Equity Index - Curve Underlying

 

Before you begin

Create equity indices using Configuration > Equity > Equity Indexes from the Calypso Navigator.

 

Creating an Equity Index Underlying

» Select a currency at the bottom of the window - It is displayed at the top of the window.

You can click Load to load any existing underlying.

» Click New to create a new underlying.

Select an equity 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 "EquityIndex.<Equity index name>".

Example "EquityIndex.SP500".