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