Spreadsheet: benjamin_rogers__1019__PowerPlant031400
Sheet: Calculation

 | Power Plant Model
 | Today | 2000-03-09 00:00:00
 | Valuation Date | 2000-04-01 00:00:00 |  | First Commodity | 0.2 |  | Salvage Value* |  |  | Dispatch Schedule |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | firstname
 | Underlying Start Date | 2000-04-01 00:00:00 |  | (Power) Vol |  |  | * in thousand $ |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-01-01 10:27:49
 | Underlying Expiration Date | 2021-01-01 00:00:00 |  | Second Commodity | 0.1 |  | Capacity (Mw) | 315 |  | Jan |  |  |  |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-03 12:07:16
 | Overlying Start Date | 2000-04-01 00:00:00 |  | (Fuel) Vol |  |  |  |  |  | Feb |  |  |  |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-04 15:42:46
 | Overlying Expiration Date | 2021-01-01 00:00:00 |  |  |  |  |  |  |  | Mar |  |  |  |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-05 14:46:50
 |  |  |  | Commodity Correlation |  |  | Embedded Option |  |  | May |  |  | 7 x 24 | 2 |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-06 14:54:05
 | Interest Rate | 0.07 |  |  |  |  |  |  |  | Apr |  |  | 5 x 16 |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-07 14:54:09
 |  |  |  |  |  |  | Option Mw | 50 |  | June |  |  |  |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-10 15:40:57
 | Week Definition |  |  | Use Volatility Curve |  |  |  |  |  | July |  |  |  |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-11 15:43:39
 |  |  |  |  |  |  |  |  |  | Aug. |  |  | Call | 2 |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-12 15:23:56
 | Option Type |  | ON |  |  |  | Option Start Date | 2001-06-01 00:00:00 |  | Sept. |  |  | Put |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-13 15:10:07
 |  |  |  |  |  |  | Option End Date | 2021-01-01 00:00:00 |  | Oct. |  |  | Spread |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-14 15:04:50
 | Overlying Option (Debt) |  |  | F.O.M. Month |  |  |  |  |  | Nov. |  |  | Call | 1 |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-17 14:32:43
 | Exercise Month |  |  |  |  |  | Embedded Option |  |  | Dec. |  |  | Put |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-18 14:48:04
 | Overlying Option (Debt) |  |  | [NAME] |  |  | Strike Month |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-01-19 14:44:30
 | Exercise Frequency |  |  |  |  |  |  |  |  |  |  |  | Regular Option | 2 |  |  |  |  |  |  |  |  |  |  |  |  | 2000-01-20 14:45:30
 | Additional Features for Overlying Option |  |  |  |  |  | Embedded Option |  |  |  |  |  | Power Plant |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-01-21 14:40:18
 | First Loss Threshold ($/kW) | 50 |  |  |  |  | Exercise Frequency |  |  |  |  |  |  |  |  | True |  |  |  |  |  |  |  |  |  |  | 2000-01-24 14:33:57
 | Percent of Balance | 0.1 |  |  |  |  |  |  |  |  |  |  | 1 | 4 |  |  |  |  | 1 | 6 |  |  |  |  |  |  | 2000-01-25 15:04:57
 |  |  |  |  |  |  |  |  |  |  |  |  | 2 |  |  |  |  |  | 2 |  |  |  |  |  |  |  | 2000-01-26 15:54:55
 | Valuation Type |  |  |  |  |  |  |  |  |  |  |  | 3 |  |  | Call | 1 |  | 3 |  |  |  |  |  |  |  | 2000-01-27 16:02:00
 |  |  |  |  |  |  |  |  |  |  |  |  | 4 |  |  | Put |  |  | 4 |  |  |  |  |  |  |  | 2000-01-28 15:31:13
 |  |  |  |  |  |  |  |  |  |  |  |  | 5 |  |  | None |  |  | 5 |  |  |  |  |  |  |  | 2000-01-31 15:30:09
