Course Description

A Pricing Environment is the framework which contains the: Pricer Config, Quote Set, Pricing Params Set, Base Currency and Time Zones. The Pricing Environment incorporates the (pricing algorithms) and market data (interest rate curves, volatility surfaces, quotes etc.) to use to value each product.

In this introductory module we give an overview of Calypso's Pricing Environment.

Calypso Learning Services

Course curriculum

  • 1

    Introduction to Calypso's Pricing Environment

    • Pricing Environment