PORT2040 — Bilateral Trade Agreement, Customs Tariffs & Monte Carlo Derivatives Hedging Simulator

Expected Hedged Landed Cost

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Hedge Effectiveness (R²)

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Variance Reduction vs Unhedged Spot

Net Hedging Protection Gain

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Tail Risk Mitigation (VaR 95% Avoided)

Letter of Credit (L/C) Fee

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QNB / Banco do Brasil (0.35% Flat)

⚙️ Derivative & Stochastic Parameters

Commodity Asset Class:

Cargo Volume (m³ / MT):

Spot Benchmark Price ($/unit):

Annualized Volatility (σ %):

Collar Floor Strike ($):

Collar Cap Strike ($):

Fixed Forward Swap Price ($):

Voyage Horizon (Days):

Monte Carlo Paths:

📊 Probability Density Histogram (Unhedged Spot vs Asian Collar)

Unhedged

Hedged (Collar)

VaR 95%

🌐 Monte Carlo Stochastic Trajectories (50 Sample Paths)

Sample Paths

Cap Strike

Floor Strike

⚖️ Derivatives Payoff Diagram (Floor, Cap & Forward Swap)

Asian Collar

Fixed Swap

Spot Exposure