Curve
What is a curve?
A curve is a structure of future values created at a certain point in time.
What are curves used for?
A curve is used to store:
- The prices that you pay today for a delivery of something in the future
- A forecast of values, e.g. a weather temperature forecast
What does a curve look like?
A curve has:
- An ondate which is the date at which the curve is created or represents
- A list of tenors representing the future points in time
Example
This curve has an ondate of the 21st September 2023 and has 6 monthly delivery prices from October 2023 to March 2024
More information
Some links with further information about curves: