Course Description

The Global Derivatives marketplace continues to evolve at the speed of light both in terms of technological innovation and regulation. International financial centers are embracing electronic markets, automation, cross-border, and cross-asset trading. Within this framework the investor and trader is undergoing seismic changes which present challenges for their organizations. To succeed within these advanced technological, regulatory, and market environments, firms, exchanges and desks all share common underlying objectives: incorporating efficient technology, streamlining costs, managing risk, all while increasing volumes and revenue. Managing this array of challenges on a large portfolio of trades and positions in the global market environment strain the financial frameworks of many firms, especially the organizations which rely on the connectivity to disparate platforms to integrate seamlessly during volatile market environments. Many legacy systems are often fragmented and cannot meet the requirements of cross-asset, cross-border portfolios, risk and P&L management, and Straight through Processing (STP) in a single environment.
To meet these challenges Calypso provides a highly scalable and customizable front-to-back solution for banks, hedge funds, corporations and asset managers. It provides traders, sales traders, fund managers, middle office, operations and support staff with the required tools to effectively and efficiently do their jobs. Specifically, the Calypso Front Office platform lowers the cost of doing business by offering traders and risk managers a consolidated global view of positions and risk to monitor and manage multi-asset and cross-border trading portfolios. Front and Middle Office Calypso users are able to leverage numerous flexible workflow tools in Calypso to achieve significant gains in real-time straight through processing (STP) which enable traders and risk managers to identify opportunities and risks more quickly, offering the Calypso user a significant competitive advantage.
The Calypso Introduction to Front Office eBook and course will provide the Calypso user with in-depth instruction to Calypso’s Front Office platform and the tools available for day to day front office users. Readers and participants will gain hand-on experience to the processes necessary for users to integrate their trading, position/portfolio, and risk management with and in Calypso.
The Introduction to Calypso Front Office course includes:

 Defining Pricing Environments, including Pricer Configurations, Pricing Parameters, and Pricers.
 Market Data configuration, both raw (quotes) and derived.
 Trade capture and the functionalities of the Calypso Pricing Sheet.
 Calypso Risk Analysis and the process of configuring the Calypso Middle Tier and Workstation
 Calypso Front Office Tools: User Defaults, Trade Blotter, Market Data Manager, Calypso Activity Browser, Pricing Grid, and an Introduction to the Scheduled Task window.

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Calypso Learning Services

Course curriculum

  • Introduction to Front Office

    • Calypso Front Office: Syllabus

    • Front Office: Introduction

  • Calypso Front Office

    • Front Office: Overview & Glossary

    • Front Office Tools Overview Video

    • Front Office: Pricing Environments & Trade Filters

    • Front Office Pricing Environments Video

    • Front Office Pricer Configuration Window Video

    • Front Office Pricing Parameters Video

    • Front Office Market Data Rate Curves

    • Front Office Rate Curves Video

    • Front Office Market Data Volatility Surfaces

    • Front Office Pricing Sheet Overview Video

    • Front Office EQD Volatility Surfaces Video

    • Front Office Pricing Sheet Configuration Video

    • Front Office Pricing Sheet Configuration

    • Front Office Pricing Sheet Menu Bar Video

    • Front Office Pricing Sheet Preference Configuration Video

    • Front Office Pricing Sheet Trade Capture

    • Front Office Pricing Sheet Lifecycle Actions

    • Front Office Pricing Sheet Strategy Builder

    • Front Office Pricing Sheet Custom Strategies Video

  • Introduction to Front Office Risk

    • Front Office The Calypso Risk Framework

    • Front Office Market Risk Configuration

    • Front Office Analysis Designer Video

    • Front Office Analysis Designer Feature Video

    • Front Office Running a Risk Report Video

    • Front Office Market Risk Risk Report Configuration Middle Tier and Scheduled Tasks

    • Front Office Middle Tier Video

    • Front Office Market Risk Calypso Workstation Configuration

    • Front Office Calypso WorkStation Video

    • Front Office Market Risk Use Case & Position Management

    • Front Office On Demand Market Risk Reporting

  • Introduction to Front Office Tools

    • Front Office Tools Trade Blotter

    • Front Office Tools Market Data Manager

    • Front Office Market Data Manager Video

    • Front Office Tools Scheduled Tasks

    • Front Office Tools User Defaults

    • Front Office User Defaults Video

    • Front Office Tools Pricing Grid

    • Front Office Tools_ Pricing Grid Video

    • Front Office Tools Calypso Activity Browser