Lacima version 10.5 available from 1 November

New functionality and expanded analytical capabilities

Available from 1 November 2026, Lacima v10.5 delivers enhancements spanning valuation, portfolio risk management, contract modelling and automation, alongside technology upgrades supporting improved security, performance and long-term stability.

As part of Lacima’s continued investment in our solutions, v10.5 strengthens the tools available to energy and commodity market participants as they manage increasingly complex trading, valuation, optimisation and risk management requirements.

Key enhancements in v10.5

The latest release introduces several new capabilities across the Lacima product suite, including:

• Enhanced options modelling: New Asian Futures Option contract types, including EEX-style Turnbull-Wakeman pricing and support for the Bachelier (normal) model for markets where negative prices may occur.
• Expanded contract modelling: New Futures Strip, Fixing Futures Spread Strip and Forward Spread Strip contract types, supporting multi-period structures with quote calendar-driven fixing and settlement.
• Enhanced portfolio risk analytics: Implied volatility risk factors can now be incorporated into Parametric and Simulation (Covariance Monte Carlo) VaR calculations, providing greater visibility into the impact of volatility movements on portfolio risk.
• Counterparty exposure controls: New exposure caps at the counterparty level to support counterparty risk management.
• Expanded automation and API capabilities: New API access to the Indexation module, currency information retrieval and improvements to Remote API workflows.
• Technology modernisation: Lacima Analytics and Lacima Trader have been upgraded to the Microsoft .NET 10 Long-Term Support (LTS) framework, supporting ongoing improvements in stability, security, and performance.

Building on capabilities delivered in v10.4

Lacima v10.5 also incorporates the capabilities introduced or enhanced since the initial release of v10.4, further extending the functionality available to customers:

• Historical Data Simulation (HDS) (new): Available in the Advanced Models module, HDS enables Monte Carlo simulations to be generated directly from historical data. By preserving characteristics such as seasonality, volatility structures, temporal dependencies and cross-factor correlations, HDS offers an alternative approach for modelling complex variables, including those associated with renewable generation and weather-driven assets.
• LNG Shipping Optimiser (enhanced): Supports LNG portfolio optimisation across cargo scheduling, vessel deployment, routing and delivery decisions, helping market participants evaluate execution strategies while accounting for forward prices, operational constraints, vessel characteristics, charter costs and delivery obligations.

Both capabilities are fully supported in v10.5.

Access the full v10.5 release highlights

For a complete overview of the new functionality and enhancements, including further detail on individual modules and API capabilities, see the Lacima v10.5 Release Highlights PDF document.

Release Highlights

Planning your upgrade?

Contact us to discuss upgrading to v10.5 to take advantage of these new capabilities.

Please note that with the launch of v10.5, support for Lacima software versions up to and including v10.2 will end on 31 December 2027. Customers using these versions should factor this date into their upgrade planning.