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Curve AI Conversations

Real interations with the curve assistant for creating and working with Smart Curves

Curve Assistant

The Curve Assistant combines deep knowledge of energy market structures with ODSL programming expertise, enabling both conversational curve building and sophisticated code generation.

Expertise Areas
  • Forward curve construction techniques
  • Interpolation and extrapolation methods
  • Gap handling and curve smoothing
  • Multi-source curve blending
  • Curve validation and quality checks

Create a smart curve​

The curve assistant can create Smart Curves.

Can you create a smart curve using the yearSpread function using ICE Brent
Answer from assistant: Curve

🎉 Success! I've created a SMART curve for you!

SMART Curve Details

Curve ID: BRENT.YEARSPREAD

Configuration:

  • Base Curve: ICE.IFEU.B:SETTLE (ICE Brent Crude Futures Settlement Prices)
  • Expression: yearSpread(BASE)
  • Script: MyFunctions
  • What it does: Calculates 12-month year-over-year spreads from the ICE Brent forward curve

How to use it:

// Retrieve the smart curve
brent_year_spreads = ${curve:"BRENT.YEARSPREAD:2024-01-15"}
 
// Or get the latest curve
latest_spreads = ${curve:"BRENT.YEARSPREAD"}
 
// Print results
print brent_year_spreads

Example Output:

The curve will contain contracts like:

  • M01-M13: 2.50 (January vs January next year)
  • M02-M14: 1.75 (February vs February next year)
  • M03-M15: 0.50 (March vs March next year)
  • etc.

This helps traders analyze the seasonal contango/backwardation pattern in Brent crude, showing how much the curve is moving up or down across a 12-month period.

Would you like me to:

  1. Retrieve and display the latest curve data?
  2. Create other SMART curves with different spreads (6-month, 3-month, etc.)?
  3. Modify the expression (e.g., add a scaling factor like yearSpread(BASE) * 1.1)?