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Forward curve information


The forward curve is a function graph in finance that defines the prices at which a contract for future delivery or payment can be concluded today. For example, a futures contract forward curve is prices being plotted as a function of the amount of time between now and the expiry date of the futures contract (with the spot price being the price at time zero). The forward curve represents a term structure of prices.[1]

  1. ^ von Schwintowski, Hans-Peter; Berlinghof, Britta, eds. (2010). Handbuch Energiehandel (in German) (2 ed.). Berlin: Erich Schmidt Verlag. p. 751. ISBN 978-3503154388.

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Forward curve

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The forward curve is a function graph in finance that defines the prices at which a contract for future delivery or payment can be concluded today. For...

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Interest rate swap

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the local-currency basis-curve and third-currency basis-curve, combined via an arbitrage relationship known here as "FX Forward Invariance". LIBOR is being...

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Kopis

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Greek: Κόπις) in Ancient Greece could describe a heavy knife with a forward-curving blade, primarily used as a tool for cutting meat, for ritual slaughter...

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Contango

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forward curve depicting the prices of multiple contracts, all for the same good, but of different maturities, slopes upward. For example, a forward oil...

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Scorpion

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pincers and a narrow, segmented tail, often carried in a characteristic forward curve over the back and always ending with a stinger. The evolutionary history...

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Centrifugal fan

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arranged in three different ways: forward-curved, backward-curved or radial. Forward-curved blades, as in Figure 3(a), curve in the direction of the fan wheel's...

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Normal backwardation

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commodity's forward or futures contract is trading below the expected spot price at contract maturity. The resulting futures or forward curve would typically...

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Curveball

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curveball, power curveball, and the knuckle curve. Its close relatives are the slider and the slurve. The "curve" of the ball varies from pitcher to pitcher...

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Forward secrecy

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field and elliptic curve variants) as the only remaining key exchange mechanism. OpenSSL supports forward secrecy using elliptic curve Diffie–Hellman since...

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Gosper curve

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Gosper curve, named after Bill Gosper, also known as the Peano-Gosper Curve and the flowsnake (a spoonerism of snowflake), is a space-filling curve whose...

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Hilbert curve

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The Hilbert curve (also known as the Hilbert space-filling curve) is a continuous fractal space-filling curve first described by the German mathematician...

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Gurkha

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around the world. Gurkhas are closely associated with the khukuri, a forward-curving knife, and have a reputation for fearless military prowess. Former...

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Yatagan

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Caucasus. The yatagan consists of a single-edged blade with a marked forward curve and a hilt formed of two grip plaques attached through the tang, the...

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Types of swords

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48–60 cm (19–24 in) – with forward-curving blade for slashing Falx: Dacian and Thracian one-handed or two-handed single-edged curved shortsword for slashing...

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Spot contract

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to the forward rate analogously. A spot rate curve displays these rates over various maturities. Each security class will have its own curve (with the...

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Forward rate

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The forward rate is the future yield on a bond. It is calculated using the yield curve. For example, the yield on a three-month Treasury bill six months...

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Laffer curve

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Laffer curve illustrates a theoretical relationship between rates of taxation and the resulting levels of the government's tax revenue. The Laffer curve assumes...

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Kurkhars

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dyed bull scrotum. They are high caps in the form of a ridge with a forward curve and forked end. First mentioned in a 17th-century article list of Russian...

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Breaking wave

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linear energy transforms into wave turbulence energy with a distinct forward curve. At this point, simple physical models that describe wave dynamics often...

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Differentiable curve

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Differential geometry of curves is the branch of geometry that deals with smooth curves in the plane and the Euclidean space by methods of differential...

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Koch snowflake

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Koch curve, Koch star, or Koch island) is a fractal curve and one of the earliest fractals to have been described. It is based on the Koch curve, which...

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PFC

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institution PFC Energy, a global energy research and consultancy group Price forward curve, a method to determine the forecasted price of a commodity. Paris FC...

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Frontbend

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A frontbend is a contortion position where the body is curved forward at the hips and spine. In an extreme frontbend, some contortionists can place the...

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Yield curve

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In finance, the yield curve is a graph which depicts how the yields on debt instruments – such as bonds – vary as a function of their years remaining...

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J curve

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curve is any of a variety of J-shaped diagrams where a curve initially falls, then steeply rises above the starting point. In economics, the "J curve"...

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Eurodollar

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strategy among multiple contracts to take advantage of movements in the forward curve for future pricing of interest rates. In United States banking, Eurodollars...

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