RWE Develops and Deploys an Automated System for Natural Gas and Power Trading and Risk Management

Groups within RWE used disparate tools for trading and risk management, including purpose-built software and spreadsheets. Because the tools sometimes yielded different results, analysts had to perform tedious manual checks to ensure accuracy. Further, the tools could not handle nonlinear models, and model updates involved weeks of programming effort.

RWE想要一个与SAP Enterprise软件集成并在公司中访问的单个一致的系统。他们需要使财务分析师能够自己更新模型，而不必等待IT编程帮助。

To develop and deploy the system, RWE sought to collaborate with technical specialists. “This is a business-critical system for RWE, and we wanted experts to help us develop and implement it quickly,” Tönder explains. “Just as important, we wanted to ensure a smooth knowledge transfer so that we could be self-sufficient once the job was complete.”

RWE从Mathworks聘请了顾问来构建和部署计算复杂公式的计算工具，并将其连接到RWE的企业SAP系统。顾问使用MATLAB和MATLAB编译器SDK™在公司的IT基础架构中构建和部署Ewita，在该公司可以访问整个公司的RWE分析师。

在与RWE紧密合作以定义SAP和MATLAB之间的接口之后，Mathworks顾问开发了MATLAB算法来实现RWE现有模型。

Using representative models, input data, and pricing systems, the consultants compared the algorithm’s results with results obtained from RWE’s existing systems. They then implemented additional risk management capabilities in MATLAB, including support for nonlinear models.

Tönder说：“过去，无法使用非线性模型限制了销售部门可以提供的产品类型。”下载188bet金宝搏“使用MATLAB，我们可以应用非线性选项定价并执行更复杂的计算，从而降低了我们的风险曝光并减少了我们必须在选项上花费的数量。”

The consulting team used MATLAB to build FormelEditor, an interface that enables RWE analysts to create and update models without manual coding. A second interface, FormelTest, lets them test models offline using historical prices.

部署按钮会自动将测试模型转换为Java^®使用MATLAB编译器SDK组件。然后可以将组件部署到可用型号的目录中，并准备由SAP系统使用。

RWE分析师使用企业生产中的Ewita系统来管理公司整个投资组合的风险。Mathworks顾问将应用程序知识转移给RWE人员，使RWE能够在不进行持续帮助的情况下维持Ewita。