Exchange Traded Option (ETO) - Curve Underlying

Before you begin

•

Create option contracts using from the Calypso Navigator.

Creating an ETO Underlying

Select the currency in the bottom of the window.

Click Load to load any existing underlying instruments.

To create a new product, click New. Then complete the fields as described in the table below.

Click Show to generate the products.

Click Save to create the curve underlying. They appear in the table.

The system creates quotes like in the following example.

Fields Details

Field	Description
Exchange	Exchange where the ETO trades.
Contract Type	Contract type (Commodity, Equity, EquityIndex, or FX).
Contract	Select the contract name.
Underlying	Displays the underlying contract details.
Option Type	Option type (both, put, call).
Strike	Strike of the option.
Number of Contracts	The application automatically displays the number of ETO products traded in the contract as defined in the contract definition. You can modify this number.
As Of Date	The application automatically displays today’s date as the “As Of Date” to start generating the products. You can modify this date.
Id	Displays the system assigned unique identifier for the ETO curve underlying.