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

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Software CURVE 2