Running a Calypso Risk or Profit and Loss report for viewing in the Calypso Workstation (CWS) is a three-step process. First configure: the portfolio/trades in a Trade Filter, a Pricing Environment with the required market data and pricing models, and with the risk report(s) parameters, trade attributes and risk measures in the Analysis Designer (recommended) or Scenario Editor.
Second configure the Middle Tier: The Calculation Server where you map the report parameter set (configured in the previous step) to the Trade Filter and the Pricing Environment, the Presentation Server, and the Market Data Server. The Calculation Server synchronized with the Presentation Server calculates and processes the report for viewing in the CWS.
The third step is to configure the Calypso Workstation for the viewing of the report.
This E-Learning module will display the first step, the three primary Calypso components which are required to be configured for displaying a risk analysis in the CWS. The Trade Filter, The Pricing Environment, and the Analysis Designer-
Calypso Risk Report Configuration