Calypso Training

Topics covered

1. Calypso work station
2. Trade booking for various asset classes - FX, FI, MM, IRD, CDS
3. Forward Ladder Analysis/Spot blotter Analysis
4. Analysis designer configuration for CAPL
5. Reporting frame work
6. ERS Limits
7. ERS Risk
8. Market conformity
9. FX Deal Station
10. FX Position Monitor
11. Work flow configuration
12. Schedued tasks
13. Pricing Environment
14. Trade Browser
15. Pricer Configuration
16. Pricer Parameters
17. Yield curve construction
18. Scenario analysis
19. Simulation
20. Sensitivity analysis
21. Risk Config
22. Trade Blotter
23. Liquidation Config
24. Position Specification
25. Trade Filter
26. TOF Mapping
27. Trade Routing - FX
28. Data Uploader
29. Currency definitions, Currency pair definitions
30. Reporting currency configuraiton
31. Market data server set up
32. Engine Thread configuration
33. DB Clean up
34. User Defaults
35. Date Rules
36. Holiday Calendars
37. Funding rule definitions
38. Locale configuration
39. User access controls
40. Task Station
41. CAM tool
42. Trade Processing
43. Main Entry customizer
44. PL Marks
45. Domain Values
46. Pricer models
47. Pricer measures
48. Product grouping
49. market data manager
50. Trade bundling
51. Vol surface set up
52. Trade processing
53. Book creation

Number of hours: : 40 hours (weekends 3hrs only)
Cost per participant [INR]: 50000/-
Training Takeaways: Notes in word document and PPTs (Strictly no screen shots will be provided)
Prerequisites:
1. Practice environment: students should have practice environments. But if the students don't have it, we can not help them with calypso installation.
2. Prior knowledge: Good to have knowledge of capital markets products - both exchange based and OTC products. But basic coverage of products is also covered.

Call : vijay - cell 00091 94400 89341

Unless otherwise stated, the content of this page is licensed under Creative Commons Attribution-ShareAlike 3.0 License