 |  |  |  |  | Spread Value |  | 148733689.6801175 |  |  |  |  |  | 6 |  |  |  |  |  | 6 |  |  |  |  |  |  |  | 2000-02-01 16:49:46
 | Posted IR date | 2000-03-09 00:00:00 |  |  | Overlying Option Value |  | 9268573.270382332 |  |  |  |  |  | 7 |  |  |  |  |  | 7 |  |  |  |  |  |  |  | 2000-02-02 15:46:49
 | Posted Power Curve |  |  |  | Embedded Option Value |  | 15990313.97297025 |  |  |  |  |  | 8 |  |  |  |  |  | 8 |  |  |  |  |  |  |  | 2000-02-03 16:48:49
 | Fuled Date | 2000-03-13 00:00:00 |  |  |  |  |  |  |  |  |  |  | 9 |  |  |  |  |  | 9 |  |  |  |  |  |  |  | 2000-02-10 06:25:38
 |  |  |  |  | [NAME]. Date | [NAME]. [NAME]. | Expected Losses | Best Scenario | Worst Scenario |  |  |  | 10 |  |  |  |  |  | 10 |  |  |  |  |  |  |  | 2000-02-07 14:23:04
 |  |  |  |  |  |  |  |  |  |  |  |  | 11 |  |  |  |  |  | 11 |  |  |  |  |  |  |  | 2000-02-08 14:28:39
 |  |  |  |  | 1900-01-01 00:00:00 | 0 | 0 | 54020845.87867457 | 0 |  |  |  | 12 |  |  |  |  |  | 12 |  |  |  |  |  |  |  | 2000-02-09 14:49:53
 |  |  |  |  | 1900-01-02 00:00:00 | 0.15130615234375 | -2535726.669139439 | 208836694.7036553 | -20977070.6171374 |  |  |  | 13 |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-02-09 17:57:12
 |  |  |  |  | 1900-01-03 00:00:00 | 0.1825600415468216 | -3184204.618696087 | 494027223.5081201 | -22698712.8 |  |  |  | 1 | 2 |  |  |  |  | 1 | 1 |  |  |  |  |  |  | 2000-02-10 15:27:45
 |  |  |  |  | 1900-01-04 00:00:00 | 0.2635277918961947 | -4592436.761430786 | 802798197.2337426 | -22572058.06 |  |  |  | 2 |  |  |  |  |  | 2 |  |  |  |  |  |  |  | 2000-02-11 15:33:35
 |  |  |  |  | 1900-01-05 00:00:00 | 0.2537606717774095 | -4552441.601490805 | 1288769890.303339 | -22450640.42 |  |  |  | 3 |  |  |  |  |  | 3 |  |  |  |  |  |  |  | 2000-02-14 14:32:17
 |  |  |  |  | 1900-01-06 00:00:00 | 0.3098671688387615 | -5503451.922222761 | 1758881452.755993 | -22325789.8 |  |  |  | 4 |  |  |  |  |  | 4 |  |  |  |  |  |  |  | 2000-02-15 15:03:45
 |  |  |  |  | 1900-01-07 00:00:00 | 0.292770733777845 | -5291591.499122749 | 2540787824.088882 | -22189188.23 |  |  |  | 6 |  |  |  |  |  | 6 |  |  |  |  |  |  |  | 2000-02-16 17:27:04
 |  |  |  |  | 1900-01-08 00:00:00 | 0.3293830258475354 | -5947012.6795597 | 3234279805.96834 | -22057693.56 |  |  |  | 12 |  |  |  |  |  | 12 |  |  |  |  |  |  |  | 2000-02-17 14:00:37
 |  |  |  |  | 1900-01-09 00:00:00 | 0.3039560663116054 | -5580892.199970691 | 4509399997.978187 | -21957174.76773266 |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-02-18 12:41:03
 |  |  |  |  | 1900-01-10 00:00:00 | 0.3288630868480736 | -6061130.308070204 | 5514600704.715402 | -21802457.3001151 |  |  |  | 1 | 4 |  |  |  |  |  |  |  |  |  |  |  |  | 2000-02-22 14:29:45
 |  |  |  |  | 1900-01-11 00:00:00 | 0.3122041986489359 | -5764889.389188727 | 7586731883.347238 | -21796700.01780339 |  |  |  | 2 |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-02-23 15:15:49
 |  |  |  |  | 1900-01-12 00:00:00 | 0.3404227578835051 | -6242606.227527911 | 8990812229.136595 | -21583749.72466906 |  |  |  | 3 |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-02-24 15:03:12
 |  |  |  |  | 1900-01-13 00:00:00 | 0.3177986210848746 | -5851921.819330182 | 12280763531.12865 | -21694057.55633526 |  |  |  | 4 |  |  |  |  |  |  |  |  |  |  |  |  |  | 2000-02-25 13:40:35
 |  |  |  |  | 1900-01-14 00:00:00 | 0.3430603975293862 | -6268937.64761066 | 14139462693.24356 | -21382395.3377585 |  |  |  | 5
