Commodity Curves Overview

The following curves can be built to support pricing for commodities:

• Commodity curve
• Commodity convenience yield curve
• Commodity spread curve
• Commodity weather derivative curve
• Proxy commodity volatility surface
• FX curve for precious metal
• Precious metal curve
• FX Volatility surface for precious Metal

 

 Ⓘ   [NOTE: Curves and surfaces can be updated in real-time using the Market Data Server]

See Market Data Server Documentation for information on configuring and running the market data server.