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Library templates

The Composer Library has these OpenDataDSL templates. Open one in the Library tab to preview it with its default inputs, use it, or copy it to change it. Featured templates are marked (featured).

Inputs such as plant efficiencies, emission factors and densities come with typical defaults that you can change when you use the template.


Curves​

TemplateWhat it showsWorksheetInputs
Curve spread (featured)
#CT_CURVE_SPREAD
Two forward curves side by side with the spread between them, tenor by tenor.curveFirst curve, Second curve, Name for the first curve, Name for the second curve
Curve in another currency
#CT_CURVE_IN_CURRENCY
A curve as published and converted to another currency (and optionally units), using the tenant FX provider.curveCurve, Convert to currency, Convert to units
Weighted basket
#CT_WEIGHTED_BASKET
A weighted average of up to three curves by tenor, for example a blended fuel or a portfolio price.curveFirst curve, Second curve, Third curve, First weight, Second weight, Third weight

Power​

TemplateWhat it showsWorksheetInputs
Clean dark spread (featured)
#CT_CLEAN_DARK_SPREAD
The margin of a coal-fired plant by tenor: power less the cost of coal and carbon for each MWh generated.curvePower curve, Coal curve, Carbon curve, Currency, Coal energy content, Plant efficiency, Emission factor
Clean spark spread (featured)
#CT_CLEAN_SPARK_SPREAD
The margin of a gas-fired plant by tenor: power less the cost of gas and carbon for each MWh generated.curvePower curve, Gas curve, Carbon curve, Plant efficiency, Emission factor
Coal to gas switching price
#CT_FUEL_SWITCHING_PRICE
The gas price at which a gas plant costs the same to run as a coal plant, by tenor, and how far the gas curve is below it.curveGas curve, Coal curve, Carbon curve, Currency, Coal energy content, Gas plant efficiency, Coal plant efficiency, Gas emission factor, Coal emission factor
Cross-border power spread
#CT_CROSS_BORDER_POWER_SPREAD
Two power markets side by side by tenor, with the spread before and after the cost of moving power between them.curveFirst market, Second market, Name for the first market, Name for the second market, Transmission cost
Market implied heat rate
#CT_IMPLIED_HEAT_RATE
The heat rate and efficiency implied by power and gas prices by tenor: the efficiency at which a gas plant just breaks even before carbon.curvePower curve, Gas curve
Peak and baseload spread
#CT_PEAK_BASE_SPREAD
Peak against baseload power by tenor: the peak premium and the peak to base ratio.curveBaseload curve, Peak curve

Gas​

TemplateWhat it showsWorksheetInputs
Gas hub basis (featured)
#CT_GAS_HUB_BASIS
A gas hub against a benchmark hub by tenor, converted to the benchmark's currency and units, with the basis before and after transport.curveHub curve, Benchmark curve, Benchmark currency, Benchmark units, Transport cost
Oil-indexed gas price
#CT_OIL_INDEXED_GAS
An oil-indexed gas price (slope on Brent plus a constant) against a gas hub converted to the same currency and units, by tenor.curveBrent curve, Gas hub curve, Slope, Constant, Currency, Units

Oil​

TemplateWhat it showsWorksheetInputs
3:2:1 crack spread (featured)
#CT_CRACK_SPREAD_321
The refining margin of turning three barrels of crude into two of gasoline and one of distillate, by tenor, with the products converted to barrels.curveCrude curve, Gasoline curve, Distillate curve, Crude units, Gasoline density, Distillate density
Product crack spread
#CT_PRODUCT_CRACK
One refined product against crude by tenor, with the product converted to barrels using its density.curveCrude curve, Product curve, Product name, Crude units, Product density

Carbon​

TemplateWhat it showsWorksheetInputs
Carbon cost by fuel
#CT_CARBON_COST_BY_FUEL
The carbon cost of generating one MWh of power from gas, hard coal and lignite, by tenor.curveCarbon curve, Gas plant efficiency, Coal plant efficiency, Lignite plant efficiency, Gas emission factor, Coal emission factor, Lignite emission factor

Pricing​

TemplateWhat it showsWorksheetInputs
Indexed contract price
#CT_INDEXED_CONTRACT_PRICE
A contract price by tenor set by a formula on a market curve: a multiplier on the index plus a fixed adder.curveIndex curve, Multiplier, Adder, Name for the price

Risk​

TemplateWhat it showsWorksheetInputs
Hedge mark to market
#CT_HEDGE_MARK_TO_MARKET
The value of a fixed price hedge by tenor against today's curve: the difference to the hedge price times the volume.curveMarket curve, Hedge price, Volume per tenor

Timeseries​

TemplateWhat it showsWorksheetInputs
Price statistics on a calendar (featured)
#CT_PRICE_STATISTICS
The average, high and low of a timeseries for each period of a calendar, for example daily statistics of hourly prices, with the range between them.timeseriesTimeseries, Calendar, Range
Clean spark spread history
#CT_CLEAN_SPARK_HISTORY
The daily clean spark spread from spot power, gas and carbon prices: what a gas plant earned each day.timeseriesPower timeseries, Gas timeseries, Carbon timeseries, Plant efficiency, Emission factor, Calendar, Range
Price with markup
#CT_PRICE_WITH_MARKUP
A timeseries on a calendar alongside the same price with a markup applied, for example a customer price over day-ahead.timeseriesPrice timeseries, Markup factor, Calendar, Aggregation to the calendar
Rolling front month crack
#CT_ROLLING_CRACK_SPREAD
The history of a product crack on the front month: product less crude each day, with the product converted to barrels.timeseriesCrude curve, Product curve, Tenor, Crude units, Product density, Calendar, Range
Rolling front months
#CT_ROLLING_FRONT_MONTHS
The history of the first three months of a forward curve as rolling timeseries, with the prompt spread between month one and two.timeseriesCurve, Calendar, Range
Spot against front month
#CT_SPOT_VS_FRONT_MONTH
A spot or day-ahead price against the front month of the forward curve, day by day, with the spot premium.timeseriesSpot timeseries, Forward curve, Calendar, Range
Timeseries in another currency
#CT_TIMESERIES_IN_CURRENCY
A timeseries as published and converted to another currency, and optionally other units, at each date's exchange rate.timeseriesTimeseries, Convert to currency, Convert to units, Calendar, Range
Timeseries spread
#CT_TIMESERIES_SPREAD
Two timeseries aligned on a calendar with the spread and ratio between them.timeseriesFirst timeseries, Second timeseries, Name for the first, Name for the second, Calendar, Aggregation to the calendar, Range

Publishing the library​

The library templates are public report configurations with ids starting #CT_. OpenDataDSL publishes and updates them, increasing each template's revision so that copies in My templates show an update badge.