22 docs tagged with "curve"

A contract is a single future period in time that represents a tradable future contract or a forecasted value on a curve

Contracts are used on a curve as a set of contract objects that represent the future periods and values

A curve is a structure that represents a set of values with a time index sometime in the future. It can be used for commodity and financial forward curves, yield curves and forecasts (weather, prices etc.)

Forward curve data type

How Smart Curve and Event Curve builds are triggered by automations

All the public functions for building curves

How to configure and manage curve exports to downstream systems

The options available for managing your forward curves

How to quality assure your curves

REST API for the managed curve service

The curve service is used for interacting with Forward Curve configurations

A CurveDate is used as the valuation date of a curve. It is a date with an expiry calendar

A CurveSeries is a curve held as a timeseries of delivery periods: one value for each period in the calendar, for example each hour of a power curve, with the curve date it belongs to. It has all the properties and methods of a TimeSeries.

An EventCurve is a curve that is dynamically built from events.

A worked example that validates a gas forward curve, from setting up its checks to sending on only the curves that pass

An expiry calendar variable type represents an Expiry Calendar which is a special type of calendar that uses rules to calculate when trading stops for a future price for a particular commodity

Run an export group automatically when data changes

Export timeseries, curves, events and master data from a group, a search or a list of ids as CSV, TSV, Excel, JSON, JSON Lines, XML or HTML, with filters on curve tenors and event fields

What are forward curves?

Explore SmartCurves in the ODSL language, REST API and the Portal

A Smart Curve is an expression that builds curves on demand

A timeseries is a list of values which are indexed by dates. A timeseries could be the price of a particular stock recorded at a certain time of each day (say the time that the stock exchange closes)