Commodity Spot - Curve Underlying

Before you begin

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Create commodity products using from the Calypso Navigator.

Creating a Commodity Spot Underlying

The commodity spot underlying can be used in the construction of the commodity curve using the Commodity generation algorithm.

You can click Load to load existing underlyings.

Click New to create a new underlying.

Complete the details as described in the table below.

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 "CommoditySpot.<Currency>.<Underlying name>".

Example "CommoditySpot.EUR.SPOT2D".

Fields Details

Fields	Description
Name	Enter the name for the curve underlying.
Commodity	Click ... to select the underlying commodity product.
Currency	Currency of the selected commodity.
Number of Spot Days	Enter the number of spot days to determine the spot date.
Fixing Calendar	Select a holiday calendar.