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Getting Started on Calypso

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Calypso is a cross-asset, integrated, front-to-back trading system ... Setup. Booking Trades. Reports & Scenarios. Using Calypso in a debugger (e.g. Eclipse) ... – PowerPoint PPT presentation

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Title: Getting Started on Calypso


1
Getting Started on Calypso
  • Dr Philip Symes,
  • June 2006

2
1. Introduction
  • Calypso is a cross-asset, integrated,
    front-to-back trading system
  • The application is fully-featured and therefore
    has several thousand pages of instruction manuals
  • The purpose of this guide is to provide the basic
    information and structure to help users get used
    to the system
  • By the end, users should be able to perform basic
    tasks with enough knowledge to be able to get the
    most out of the more detailed manuals

3
2. Techniques Covered
  • Setup
  • Booking Trades
  • Reports Scenarios
  • Using Calypso in a debugger (e.g. Eclipse)

4
3. Setup Topics Covered
  • Installing Java, Oracle and Calypso on a new
    system
  • Setting-up the Calypso databases
  • Installing patches and performing upgrade tasks
  • Setting-up users, permissions and user defaults
  • Setting-up legal entities in an example system
  • Configuring a default pricing environment
  • Setting-up example workflows for booking trades

5
4. Booking Trades
  • Booking and Pricing Various Trades
  • FX
  • Spot
  • Forward
  • Money Market Transactions
  • Loans
  • Deposits
  • Interest Rate Derivatives
  • IR Swaps
  • Example Exotic Products
  • CDS
  • Caps/Floors/etc.

6
4. Target Setup
  • Portfolio of Example Bank

7
5. Reports Scenarios
  • Setting-up reports to show different aspects of
    the portfolio
  • PL
  • Risk
  • NPV
  • Using the Scenario system to create bespoke
    reports
  • Effect of steepening the IR curve on the NPV of a
    portfolio
  • Exporting reports to PDF and Excel

8
6. Customising Calypso
  • Setting-up Calypso in an IDE
  • Developing custom pricers and algorithms
  • Adding trades via ASCII file input
  • Using the Calypso API
  • Running Calypso through a debugger
  • Registering the custom pricers, etc., with Calypso

9
7. Summary
  • Setup
  • Booking Trades
  • Reports Scenarios
  • Using Calypso in a debugger (e.g. Eclipse)
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