 |  |  |  |  | 1900-01-15 00:00:00 | 0.3169153243442512 | -5817249.456646594 | 19227904345.86308 | -21673240.22675572 |  |  |  | 6
 |  |  |  |  | 1900-01-16 00:00:00 | 0.3382981604498361 | -6161303.595904565 | 21522024321.37106 | -21227138.26994828 |  |  |  | 7
 |  |  |  |  | 1900-01-17 00:00:00 | 0.314326012368802 | -5718435.245452691 | 29131037942.87319 | -21855325.72929836 |  |  |  | 8
 |  |  |  |  | 1900-01-18 00:00:00 | 0.3368517291543669 | -6041078.214124827 | 31730456891.86545 | -21068832.9614611 |  |  |  | 9
 |  |  |  |  | 1900-01-19 00:00:00 | 0.3058824746876834 | -5507578.876113083 | 42751213231.15423 | -21876676.83402711 |  |  |  | 10
 |  |  |  |  | 1900-01-20 00:00:00 | 0.330976047169919 | -5840915.918739672 | 45346233583.01277 | -20826770.33590258 |  |  |  | 11
 |  |  |  |  | 1900-01-21 00:00:00 | 0.2957532080176807 | -5249619.83546502 | 60781981018.09073 | -21932987.43155568 |  |  |  | 12
 |  |  |  |  | 1900-01-22 00:00:00 | 0.3207147270895844 | -5561679.233396513 | 62754766255.72501 | -20562485.11664172
 |  |  |  |  | 1900-01-23 00:00:00 | 0.2866507046381135 | -4982127.923674659 | 83576719175.27641 | -21986654.35249114 |  |  |  | 1 | 2
 |  |  |  |  | 1900-01-24 00:00:00 | 0.3141998544528103 | -5296011.979363232 | 84115578905.99303 | -20208186.96092393 |  |  |  | 2
 |  |  |  |  | 1900-01-25 00:00:00 | 0.2695995848657012 | -4595294.812217894 | 111369006471.2887 | -21992801.78727547 |  |  |  | 3
 |  |  |  |  | 1900-01-26 00:00:00 | 0.3078612491366683 | -4974689.51448042 | 109326881146.2522 | -19849554.12093555 |  |  |  | 4
 |  |  |  |  | 1900-01-27 00:00:00 | 0.2528773956358258 | -4192612.011331605 | 143883907637.0345 | -22030157.27453952 |  |  |  | 6
 |  |  |  |  | 1900-01-28 00:00:00 | 0.2955377676156525 | -4554833.063817993 | 137828614115.0243 | -19441449.80722867 |  |  |  | 12
 |  |  |  |  | 1900-01-29 00:00:00 | 0.230477371660377 | -3675151.793273928 | 180315434453.1215 | -22026365.67642031
 |  |  |  |  | 1900-01-30 00:00:00 | 0.2867127165166292 | -4016146.398866594 | 168588800682.9706 | -18966066.58653875
 |  |  |  |  | 1900-01-31 00:00:00 | 0.2098252078300159 | -3091208.746340915 | 219300155965.3941 | -21958750.60496879
 |  |  |  |  | 1900-02-01 00:00:00 | 0.2599838679613896 | -3254051.609054129 | 200129289915.0491 | -18412968.25206604
 |  |  |  |  | 1900-02-02 00:00:00 | 0.1882931444454198 | -2297783.99727599 | 258987614857.4425 | -21802612.93631776
 |  |  |  |  | 1900-02-03 00:00:00 | 0.2197223171965873 | -2007131.798334998 | 230658047943.2166 | -17770534.16016935
 |  |  |  |  | 1900-02-04 00:00:00 | 0.1457843436371252 | -867430.8152805282 | 297261973573.1697 | -21531577.60731351
 |  |  |  |  | 1900-02-05 00:00:00 | 0.1380080614151196 | -436870.7700796948 | 258385784609.1266 | -17025424.64566344
 |  |  |  |  | 1900-02-06 00:00:00 | 4.444753066041574e-11 | -8.258005771519726e-06 | 332220257479.4864 | -21123681.05534195
 |  |  |  |  | 1900-02-07 00:00:00 | 0 | 0 | 282174360752.2854 | -16667529.7089582
 |  |  |  |  | 1900-02-08 00:00:00 | 2.364382671809872e-30 | -1.365652982257894e-24 | 361713831233.3818 | -22318291.44480816
 |  |  |  |  | 1900-02-09 00:00:00 | 0 | 0 | 231713168302.4985 | -16370670.08906847
 |  |  |  |  | 1900-02-10 00:00:00 | 7.750173710952914e-41 | -3.596529177008981e-35 | 293551890540.5223 | -23924405.72410658
 |  |  |  |  | 1900-02-11 00:00:00 | 1.92394920060868e-56 | -1.130838682442769e-50 | 580864667.8837132 | -15976468.67272529