Add Forward Curve Spread Dialog

The Dynamic Tab is for creating Forward Curve Spread plots that contain only active contracts beginning with the front month.   Dynamic Forward Curves saved within your workspace will Dynamically change over time as contracts expire, always using present days active contracts within the Curve

The Static Tab is for creating Historic Forward Curve Spread plots.   The syntax for entering a range of contracts is *ROOT myyyy-myyyy.  Enter a Contract Range for each Contract in the Spread under Tabs # 1 and # 2.  For example, *XRB Z2009-Z2014  in # 1 and *CL Z2009-Z2014 in # 2.    

 

Dynamic Tab

Roots

Description

#1

Input field for the first commodities root symbol

#2

Input field for the second commodities root symbol

Static Tab

Symbol Range

Description

#1

Input field for first commodities symbol or range.  (asterisks)ROOT myyyy-myyyy  For example:  *XRB Z2009-Z2014

#2

Input field for first commodities symbol or range.  (asterisks)ROOT myyyy-myyyy  For example:  *CL Z2009-Z2014

 

Align On

Used to align the date in which both curve points are plotted. To be used when roots #1 and #2 have different expiration dates

Contracts

Description

Number

Input field for number of contracts in the curve

All Available

When selected, all Forward Contracts are in the curve

Months

Description

All

All available contract months

Selected Only

Only use the selected months in the curve

Multipliers

Description

Override Defaults

Select to apply multiplier. Default is 1 to 1

#1

Multiplier to apply to commodity 1

#2

Multiplier to apply to commodity 2

Dates

Description

Date Picker

Used to select a date for which to draw the curve

Add

Select once a date has been selected with the date picker

Real Time

Select to draw a real time curve

Today

Select to draw a curve with todays date

< Day

Add a curve that uses data from 1day less then selected date

< Week

Add a curve that uses data from 1 week less then selected date

< Month

Add a curve that uses data from 1 Month then selected date

Day >

Add a curve that uses data from 1 day ahead of selected date

Week >

Add a curve that uses data from 1 month ahead of selected date

Month >

Add a curve that uses data from 1 month ahead of selected date

Change

Change selected date

Delete

Delete selected date

Sort Asc.

Sort dates in ascending order

Sort Desc.

Sort dates in descending order

Move Up

Move selected date up in the list

Move Down

Move selected date down in the list