Questions tagged [forward-curve]
The forward-curve tag has no usage guidance.
4
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Comparing curve fits
I am experimenting with building a forward curve. I have a piece of code which constructs my prototype curve. I've got a curve sample which was constructed manually and I use it as the baseline - the &...
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31 views
FX Forward Curve Date Roll
I an typical efx system, fx forward curves are built from reuters broker pages and then spreads, skews and overrides are applied before streaming their own prices. These cache of curves need to be ...
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93 views
curve construction for Non deliverable forward
how to construct a forward curve for Non Deliverable Forwards if I Have swap points and outright forward
Is it good to construct a curve using forward swap point or directly outright forwards
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45 views
CME Metals Settlement methodology
I'm reading the docs on CME Metal's settlement methodology and looking at the examples section: https://www.cmegroup.com/confluence/display/EPICSANDBOX/Metals+Futures+Settlement+Algorithm+Examples
For ...
