Equity Derivatives

Equity derivatives usage is evolving in a new direction. The equity derivatives sector is one of the hottest global financial instruments in both exchange traded and OTC markets. OTC traded equity derivatives alone is experiencing phenomenal growth with strong projections for the next several years.

Calypso® for Equity Derivatives is our comprehensive front-to-back solution for both exchange-traded and OTC equity derivatives. Calypso Equity Derivatives solution is highly scalable and offers effortless basket sharing by product, pre-deal analysis, deal capture, position and risk reporting and P&L, and complete trade lifecycle processing.  Calypso provides payoff structuring templates in an Option Framework for handling a wide range of equities market data, including corporate actions and dividends. Create structured notes by packaging several options and interest rate coupons for trading, price and position monitoring of each leg, and P&L realization.

The Calypso Trading and Risk Management Platform are designed to support high volume trading in both vanilla and exotic instruments. With configurable speed entry, customizable reporting and quick modeling of complex trades with full risk and scenario analysis, Calypso can scale up as demand increases on a local, regional or global trading level.

Calypso has standard interfaces both to market data sources and trading platforms. The open architecture allows easy addition of customer specific interfaces to support all trading and processing requirements.