Dynamic Forward Curves

CoreTRM includes a curve-builder which allows clients to model curves using external and internal assessments in a controlled manner.

When pricing a position, forward prices are determined dynamically in memory. This means that any real-time updates to the underlying prices are instantly reflected in the curves.

Strong security rules within CoreTRM ensure that only authorized staff can change the curve definition.

Security is also applied at the Transaction level to ensure the default marking of individual positions can only be adjusted by authorized staff.

Curves can use a stepped structure from each price point to the next or linear interpolation.