This release contains the standalone executable for the Natural Gas Contract Pricing Model, built as part of the JPMorgan Chase Quantitative Research Virtual Experience Program — Task 2.
The model calculates the fair value of a natural gas storage contract by accounting for all cash flows: the cost of buying gas on injection dates, revenue from selling gas on withdrawal dates, monthly storage fees, and per-MMBtu injection/withdrawal costs.
Run the executable directly — there is no Python installation required.
Test Results:
- Scenario A (Summer inject, Winter withdraw): $2,073,333.33
- Scenario B (Fall inject, Winter withdraw): $3,481,600.00