Software
CURVE 2

PFC - Builder & Editor

Forward curves are a key factor in energy trading. At the same time, they should be readily available in order to be able to process dynamic price information at any time.

As a central instrument for pricing trading transactions, the management and archiving of forward curves is also part of a professional business process.

CURVE 2 is a fusion of relational database models, graphical user interfaces and matlab-based computational cores designed to meet these demanding requirements.

Based on fast, stable algorithms, CURVE 2 combines complex time series theory and sophisticated software design into a compact, user-oriented forward curve suite.

Core functions of the software

• Processing of quotations for gas and power (GPL, NCG, TTF, PHELIX)
• NEW: Quarterly Resolved Power PFC - QPFC based on EEX-ID15-Auction
• Support of underground PFC creation by No-Arbitrage-Robot
• Possibility of integrating non-standard exchange products into the PFC calculation process
• Monthly model calibration to ensure that the market price models are up-to-date
• Support of numerous export variants for better integration into existing IT processes
• Fully automatic PFC creation by means of integrated task planner
• Integrated market price and PFC library
• User administration with different access rights and roles
• high performance of all calculation processes (all calculations under 1 minute)
• Product editor for configuring delivery profiles
• Ability to specify calendar spreads