White Papers Managing Forward Curves in a Complex Market | Page 5

Managing Forward Curves in a Complex Market

A ComTech Advisory Whitepaper

DATAGENIC FORWARD CURVE
SOLUTION - GENIC CURVEBUILDER
Given that OTC and spot markets can be volatile, illiquid and inefficient, the need for careful and detailed modelling
of forward prices is an essential aspect of risk management in the industry. Even when curves are available from
exchanges, brokers, or published, often they will not match your company’s needs for achieving accurate mark-tomarket, value at risk and portfolio optimisation calculations. Genic CurveBuilder provides automated generation of
fully customized forward curves based on your choice of source data coupled with rules that you define.

UNLIMITED CURVE BUILDING
FLEXIBILITY
Genic CurveBuilder is an intelligent, fully automated, powerful and flexible forward curve builder and
price data management application. Utilizing built-in
artificial intelligence, this SMART application offers
complete flexibility that goes well beyond standard
curve configuration. Modelling definitions include
basis and arbitrage-free calculations, interpolation

and extrapolation, shaping and smoothing, flexible tenor specification,
prioritization and weighting.

For the simple to the most complex curves, a rules-based framework offers unlimited flexibility in the creation of the curves. Using a definable English language-based logic, all rules are then interpreted automatically using an expert system. Rules can be expanded and re-applied
to other curves. The process for curve building can be data event driven
or scheduled, allowing for end-of-day and real-time creation. Contract
rollover calendars along with holiday calendars are utilized to ensure
accurate market condition modelling.

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