Course Description

Keeping up with global FX markets requires responsive systems that can provide almost instantaneous execution. As well, FX risk is an enterprise-wide management challenge. Many legacy systems are often in silos and do not cover FX products, loans/deposits and short-term security finance in one integrated environment that can show the true risk. Globally, liquidity management has become a market based on advanced technology, requiring an organization’s liquidity management to run on an advanced solution.


Readers of this set of modules and videos will gain will be introduced to different aspects and features of the Calypso Pricing Sheet which will equip them with the knowledge to configure and utilize the Pricing Sheet for capturing and pricing standard Vanilla and Exotic FX options such as Digitals, Barriers, Asians (Averaging), Accruals, and Lookbacks. Out-of-the-box options trading strategies such as Risk Reversals, and Spreads are discussed as well as information about building custom strategies.


This audience for the course is Front Office users, particularly trading support staff. This course may also be of value to project managers and Middle Office staff who are working on FX Options implementation projects.

For Information on purchasing the course please email [email protected]



Course curriculum

    1. Calypso Pricing Sheet and FX Options Overview

    1. Pricing Sheet Profiles

    2. Pricing Sheet Profile Configurations

    3. Pricing Sheet: User Profile Preferences

    4. Pricing Sheet Configuration: User Preferences Video

    5. Pricing Sheet Configuration: Strategy Menu Video

    6. Pricing Sheet Configuration: User Profiles Access Video

    7. Pricing Sheet: Excel Importing and Exporting Data Video

    1. FXO Market Data: Curves and Vol Surfaces

    2. FXO Market Data: FX Curves Constructed from Zero Curves Video

    3. FXO Market Data: FX Volatility Surfaces Video

    4. FXO Market Data: Basic Configuration Appendix

    1. Introduction to Pricing Sheet and FXO

    2. FXO Trade Capture

    3. FXO Pricing Sheet Trade Capture: FX Spot & FX Forward Video

    4. FXO Pricing Sheet: 1&2 Way Pricing Configuration Video

    5. FXO Pricing Sheet Trade Capture: Strip Generator Single Legs Video

    6. FXO Trade Capture for Exotic Options

    7. FXO Pricing Sheet Trade Capture: Risk Reversal Video

    8. FXO Trade Capture for Exotic Options 2

    9. FXO Pricing Sheet Trade Capture: Barrier Options Video

    10. FXO Pricing Sheet Trade Capture: Digital Options Video

    11. FXO Pricing Sheet Trade Capture: Digital Options with Barriers Video

    12. FXO Sales Margins and Premium Triangulation

    1. Pricing Sheet Advanced Trade Entry with FXO

    2. Strip Generator for FXO

    3. FXO Advanced: Solver

    4. FXO Pricing Sheet Trade Capture: Solver & Single Legs Video

    5. FXO Pricing Sheet Trade Capture: Solver & Multiple Legs #1 Video

    6. FXO Pricing Sheet Trade Capture: Solver & Multiple Legs #2 Video

    7. FXO Pricing Sheet Trade Capture: Solver & Multiple Legs #3 Video

    8. FXO Pricing Sheet Trade Capture: Solver & Multiple Legs #4 Video

    9. FXO Advanced: Custom Strategies

    10. FXO Pricing Sheet Strategy Builder #1 Video

    11. FXO Pricing Sheet Strategy Builder #2 Video

    12. FXO Pricing Sheet Strategy Builder #3 Trade Configuration Video

    1. FXO Risk and Option Lifecycle Analysis

    2. FXO Risk Analysis: Option Exercise Configuration Video

About this course

  • $300.00
  • 40 lessons
  • 1 hour of video content