18 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

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

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

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

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 subscription target to build a SMART curve

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)