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- JSON Structures »
- Energy
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ForwardPrice
- Currency: String. The associated currency for this curve
- Curve: Curve object of date, rate pairs specifying forward price at the corresponding
excel date
ForwardPriceSample
- Offset: Integer specifying a calendar day offset
- Holiday_Calendar: String specifying the name of the calendar to use in the calendar xml file
- Sampling_Convention: String. Either ForwardPriceSampleDaily or
ForwardPriceSampleBullet
ForwardPriceVol
- Surface: Curve object consisting of (moneyness, expiry, delivery, volatility) quads. Flat
extrapolated and linearly interpolated. All Floats.
ReferencePrice
- Currency: String. The associated currency for this curve.
- Fixing_Curve: Curve object of date, reference date pairs specifying the delivery date for
a particular date. Both dates are in excel format.
- ForwardPrice: String. The name of associated ForwardPrice factor
ReferenceVol
- ForwardPriceVol: String. Name of the ForwardPriceVol price factor to use
- ReferencePrice: String: Name of the ReferencePrice price factor that defines the reference
lookup