FX Future - Curve Underlying

Before you begin

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Create FX future contracts using from the Calypso Navigator - You can create FX future underlyings from that window as well.

Creating FX Future Underlyings

You can click Load to load any existing underlying.

Complete the fields described below, and click Show to view the corresponding FX future products.

Click Save to save the underlyings. The system saves an underlying for each product. They are each given a unique ID by the system, and are displayed in the table.

The system creates quote names like "Future.<Currency>.<Exchange>.<Contract name>.<Expiration>".

Fields Details

Fields	Description
Exchange	Select the exchange where the FX future trades.
Contract	Select the name of the FX future contract.
Number of Contracts	The application automatically displays the number of products 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.