FX Forward Fixed - Curve Underlying

Before you begin

•

Setup currencies and currency pairs using from the Calypso Navigator.

Creating an FX Forward Fixed Underlying

Fixed underlyings can be created for an event on a fixed date, such as a Reserve Bank meeting date. The start date for forward points is the spot date.

Select a currency at the bottom of the window - It is the primary currency.

You can click Load to load any existing underlying.

Click New to create a new underlying.

Select the secondary currency and enter the forward date.

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 "FX.<Primary currency>.<Secondary currency><Forward date>".

Example "FX.AUD.USD21Mar2007".