IMOS On-Prem - Curve Generation

Curve 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 , 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 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.
      
   • Secondary: Future Rates generated from the correlation between the Daily Spot Rates for the selected Route and the selected Ref Routes.
      
5. Click . Future Rates appear.
    
6. 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.