DataGenicGroup | Genic CurveBuilder

Forward Curve Management & Analytics Flexible, powerful and fully automated

Given the importance of forward curves for mark-to-market, risk exposure, key inputs for derivative pricing models and trader evaluation strategies, it is paramount to ensure this valuable and extremely important curve data is captured, managed, derived and distributed in a robust, scalable, auditable and automated environment. Genic CurveBuilder provides that environment. Fully integrated with Genic DataManager and Genic WorkFlow and offered as an optional module, this purpose-built application provides the flexibility and controlled framework for the automated generation of forward curves for any asset class.

At a Glance

We realise that every client is different. That’s why Genic CurveBuilder is not the traditional homogenous ‘black box’ that force fits your business requirements into a software vendor’s perception of what you need. Genic CurveBuilder is simply the most powerful and flexible forward curve builder and management application in the marketplace today.

Simple Composed Forward Curves

Using a set of configurable rules that can be applied to any asset class, forward curves are synthetically created from the available tenor points in the curve structure.

Rules Based Forward Curves

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.

Derived Forward Curves

With the provision of a formula editor, in-built time intelligence, quoting and rollover calendars and a library of over 250 formulae to choose from, complex curve calculations and curves based on curves can be derived with ease.

Custom Forward Curves

Offering client-side java programming with server-side execution is the last of our four forward curve construction methods. Maybe as a company you already have many curves in Java but you want them calculated and processed in a more controlled and transparent environment or you simply like Java to construct your curves!

Business Application

Ensure full compliance with International Regulatory Directives
Simple to complex curve calculations in controlled environment
Automation of all curve construction
Curve process dashboard and alerts notifications
Construct any commodity / asset class curves
Real time curve processing (minimal time latency)
Official end of day curves
Test areas for research and analysis
Curve disaggregation and tenor point drill down
Full integration with Genic WorkFlow

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Genic CurveBuilder