I’m trying to put together a quick mark to market summary for some natural gas and crude oil hedges.
To make it easier I’m using a fixed strike price and will not be including optionality. Basically I just want to see what the mark to market gain/loss would look like if I used the August 1 closing prices.
I’m stuck with how to create a giant formula that will capture all of my potential calculations. For example I could have multiple combinations of:
Commodity = Nat Gas or Crude Oil
Transaction Type = FFSWAP or Option
Buy or Sell
Call or Put (If Transaction Type = Option)
Exercise Price
Strike Price
Quantity
Start date and End Date
Should I just attempt to put together one huge IF(AND(OR type nested excel formula or is there an easier/quicker way?
Any help would be appreciated, thanks.
To make it easier I’m using a fixed strike price and will not be including optionality. Basically I just want to see what the mark to market gain/loss would look like if I used the August 1 closing prices.
I’m stuck with how to create a giant formula that will capture all of my potential calculations. For example I could have multiple combinations of:
Commodity = Nat Gas or Crude Oil
Transaction Type = FFSWAP or Option
Buy or Sell
Call or Put (If Transaction Type = Option)
Exercise Price
Strike Price
Quantity
Start date and End Date
Should I just attempt to put together one huge IF(AND(OR type nested excel formula or is there an easier/quicker way?
Any help would be appreciated, thanks.