Capturing Structured Vanilla Options

Structured vanilla options allow capturing vanilla options with a combination of structured characteristics: Asian and Lookback, Barrier, Digital, Forex.

 

Choose Trade > Equity > Equity Structured Option to open the Equity Structured Option worksheet, from Calypso Navigator or from the Trade Blotter.

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Select the Structured Vanilla payout.

Equity Structured Option Trade Window - Sample Structured Vanilla trade

See Capturing Equity Structured Options for general details.

 

Multiple Currency Details

See Forex Equity Structured Options for details.

 

Digital Details

See Digital Equity Structured Options for details.

 

Asian and Lookback Details

Click Edit to specify the Asian and Lookback details.

See Asian and Lookback Equity Structured Options for details.

 

Barrier Details

Click Edit to specify the Barrier details.

See Barrier Equity Structured Options for details.