Course Description

This course provides a comprehensive overview of Calypso Rate Indexes, covering the configuration and setup of various rate types such as Bond, Inflation, Interest, and Swap. Participants will learn to define rate indexes, explore tenor associations, and understand the intricacies of attributes and averaging for precise rate calculations in trades and curves. 

The course also delves into specific considerations for Overnight Indexes, Constant Maturity Swap Indexes, and Inflation Index configuration, offering practical insights for effectively utilizing the Calypso platform in financial settings. 

Calypso Learning Services

Course curriculum

  • 1

    Rate Indexes

    • Rate Indexes