Course Description

Calypso is designed to allow users to setup and trade standard swaptions on single currency fixed-float swaps. This module will walk users through the:

  • Setup required for European/Bermudan and American swaptions
  • Premium process
  • Option Exercise process

Course curriculum

  • Swaptions & the Exercise Process

    • Swaptions Trade Capture & the Exercise Process

    • Test Your Knowledge