Weather Fiby Wellbian Labs
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Weather Fi · Solutions

Weather-contingent products, designed and settled on a verifiable index — delivered as SI.

The public simulator shows the models working. An engagement puts them behind your product: your index, your trigger, your book — settled on the Weather Market oracle.

01
Problem

A weather product fails at the edges: a station that goes quiet, a feed nobody can check, a settlement the losing side will not accept. Most products are priced on a number their counterparty cannot verify.

02
Design

We pick the index (consensus value, WDI/TDI or a station day), the trigger (threshold, hour, window), the pricing model (forecast-seeded, LMSR for markets) and the risk gates — the same models the simulator runs in public.

03
Settlement

Every product settles on a Weather Market determination: met, not met or withheld. Final once issued; withheld is nobody’s loss. The run id and Flare anchor are attached to the settlement record.

04
Verification

Your counterparty checks the settlement without trusting us: the run’s SHA-256 against the SnapshotAnchor on Flare, the per-source readings, the verdict counts.

Product lines

Parametric insurance

Heat, cold, rain, wind and humidity covers on a threshold and an hour; index-linked covers on WDI/TDI; station-day covers for US airports. Premium = probability × cover, loaded and fee’d.

Weather derivatives

Index-settled forwards and options on consensus temperature, HDD/CDD-style aggregates and the Weather Data Index — settled on the anchored hourly run.

Prediction markets

Binary and multi-outcome markets on conditions at whole hours, LMSR market making, reliability-gated listing and withheld-as-void settlement.

Cases

Engagements are private. Details on request.

Talk to us about a product

Tell us the risk, the region and the counterparty. We reply with an index, a trigger and a settlement design. Data licence questions go to KWeather; the simulator stakes nothing of value and is not an offer to insure.

Request an SI engagement →