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Futures (connecting them into curve)

Tag: futures

Futures (connecting them into curve)

Overview See below examples how to connect Position-series with each other, creating a curve. Then it can be connected to the main-series. Examples Crude Oil Brent curve – current (1-24th Position) Create curve, but only from 1st Position to 24th Position series. Crude Oil Brent curve – current and 1y before Create curve from all … Continue reading “Futures (connecting them into curve)”

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