10-step project finance waterfall with 3 periodicity options (monthly/quarterly/semi-annual), validated by 286 unit tests

Side-by-side FCFF, FCFE, and APV valuation with transparent WACC decomposition and terminal value sensitivity

Sculpted, annuity, and straight-line repayment profiles across 4 production cases (P50/P75/P90/P99) with institutional covenant standards

Analyze refinancing opportunities with NPV calculations and break-even analysis

Model construction loan IDC, drawdown profiles, and commitment fees

Senior/mezzanine/subordinated tranches with payment priority waterfall, intercreditor mechanics, and blended cost of debt output

LMA/APLMA-compliant distribution lock-up tests, cash sweep triggers, and default/acceleration scenario analysis

DSRA, MMRA, and O&M reserve sizing with funding options and cash waterfall impact

Swap, cap, floor, and collar structuring with mark-to-market P&L, hedge effectiveness tracking, and ISDA-standard hedge ratio analysis

Ornstein-Uhlenbeck mean reversion with jump diffusion across 15 European market parameters -- 1,000-iteration simulation producing P10/P50/P90 revenue distributions

NPV comparison of fixed-price PPA, merchant, and hybrid revenue structures with baseload/shape premium sensitivity

Physical vs. financial (virtual) PPA comparison with risk allocation matrix covering basis risk, shape risk, and credit exposure

Bankable production estimates following IEC/DNV methodology with technology-specific uncertainty stacking for wind and solar

Model battery storage revenues across FFR, DCL/DCH, EFA, and wholesale arbitrage

UK and German market revenue stacking for BESS (FFR, EFR, DC, DM, BM) with built-in conflict matrix and cross-market comparison

4 chemistry models (LFP/NMC/NCA/LTO) with cycle and calendar degradation, augmentation strategy planning, and warranty analysis

P50/P75/P90/P99 production scenarios with shape risk and balancing costs

Hamilton (1989) filter with EM calibration for Markov regime-switching price simulation across bull, bear, and crisis states

T-4/T-1 capacity revenue modeling across GB, Ireland, Italy, Poland with derating factors

Compare project costs against regional and technology-specific benchmarks

Multi-factor similarity scoring across technology, capacity, geography, and financing structure to surface relevant precedent transactions

Optimize solar/wind/battery configurations for maximum NPV or IRR

Portfolio-level NAV and IRR with technology- and country-specific assumptions, scenario overrides, and exposure breakdowns

Market capture rate analysis with cannibalization curves, fair PPA floor pricing, and technology-specific baseload discount factors

TSO region curtailment mapping with risk scores and compensation analysis

Gaussian, Student-t, Clayton, and Gumbel copula simulation for cross-market price correlation and wind/solar capture rate dependencies

S&P/Moody's/Fitch scale credit assessment with PD/LGD estimates and CVA calculation for PPA counterparty risk

Monte Carlo cost overrun simulation with contingency adequacy testing, EPC wrap analysis, and sponsor support waterfall

Template-based risk assessment narratives for investment committee memos and credit papers

Peaks-over-threshold GPD and block-maxima GEV fitting for tail-risk quantification of power prices, with VaR/CVaR estimation and QQ diagnostics

Extract key terms from PPA term sheets, financing term sheets, EPC contracts, and grid connection agreements using pattern matching