Course Description

A Pricing Environment is a framework containing the market data and pricing items: Pricer Config, Quote Set, Pricing Params Set, Base Currency, Timezone. It tells the system what pricers (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.

Course curriculum

  • Introduction to Calypso's Pricing Environment

    • Pricing Environment

    • Pricing environment Demonstration

    • Test Your Knowledge

  • Appendix Section

    • CLS Training Presentation -Pricing Environment and Trade Capture