e·Curve

Best-in-Class Forward Curves


  • Robust and Consistent
  • Multiple European Markets
  • Complete Visibility
  • Automated Execution

Forward Curves, the crown jewels of any organization, need to be robust and flexible enough to evolve continuously with the market and consistently reflect the market changes. After many years of research, we introduced e·Curve, as a fully configurable Forward Curve engine for the European Energy markets.

Designed to handle Power, Gas, Fuels and other commodities, e·Curve can be configured to work as a real-time intraday curve engine, or be called by EOD processes to generate settlement curves for Valuation and Risk calculations.

At the heart of the e·Curve modeling engine is a multi-parameter simulation algorithm, that combines historic data, user configuration and market prices, to give out Forward Curves that reflect the market as best as it is possible to do.

Key Benefits


One of the most critical aspects of e·Curve is that it is not a black-box application and it allows users complete freedom to calibrate the models, as per their own views of the market. Each curve can be calibrated individually and formulae can be defined to generate dependent curves.

For EOD and real-time forward curves, e·Curve can be fully integrated with our e·Pool and e·PoolLive modules, so that a seamless forward curve process can be built - from external sources right up to downstream systems.


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Highly Configurable

Full control over the curve shape - down to 15 min. Fine-tune individual parameters of shaping algorithms.

Pan European Markets

Consistent and reliable tools for building individually modelled Forward Curves for markets across Europe.

From Front-to-Back Office

One tool working across the entire process chain. Make consistent decisions, reduce costs and increase transparency.

Just-in-Time Curves

Eliminate risk of delayed and incorrect price curves. Hooked up to live market prices and act in real-time.

Highlights


Power

DE (1h + ¼ h), UK (½ h), NL, FR, BE, AT, CH, IT

Gas

TTF, NBP, NCG, GPL, ZEE, PEG, etc.

Fuels

API, BAFA, Brent, GO, HSL, HEL, FO, LSFO, etc.

Environment

EUA, ERU, CER, EAA, EUAA, etc.

FX/IR

EUR, USD, GBP, CNY, AUD, etc.

Synthetic Curves

Curves based on Formulae with time shifts etc.

Complex Spread Curves in real time.

Key Features


  • Fast Arbitrage-free Curve Generation. Any combination of Standard, Rolling or Quasi Products can be used to generate the Curves.

  • Multiple Modes of Execution – Intraday, EOD or Ad-hoc. Back-dated Curves can also be generated to validate previously generated curves.

  • Seamless Unattended Real-time curve generation - time or price event triggered.

  • Flexible Curve Shaping. Extent and weight of Historic Prices can be varied to get fine-grained control over the Curve shape.

  • Historic data Normalized for Spikes and Pits. Configurable reintroduction in Forward Curve

  • Handles non-standard Block prices like 0-6, 6-22, 20-24, WE, etc.

  • Each curve is assigned a Unique ID, that links it to its source prices. All curves are archived, and can be retrieved at any time.

  • Generate Price Envelopes based on Volatility & Confidence Interval.

  • Ready for integration with Third Party Systems via .NET and COM APIs, Excel Add-in and PriceHubBridge REST Services

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