Solutions / Lacima Trader

Curve

 

Build and profile a forward curve from a set of forward quotes.

Your Forward Curve Questions

How do I convert quotes into granular forward curves that are internally consistent and arbitrage-free?

How do I accurately profile forward curves based on historical shape?

Our Solution: Curve

Generate and profile accurate forward curves quickly and simply. Lacima’s Microsoft Excel-based interface provides the flexibility needed to rapidly build and develop forward curves for different markets.

Profiled forward curves allow for accurate valuations and accounting projections such as cash flow, revenue, and cost. They are also critical for supporting day-to-day operations such as calculating Mark-to-Market value of a book or portfolio.

A graphic depicting a profiled forward curve which allows for accurate valuations and accounting projections such as cash flow, revenue, and cost
Spanish Daily Power Forward Curve Construction

Features: Curve

A graphic depicting a forward curve built and profiled from a set of forward quotes

Spanish Hourly Power Forward Curve Construction
  • Produce consistent, arbitrage-free curves that accurately represent the market by profiling market quotes
  • Produce forward curves from peak/off peak, quarterly, seasonal, and other overlapping products from historical prices
  • Analyse, view, and graph market curves at multiple levels of granularity including monthly, weekly, daily, hourly, and half-hourly – perfect for power markets
  • Use with other products in the Lacima Trader suite for comprehensive deal valuation, structuring, and optimisation
  • Perfect for profiling and simulating power and gas curves
  • Accounts for business/non-business days and seasonal variations

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