -0.2 | -0.2 |  | 15700002.86 | 0 | 26406091.6
5 | 2.4 |  | 0.2 | 0.2 |  | 18906040.04 | 0 | 29394414.74
5 | -2.4 |  | 0.2 | -0.2 |  | 18964139.02 | 0 | 29394414.74
5 | 0 |  | 0 | -0.2 |  | 17440009.49 | 0 | 27786038.88
5 | 0 |  | 0.2 | 0 |  | 19130690.48 | 0 | 29394414.74
5 | 2.4 |  | 0 | 0 |  | 17584501.49 | 0 | 27786038.88
0 | -2.4 |  | -0.2 | 0.2 |  | 12930389.82 | 0 | 22546034.83
5 | 0 |  | 0.2 | -0.2 |  | 21052868.96 | 0 | 29394414.74
5 | 2.4 |  | 0.2 | 0 |  | 21160610.27 | 0 | 29394414.74
5 | 2.4 |  | 0 | -0.2 |  | 19745967.69 | 0 | 27786038.88
0 | -2.4 |  | -0.2 | 0 |  | 14869598.82 | 0 | 22546034.83
0 | 0 |  | -0.2 | 0.2 |  | 15160673.17 | 0 | 22546034.83
0 | -2.4 |  | 0 | 0.2 |  | 16658644.17 | 0 | 23662647.31
5 | 2.4 |  | 0.2 | -0.2 |  | 23182140.37 | 0 | 29394414.74
0 | -2.4 |  | -0.2 | -0.2 |  | 16899926.81 | 0 | 22546034.83
0 | 0 |  | -0.2 | 0 |  | 17427384.24 | 0 | 22546034.83
0 | 2.4 |  | -0.2 | 0.2 |  | 17523876.97 | 0 | 22546034.83
0 | -2.4 |  | 0 | 0 |  | 18849896.51 | 0 | 23662647.31
0 | 0 |  | 0 | 0.2 |  | 18863867.93 | 0 | 23662647.31
0 | -2.4 |  | 0.2 | 0.2 |  | 20285873.5 | 0 | 25008729.4
0 | 0 |  | -0.2 | -0.2 |  | 19765937.64 | 0 | 22546034.83
0 | -2.4 |  | 0 | -0.2 |  | 20925467.53 | 0 | 23662647.31
0 | 0 |  | 0.2 | 0.2 |  | 22370995.82 | 0 | 25008729.4
0 | -2.4 |  | 0.2 | 0 |  | 22441274.96 | 0 | 25008729.4
0 | 2.4 |  | 0 | 0.2 |  | 21146016.07 | 0 | 23662647.31
0 | 0 |  | 0 | 0 |  | 21281608.74 | 1 | 23662647.31
0 | 2.4 |  | -0.2 | 0 |  | 20191360.42 | 0 | 22546034.83
0 | -2.4 |  | 0.2 | -0.2 |  | 24298774.78 | 0 | 25008729.4
0 | 2.4 |  | 0.2 | 0.2 |  | 24502328.53 | 0 | 25008729.4
0 | 0 |  | 0.2 | 0 |  | 24656282.38 | 0 | 25008729.4
0 | 0 |  | 0 | -0.2 |  | 23502595.41 | 0 | 23662647.31
0 | 2.4 |  | 0 | 0 |  | 23799821.21 | 0 | 23662647.31
0 | 2.4 |  | -0.2 | -0.2 |  | 22798294.71 | 0 | 22546034.83
-5 | -2.4 |  | -0.2 | 0.2 |  | 19718923.64 | 0 | 19401858.11
0 | 0 |  | 0.2 | -0.2 |  | 26581785.35 | 0 | 25008729.4
0 | 2.4 |  | 0.2 | 0 |  | 26900288.9 | 0 | 25008729.4
0 | 2.4 |  | 0 | -0.2 |  | 26131345.07 | 0 | 23662647.31
-5 | -2.4 |  | -0.2 | 0 |  | 22392224.71 | 0 | 19401858.11
-5 | -2.4 |  | 0 | 0.2 |  | 23330523.38 | 0 | 20292826.04
-5 | 0 |  | -0.2 | 0.2 |  | 22662359.6 | 0 | 19401858.11
0 | 2.4 |  | 0.2 | -0.2 |  | 28875422.38 | 0 | 25008729.4
-5 | -2.4 |  | 0.2 | 0.2 |  | 26563263.77 | 0 | 21388754.03
-5 | -2.4 |  | -0.2 | -0.2 | 1 | 24843896.27 | 0 | 19401858.11
-5 | -2.4 |  | 0 | 0 |  | 25803949.41 | 0 | 20292826.04
-5 | 0 |  | 0 | 0.2 |  | 25952915.43 | 0 | 20292826.04
-5 | 0 |  | -0.2 | 0 |  | 25625519.73 | 0 | 19401858.11
-5 | 2.4 |  | -0.2 | 0.2 |  | 25678581 | 0 | 19401858.11
-5 | -2.4 |  | 0.2 | 0 |  | 28718839.59 | 0 | 21388754.03
-5 | 0 |  | 0.2 | 0.2 |  | 28886850.73 | 0 | 21388754.03
-5 | -2.4 |  | 0 | -0.2 |  | 27887017.11 | 0 | 20292826.04
-5 | 0 |  | 0 | 0 |  | 28591643.09 | 0 | 20292826.04
-5 | 2.4 |  | 0 | 0.2 |  | 28633252.46 | 0 | 20292826.04
-5 | 0 |  | -0.2 | -0.2 |  | 28252038.55 | 0 | 19401858.11
-5 | -2.4 |  | 0.2 | -0.2 |  | 30412670.77 | 0 | 21388754.03
-5 | 2.4 |  | -0.2 | 0 |  | 28968515.88 | 0 | 19401858.11
-5 | 0 |  | 0.2 | 0 |  | 31121548.82 | 0 | 21388754.03
-5 | 2.4 |  | 0.2 | 0.2 |  | 31228222.14 | 0 | 21388754.03
-5 | 0 |  | 0 | -0.2 |  | 30736805.37 | 0 | 20292826.04
-5 | 2.4 |  | 0 | 0 |  | 31424794.34 | 0 | 20292826.04
-5 | 0 |  | 0.2 | -0.2 |  | 32824547.76 | 0 | 21388754.03
-5 | 2.4 |  | 0.2 | 0 |  | 33518783.63 | 0 | 21388754.03
-5 | 2.4 |  | -0.2 | -0.2 |  | 31773773.89 | 0 | 19401858.11
-5 | 2.4 |  | 0 | -0.2 |  | 33613293.64 | 0 | 20292826.04
-5 | 2.4 |  | 0.2 | -0.2 |  | 35219792.46 | 0 | 21388754.03