Course Description

Calypso for Equities and Equity Derivatives

Global markets continue to evolve in response to advances in technology and the increased demands of market regulation. It is critical in todays’ environment that traders and risk managers are able to analyze risk and P&L both cross-asset and cross-border in real time to ascertain their exposures to the various markets. This set of sophisticated requirements require a robust and scalable technology to manage portfolios in real-time.


The Calypso Equity Derivatives solution is a richly featured component of the Calypso cross-asset application fully integrated from front-to-back, leveraging our proven back office system with comprehensive risk management functionality.
To ensure that the present and future business needs of customers are addressed, Calypso continues to make significant investments in equity derivatives development by working in close partnership with our customers. The openness and reliability of the Calypso architecture supports all equity derivative strategies — from out-of-the-box vanilla products to hybrid and complex structuring.


The simplicity and reliability of the Calypso Risk architecture ensures that risk measure and P&L management is available for all the product types that Calypso supports. The methodology incorporates the same pricing models and market data used throughout the Calypso Front Office platform for full cross-application consistency. To ensure that the present and future business needs of customers are addressed, Calypso continues to make significant investments in Risk and P&L development by working in close partnership with our client.


The Benefits of the Calypso Equity and EQD Solution include:

• Wide EQD product coverage including specific EQD market data coverage
• EQD product trade capture: Exchange-Traded Futures and Options coverage (equity, index, dividend, volatility)
• OTC EQD Products including Dividend, Variance, Correlation, and Equity Swaps
• Equity Structured products
• Warrants
• Comprehensive cross-asset risk measurement
• Integrated component level analytics framework
• Bulk market data support (Bloomberg)
• Fully integrated P&L

Calypso Learning Services

Course curriculum

  • 1

    Introduction to EQD

    • Calypso Equity and EQD Syllabus
  • 2

    Configuration for EQD products with Calypso

    • EQD Equity and Asset Basket Configuration

    • EQD Configuration of Equity and Equity Indexes Video

    • EQD Asset Baskets Configuration Video

    • EQD Listed Products and Date Rule Configuration

    • EQD Listed Contract Configuration Video

    • EQD Configuration of Future Products and Indexes Video

    • EQD User Defaults Video

    • EQD Futures and Options Expiring Video
  • 3

    Market Data for EQD

    • EQD Rate and Borrow Curves

    • EQD Rate Curves Video

    • EQD Borrow Curves Video

    • EQD Dividend Curves

    • EQD Dividend Curves Video

    • EQD Volatility Surfaces

    • EQD Volatility Surfaces Video

    • EQD Overview of Live Market Data
  • 4

    Pricing Environments, Pricer Models,

    • EQD Pricing Environments

    • EQD Pricing Environments Video

    • EQD Pricer Configurations Video

    • EQD Pricing Parameters Video

    • EQD and Scheduled Tasks

    • EQD Scheduled Tasks Video
  • 5

    EQD Trade Capture

    • EQD Trade Capture Window

    • EQD Equity Trade Capture Video

    • EQD Trade Capture Window Common Functionality Video

    • EQD Trade Capture Equity, ADR, Listed Options and Futures

    • EQD Listed Option Trade Capture Video

    • EQD Future and Index Options Video

    • EQD Structured Options Common Functionlity and Structured Vanilla Options

    • EQD Equity Structured Options Common Function and Vanilla Options Video

    • EQD Structured Asian, Lookback, and Barrier Options

    • EQD Equity Structured Options with Barriers Video

    • EQD Equity Structured Options with Asian and Lookback payoffs Video

    • EQD Structured Chooser, Cliquet, Compound, Digital, Forex, Perfromance Options

    • EQD Equity Structured Options with different payoffs Video

    • EQD Warrants

    • EQD Warrants Video

    • EQD Trade Capture Equity Swaps

    • EQD Equity Swaps Video

    • EQD Trade Capture Dividend Swaps

    • EQD Trade Capture Equity Forwards

    • EQD Structured Options Correlation Swaps

    • EQD Correlation Swaps Video

    • EQD Structured Options Variance Swaps

    • EQD Variance Swaps Video

    • EQD Equity Structured Notes
  • 6

    EQD and Pricing Sheet

    • EQD Pricing Sheet Window Video

    • Front Office Pricing Sheet Configuration

    • EQD Pricing Sheet Menu Bar Video

    • EQD Pricing Sheet User and Global Preferences Video

    • EQD Pricing Sheet Configuration Video

    • Front Office Pricing Sheet Trade Capture

    • EQD Pricing Sheet Custom Strategies Video

    • EQD Pricing Sheet for Structured Options #1 Video

    • EQD Pricing Sheet for Structured Options #2 Video

    • EQD Pricing Sheet for Structured Options #3 Video
  • 7

    Appendix: Introduction to Market Risk

    • The Calypso Risk Framework

    • Risk Report Configuration

    • Market Risk Risk Report Configuration Middle Tier and Scheduled Tasks

    • Market Risk Calypso Workstation Configuration

    • Market Risk On Demand Market Risk Reporting