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In the Trading module center , under Data, click Market Data.
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
After selecting the date, Broker Quotes are loaded. In Multi-market mode, the values are averaged if they overlap the same period.
Under Curve Generation, enter the relevant parameters. Different options appear, depending on the
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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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Click . Future Rates appear.
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In the Name field, select a Market (of the Generated type) and click . The Generated Market Curve can be used for exposure in the Trading Profile.