Curve Exports

Curve exports allow you to push forward curves to downstream systems on a scheduled basis — for example, delivering end-of-day curves to an ETRM, risk system, or data warehouse automatically after market close.

Exports are configured using Export Groups, which define the schedule, the target system, and the curves to include.

How It Works

Export Group (schedule + script) → attached to curves → triggers automatically → delivers to downstream system

Create an Export Group defining when and how to export
Attach the group to any curves you want included
The platform triggers the export automatically according to the cron schedule

Configuring an Export Group

An Export Group brings together the scheduling, calendar, and script logic for a set of curve exports.

Property	Description
`name`	Unique name for the group
`description`	Human-readable description
`category`	Always `curve`
`enabled`	Set to `true` to activate the group
`shared`	Always `true`
`cron`	Cron schedule defining when the export runs
`calendar`	Holiday calendar controlling when exports should and should not run
`offset`	Day offset from the cron schedule — use `-1` if running early morning for the prior day's curves
`script`	Path to the ODSL export script
`expression`	The function to call in the script, e.g. `export()`

Example

g = ExportGroup()
g.name = "Example Export Group"
g.description = "Daily EOD curve export to downstream system"
g.category = "curve"
g.enabled = true
g.shared = true
g.cron = "00 23 ? * MON-FRI *"
g.calendar = "BUSINESS"
g.offset = 0
g.script = "odsl-example\export-curves"
g.expression = "export()"
save ${curve:g}

Why save using the curve service?

Saving the export group via ${curve:g} automatically creates a scheduled process to trigger the export at the defined cron time — no separate process configuration required.

tip

Use offset = -1 when your cron schedule runs in the early hours of the morning but you want to export curves from the previous business day.

Writing a Curve Export Script

The export script contains the logic for retrieving and delivering each curve. When the export runs, the platform injects three context variables for the script to use:

Variable	Type	Description
`#CURVES`	List	The curves attached to this export group — see below
`#ONDATE`	String	The export date in `yyyy-MM-dd` format
`#GROUP`	Object	The export group configuration

The `#CURVES` Variable

Each item in #CURVES can be one of three types depending on whether the curve was found and what form it takes:

Type	Description
`Curve`	A standard forward curve
`CurveSeries`	A curve series
`SimpleObject`	A placeholder representing a missing curve

note

Always handle all three types in your export script. The SimpleObject case allows you to log or alert on missing curves rather than silently skipping them.

Standard Script Pattern

for curve in #CURVES
    if typeOf(curve) == "Curve"
        // Export the curve to your downstream system

    elseif typeOf(curve) == "CurveSeries"
        // Export the curve series

    elseif typeOf(curve) == "SimpleObject"
        // Log or alert on the missing curve

    end
next

warning

If a curve is missing on the export date, #CURVES will contain a SimpleObject with the curve ID rather than omitting it entirely. Make sure your script handles this case to avoid silent failures in your downstream system.

How It Works​

Configuring an Export Group​

Example​

Writing a Curve Export Script​

The #CURVES Variable​

Standard Script Pattern​