What is so ‘Smart’ about Genic CurveBuilder?

Unlike other forward curve building applications, Genic CurveBuilder leverages the power and flexibility of artificial intelligence to provide a rule-based curve builder application for any asset class and curve methodologies.

Can I automate the building of all curves?

All curves can be fully automated – irrespective of asset class, market liquidity or periodicity. Genic CurveBuilder comes shipped with a number of curve rules that can be used as is, or customised to ensure a curve each and every time.

I use an existing data management platform from a DataGenic competitor. Can I still use your curve builder product?

Genic CurveBuilder can integrate with any data management system. It has been carefully engineered for the highest level of performance and functionality irrespective of the input data system.

Can I build real-time and intra-day forward curves?

There are no restrictions to building curves in real-time or indeed intra-day snapshot curves, that maybe necessary for independent price validation (IPV) of trader curves.

Can I use the output of one curve as the input to another (curve on curve)?

There are no restrictions placed on the number of the number of the number of curve dependency level for curve inputs.

Can curves be automated direct to my CTRM system?

DataGenic works with all the leading C/ETRM vendors in the marketplace to ensure end to end connectivity. There are also extensive and well documented API’s where a direct connection is not provided off-the-shelf.

Can I build curves from multiple data sources?

It is very common to have multiple data sources, including a primary source and secondary sources, which can be prioritised.

Can you interface with proprietary database management systems for data inputs?

Yes. Genic CurveBuilder can interface to any database management system for both real-time and end of day input data.

Can I build curves that require input sources with different units of measure, currency and rollover?

Yes. During the curve setup, you can specify the curve unit of measure, currency and rollover calendars and Genic CurveBuilder will align them.

Can I use both the delivery (absolute) contract as well as the rollover adjusted (relative) contract as my input sources?

Yes. However, Genic CurveBuilder will always use the relative contract to eliminate the requirements to re-input new contracts on contract expirations.

Can I perform interpolation, extrapolation and shaping of curves?

Yes. All curve bootstrapping techniques can be accommodated within the rules framework.

Are there any restrictions on the number of years back and forward that you can build a curve?

No. You can build historic curves for VaR inputs for as many years back that your C/ETRM system requires. Forward curves can be built forward for 100 years if you so desire! No restrictions in place whatsoever.

Can the curve be built whenever new data arrives instead of times?

Yes. The curves can be built based on any ‘event’ such as a correction or new data arrival.

Can you align a curve to a single market calendar and rollover calendar?

Yes. There is an extensive range of market holiday and rollover calendars that are used to define the single curve structure.

Is the curve build methodology/algorithm documented?

Yes. There is the ability to provide full documentation on the algorithm, input sources, document version number, author and curve sign-off, for each and every curve.

Do you use the spot or forward exchange rates for forward curve conversions?

You define the FX input sources as part of the curve setup. It can be spot or forward rates. Your choice.

Can you build forward curves at lower or higher granularity than published curves of prices?

Yes. Genic CurveBuilder uses the published prices as inputs and can then derive any curve structure or granularity from them.

Can you tag the curves as Authorised End of Day Curves?

Yes. Curves can be marked with an ‘approved’ status and can be tagged or labelled with a variety of different fields.

Is it possible to use my curve input data and curve results that I have already in Excel to test the curve in the Genic CurveBuilder?

Yes. Curve data from Excel can be copied and pasted into the test harness area.

Can I debug my curve methodology during the testing?

Yes. Debugging is automatically invoked and will highlight each error or warning during the curve testing, within the debug window.

Can I export the test results to Excel?

Yes. All test results can be exported to Excel.

Can I test any curve logic that I’ve done in other applications such as Matlab?

Yes. This can be done if you also have Genic DataManager, where there is a standard off-the-shelf bi-direction connectivity to MatLab. Any curve logic can then be tested.

How can I ensure that my curves are of an acceptable quality?

Genic CurveBuilder offers rule-based checks for all curves, including calibrated validation along each of the curve tenor points. For more comprehensive and enterprise-wide quality checks on the input data, DataGenic offer a fully integrated module, Genic QualityManager.

Can I see when the status of my curve build process?

Yes. Each individual curve build status is available using the curve monitor, from initiation to the end point.

Is it possible to quality check points along the curve and not just the entire curve?

Yes. Genic QualityManager offers the ability to calibrate each curve point with their own individual quality checks.

Is it possible to validate trader marks and notify on failure?

Yes. However, as trader marks are treated as a curve input source, the integrated module Genic QualityManager is required which offers enterprise strength data quality management and notification engine.

If I get any curve build failures, how do I know what they are?

Both success and failures are detailed for each curve, allowing you to check the reason and take corrective action.

Can you retain any changes made to the curve definition?

Yes. All curve definitions, including curve properties and curve rules are date/time versioned and available for auditing, testing, cloning or generation of reports.

Can you identify who made any changes to the curve inputs of methodology?

Yes. Any changes made retain the user, time and date. There is also the ability to force a ‘drop down’ list of reason changes or a freeform box.

Are all intra-day curves versioned as well as the final production curve?

Yes. Generating intra-day curves is important for trading firms as they are used in many applications. These curves are versioned and stored for further use.

Can I generate an auditing report for a specific user?

Yes. All actions performed by a user or a system using Genic CurveBuilder are captured and logged, including: Create, delete, execute, login, logoff, read and update.

Is it possible to visualise the curve in both date and tenor format?

Yes. It is possible to visualise beyond those views, including: Tenor points (relative and absolute), data point, tenor and date history and 3D.

Can I export the curve reports to Excel?

Yes. All curve reports can be exported at the click of a button to Excel. Alternatively, users with the Genic ExcelAdd-in can also access their curves without the need for Genic CurveBuilder client application.

Can I see all the curve versions for any particular ‘On-Date’?

Yes. All curve builds for a particular ‘on-date’ including intra-day builds can be shown in any chart and report. Makes curve price evolution a simple task.

Is it possible to deconstruct the curve build, tenor by tenor?

Yes. This is a particularly powerful and unique feature. You can deconstruct and analyse how each and every point along the curve was constructed.

Can I change the currency and unit of measure?

Yes. Even though the curve is generated in a particular currency and unit of measure, the user can easily convert it using a drop list of currency sources/ currency options and units of measure.\

Can you permission users to ‘read only’ any curves that are generated?

Yes. Curves are important intellectual property and the need for access controls is important. Data Genic offer multiple levels, including: Create, delete, execute, login, logoff, read and update.

Do you offer Active Directory single-sign on and LDAP integration?

Yes. Integration with your own companies secure login is important. Access can also be controlled via Genic CurveBuilder secure Authentication.

How is the API access controlled and secured?

All access to the Genic CurveBuilder is through the web services layer, ensuring the application of standard security and auditing settings. No system or user can access the database directly.

Do I have to schedule the curve output into my CTRM system or is it event driven?

You can use the in-built scheduler for timed data exchange or (for a more optimal and automated process), configure the curve build and exchange on events, e.g. all curve data sources available, curve build completion, etc.

How do you map the curve data between my CTRM system and Genic CurveBuilder?

Genic CurveBuilder offers direct one-to-one mapping to your CTRM system through identities. These allow a specific instrument code to be ‘attached’ to the properties of any curve – ready for analysis and reporting within your CTRM system.