CDS Index - Curve Underlying

Before you begin

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Create CDS indices using from the Calypso Navigator.

Creating a CDS Index Underlying

Select a currency in the bottom of the window.

You can click Load to load any existing underlying.

Click New to create a new underlying.

Click ... to select a CDS Index.

Click Save to save the underlying. It is given a unique ID by the system, and is displayed in the table.

The system creates quote names like "CDSIndex.<Index name>.<Index maturity>".

Example "CDSIndex.IDX.DS.5Y.Mar.2015".