Curve Manager

Support for Advanced Curve Logic

Through our intuitive analytical interfaces, you can create either simple or complex derivative forward curves. Whether your curves are based on raw market pricing or on a combination of multiple sources and formulae, you can create them easily with Curve Manager. Our clients have created thousands of curves using data from different commodities and regions, including, but not limited to, discounted FX curves, differentials, arbitrage free calculations, swaps, substitution, prioritization, volatilities, liquid and illiquid locations. 

Creation of a Fully Mapped Curve Library

With Curve Manager, your organization can create an internal curve library that can be referenced by your business users or by your downstream systems. Curves are associated with a series of default or custom properties that are mapped to downstream systems and internal processes. You can create any number of properties, for example region, owner, commodity, target system, and C/ETRM codes. After curves are defined they will be persisted to the ZEMA Curve Database and automatically sent off to your target systems.

Automated Generation of Internal Calculations

Many corporations still manually perform the curve creation processes. Typically, this uses valuable resources, is inefficient and introduces business risk. Curve Manager reduces manual processes and risk of error by optimizing and automating the scheduling, creation and storage of internal calculations. As soon as market data imports to your system, curves are automatically generated, validated, stored and sent off to target systems.

Validation, Editing and Versioning

 ZEMA curves are validated using customizable routines such as threshold testing, percent change monitoring and standard deviation checking. Your organization is alerted to curves that fail validation. With Curve Manager’s editing functionality, those curves can be overwritten and corrected. Data corrections and changes to your curve logic are versioned and retrievable. Curve Manager's built-in audit history that includes the exception calculations ensures that all regulatory compliance requirements are met.

ETRM/CTRM Integration

Curve Manager can be fully integrated with one or many of your ETRM/CTRM systems. As soon as market data is available the curve creation process is initiated and curves will be generated and automatically pushed to the target applications. Curve Manager is already integrated with a wide variety of third party systems. The integration process uses a series of different touch points, including database integration, publishing to target tables, interacting with web services and APIs or creating consumable files in predetermined formats. The hands-off process means that all you have to do is sit back and let Curve Manager do the work for you.