Daily spot, monthly forward and implied volatility curves for pricing points of any traded instrument with futures or forward market: energy, commodity, equity, FX, interest rate, indices, fixed income, money markets, etc.
Forecast daily spot curves for prices on one hand, and volumes, meters and load on the other hand. The latter can be at the transactional or meter / hub level, or aggregated per any desired rules, e.g., market, region, business types such as supply or demand, etc.
Daily and monthly forecast of any data type, e.g., economic, operational, financial, trading, indices / indicators, AP, AR, sales and billing data, etc.
Forward curve building outputs are displayed in a data panel in a web browser, in table formats and graphical plots, and can be exported in CSV format.
Extrapolation projects curves as far as desired, beyond the initial data provided. Interpolation fills in missing data.
When there isn’t sufficient underlying data, we can define an index via mathematics formulas involving other base curves for which there are partial data quotes. Then point the spot, forward or load curve to the index.
The cloud version is a 24/7 Cloud supercomputing analytics service. No software installation or development required. Market data are provided. Models are calibrated and executed automatically at set time intervals.