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21 docs tagged with "curve"

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Transforms all values of the input variable to absolute (positive) values.


Returns the arc cosine of a value; the returned angle is in the range 0.0 through pi.


Returns the arc sine of a value; the returned angle is in the range -pi/2 through pi/2.


A curve function that breaks a single contract into a list of monthly contracts, e.g. a quarter into 3 months


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

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

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

Smart 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)