Forward Curve
TARGET SEGMENT USE CASES
Anchor your pricing strategy to market expectations. Benchmark rental rates against the term structure, identify contango or backwardation regimes, and structure long-term contracts with market-calibrated confidence.
Time your procurement. Compare locked-in term rates against forward expectations to decide when to commit, when to wait, and when to negotiate. Validate every broker quote against the curve.
The no-arbitrage forward rate is your settlement reference. Price swaps, build structured products, underwrite GPU-collateralized loans, and design parametric insurance — all anchored to a published, methodology-backed forward curve.
METHODOLOGY & DATA SCHEMA
Real Market Data Collection
We collect actual GPU rental transaction data and published rates across 95% of Neo-Cloud providers and 100% of major hyperscalers.
Term Structure Construction
Rental rates are organized by term length (1-month through 36-month) to build the term structure (the blue line).
No-Arbitrage Forward Derivation
The forward rate (orange line) is mathematically derived from the term structure using established no-arbitrage pricing methodology.
Daily Publication
Both curves are recalculated every business day and distributed via Bloomberg Terminal (SDH100RT), direct API, and the Silicon Data portal.
FORWARD CURVE
