abs
Transforms all values of the input variable to absolute (positive) values.
25 docs tagged with "curve"
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Returns the arc cosine of a value; the returned angle is in the range 0.0 through pi.
asDays
A curve function that breaks a single contract into a list of daily contracts, e.g. a month into days
asHours
A curve function that breaks a single contract into a list of hours contracts, e.g. a day into hours
asin
Returns the arc sine of a value; the returned angle is in the range -pi/2 through pi/2.
asMonths
A curve function that breaks a single contract into a list of monthly contracts, e.g. a quarter into 3 months
asStrips
Creates an arbitrage free curve comprised of calendar year strips
Contract
A contract is a single future period in time that represents a tradable future contract or a forecasted value on a curve
Contracts
Contracts are used on a curve as a set of contract objects that represent the future periods and values
Curve
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.)
Curve
Forward curve data type
Curve Building Script
All the public functions for building curves
Curve Functions
Functions that work with forward curves
Curve Management
The options available for managing your forward curves
Curve Quality
How to quality assure your curves
Curve Service
REST API for the managed curve service
Curve Service
The curve service is used for interacting with Forward Curve configurations
CurveDate
A CurveDate is used as the valuation date of a curve. It is a date with an expiry calendar
EventCurve
An EventCurve is a curve that is dynamically built from events.
Expiry Calendar
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
Introduction
What are forward curves?
Smart Curves
Explore SmartCurves in the ODSL language, REST API and the Portal
SmartCurve
A Smart Curve is an expression that builds curves on demand
Target - Curve
A subscription target to build a SMART curve
TimeSeries
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)