The Calypso Fixed Income Solution
Calypso® Fixed Income solution enables users to accurately and swiftly price and process fixed income Instruments (repos, derivatives, and bonds), by delivering better integration with the trading of other instruments. Calypso’s bond pricing sheet provides a variety of ways to price securities, maintain positions, and define how to price bonds, by reference benchmarks or off other instruments.
Calypso integrates fixed income trading and trade processing from vanilla products through to more complex instrument types such as structured credit. The system provides a comprehensive suite of risk metrics, including duration complexity, asset swap spreads, adjusted basis and interpolated CDS spreads. Users can price bonds more quickly and accurately, and maintain an aggregated view of risk exposure. Calypso provides fixed income traders with a thin client, high-performance workstation for facilitating real time structuring on a thin bond pricing sheet, and cross-asset P&L and risk reporting. Calypso provides connectivity to major settlement organizations for automated clearing and settlement of all fixed income trades.