Live market price forward curves

  • Live price forward curves based on real-time market data
  • Interfaces with data providers
  • Wide range of selection criteria available to define which live price data to use
  • Fully integrated in KYOS Analytical Platform
KyLiveCurve enables trading, structuring and risk management to construct price forward curves based on live market data. The curves are based on the most recent end-of-day curves and adjusted with information from live trades and orders from the market.

Live forward curves are essential for competitive price quotations of contracts as well as intra-day assets valuations to define for example the optimal dispatch of a power plant.

Benefits

1. How do market trades and orders effect the price forward curve?

KyLiveCurve uses all relevant up to date market data to adjust the price forward curve. The user can define different criteria to define which live prices should be used and how. The KyLiveCurve model can be scheduled to run at regular times or triggered manually. The models advanced methodology ensures that the price forward curve will always stay arbitrage free.

 

2. Different interfaces with market data possible

The KyLiveCurve model can be configured in different ways to get live market data. Entering manual prices for contracts that are not quoted in the market is also possible. This also allows the user to add its own market views and see the effect on the price forward curve.

3. Fast and Robust methodology

Having an up to date price forward curve is essential in a fast moving trading market to ensure the correct pricing of contracts and optimization of dispatch. KyLiveCurve quickly recalculates the price forward curve based on actual trades and market orders.

 

Features

KyLiveCurve uses advanced statistics to adjust the end-of-day forward curve based on available live data.

KyLiveCurve is fully integrated in the KYOS Analytical Platform. Automated data feeds with exchanges and data providers ensure you always have up-to-date prices, ready to be used for contract pricing, power plant dispatch or MtM calculations.

Methodology

KyLiveCurve applies an advanced statistical methodology to re-calculate price forward curves based on end-of-day curves and live trade and order information. The user can define for which contracts live market data should be used and which selection criteria to apply. In this way a live price forward curve can for example be built based on the mid-point of bid and offer, based on bid only or based on last trade done.

Trusted by organisations all over the world

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Contact KYOS

KYOS
Nieuwe Gracht 49
2011 ND Haarlem
The Netherlands

E-mail: info@kyos.com
Tel: +31 (0)23 551 02 21

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