Calypso Learning Services

Calypso offers pricing models which are referred to as Pricers. These Pricers are used to value different asset classes. Calypso’s Pricers use Market Quotes to value trades, evaluate positions, and build derived market data such as discount curves, forecast curves, basis curves, and volatility surfaces which are used internally by the system.

• Market data are used to predict trade prices
• Market data are used to create analyses of positions

Upon successful completion of this eLearning course, the users will be able to understand about:

• Market Quotes
• Configuring Live Feed Source in Calypso
• Market Data Server
• Derived Market Data

• Interest Rate Curves
• Curve Construction
• Volatility Surface
• Volatility Surface Construction