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Insert excerpthelp:IMOS Documentationhelp:IMOS DocumentationnopaneltrueCurve Generation is a process where new forward curve prices are calculated for routes based on broker quotes. You can generate a curve based on specified parameters and save the new curve to a Market.

  1. In the Trading module center Image Modified, under Data, click Market Data.

  2. Complete the following fields:

    • Markets: One or more source Markets. These should be of broker type only, not generated.

    • Mode:

      • Multi-market for Hub

      • Single-market for Secondary

    • Route: Source route

    • Date: Date on which source prices are published

  3. After selecting the date, Broker Quotes are loaded. In Multi-market mode, the values are averaged if they overlap the same period.

  4. Under Curve Generation, enter the relevant parameters. Different options appear, depending on the

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  1. Type:

    • Hub: Future Rates generated from prices from the selected source Markets, which is information collected from brokers. The generated curve is the average of the multiple forward prices from these Markets.

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    • Secondary: Future Rates generated from the correlation between the Daily Spot Rates for the selected Route and the selected Ref Routes.

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  1. Click Image Modified. Future Rates appear.
     

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  2. In the Name field, select a Market (of the Generated type) and click Image ModifiedThe Generated Market Curve can be used for exposure in the Trading Profile.