Abstract: A system and method for valuating weather-based financial instruments including weather futures, options, swaps, and the like. The system includes weather forecast, weather history, and financial databases. Also included in the system is a central processing trading server that is accessible via a plurality of internal and external workstations. The workstations provide a graphical user interface for users to enter a series of inputs and receive information (i.e., output) concerning a financial instrument. The method involves collecting the series of inputs—start date, maturity date, geographic location(s), risk-free rate, and base weather condition—affecting the value of the financial instrument and applying a pricing model modified to account for weather.

Abstract: A method, system and computer program product for valuating natural gas futures and options contracts using weather-based metrics. The method and computer program product allow gas buyers and traders to make informed decision on purchasing/selling natural gas futures and futures options on a regulated exchange such as the New York Mercantile Exchange (NYMEX) based on historical and forecasted weather. The system includes weather forecast, weather history, and natural gas-related databases, as well as a trading server and several workstation clients, and provides assistance to traders in reaching complex buying/hedging decisions.

Abstract: A system and method for valuating weather-based financial instruments including weather futures, options, swaps, and the like. The system includes weather forecast, weather history, and financial databases. Also included in the system is a central processing trading server that is accessible via a plurality of internal and external workstations. The workstations provide a graphical user interface for users to enter a series of inputs and receive information (i.e., output) concerning a financial instrument. The method involves collecting the series of inputs—start date, maturity date, geographic location(s), risk-free rate, and base weather condition—affecting the value of the financial instrument and applying a pricing model modified to account for weather.

Abstract: A system and method for valuating weather-based financial instruments including weather futures, options, swaps, and the like. The system includes weather forecast, weather history, and financial databases. Also included in the system is a central processing trading server that is accessible via a plurality of internal and external workstations. The workstations provide a graphical user interface for users to enter a series of inputs and receive information (i.e., output) concerning a financial instrument. The method involves collecting the series of inputs—start date, maturity date, geographic location(s), risk-free rate, and base weather condition—affecting the value of the financial instrument and applying a pricing model modified to account for weather.