Calypso Foreign Exchange Derivatives

Foreign Exchange Derivatives (FX Derivatives) are in constant change and are becoming increasingly sophisticated. Tight integration with other desks is necessary. For example, booking a dual currency deposit necessitates a good integration between the FX derivatives and the money market desks. To run global books, an excellent knowledge of regional and global trading operations are required. In today’s market, speed and accurate pricing are a must. A trading system needs to offer the broad range of actively traded products, while being open to accommodate new developments and sophisticated pricing measures.

Simplified FX Options Trading

Calypso’s solution for vanilla FX derivatives and exotic options has been designed to simplify the process of trading, pricing and analyzing risk. A combined pricing and trade capture screen simplifies the process of pricing and booking a trade. All trades relating to a particular strategy can be priced and booked. Calypso’s auto-hedge functionality provides automatic delta-hedging of FX derivatives. Calypso supports out of the box analytics, as well as the ability to plug in additional FX derivatives models using Calypso’s APIs.

Full Risk Management

Risk management on Calypso® FX Derivatives occurs within the risk matrix – a single screen which combines views of multiple risk scenarios into a ‘homepage' style environment. Drill-down capabilities are available to view underlying exposures which cause large risk numbers.

Straight-Through Processing

The solution is also fully-integrated with the Calypso® Cross Asset Back Office for workflow-based processing where the user can determine the degree of automation required. Calypso® FX Derivatives uses the same high performance, flexible architecture that has distinguished Calypso as a provider of market-leading software technology.

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Foreign Exchange Derivatives, calypso
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Company profile

Front to back solutions covering: Foreign Exchange, Foreign Exchange Derivatives, Money Market & Discount Papers, Fixed Income, Interest Rate Derivatives, Credit Derivatives, Equities & Equity Derivatives, Commodities, Calypso ERS (Enterprise Risk Service), Calypso eXSP, Cross-asset.

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