Front Office FAQ

You can view market data in both windows, but there is a difference in the way the information is displayed. In the CWS, market data can be refreshed at an interval or real-time for the entire portfolio. All market data for risk analysis types should be viewed in the CWS. Please note that viewing market data on an entire portfolio will affect the performance of the system.

What are the various views supported by the CWS?

Calypso supports simple, aggregated and pivot views. For a large portfolio (>10,000 rows), Calypso recommends that users use a pivot or an aggregated view. Start with a higher level view, then drill down to a lower level to analyze data.

Should I be working on trades in the CWS?

The Trade Blotter is a better tool for 'working' on trades. The data from ad hoc analysis should then be loaded to the CWS for 'slicing and dicing.'

When should I use the CWS?

The Calypso Workstation should be used to view overnight and real-time reports on a portfolio (Trade Filter). These reports can be various analyses, such as: P&L, Pricing, Simulation, Scenario, Sensitivity, Jump to Default, Forward Ladder, etc. The 'slice and dice' capability of the CWS should be used to construct multiple views, filter and sort reports.

For example,the user can have summary views and various product specific views.

When should I use the Trade Blotter?

The Trade Blotter should be used for changing the Pricing Environment or DateTime, and modifying or entering trades. It should also be used to run ad hoc reports.

Where should I run my ad hoc reports?

The Trade Blotter is the place for ad hoc reports. In the Calypso context, ad hoc means: a set of trades, a specific pricing environment and a specific valuation date. Running ad hoc reports should be avoided on entire portfolios because of the size. Calypso recommends that the risk speed buttons and templates be configured when using this type of analysis.

Since the results of ad hoc reports requested from the Trade Blotter are displayed in the CWS, make sure that middle tier servers (Calculation Server, Presentation Server) are configured and running.

How many analyses can I run on the CWS?

Running a large number of analyses is possible on the CWS, but again, performance will be affected. It is strongly recommended that you run NO MORE THAN NINE (9) analyses at any one time in the CWS. Viewing a lower number of analyses will optimize performance.

Which 'scheduled task' should I use when I am running reports?

'LOAD_CALCULATIONSERVER' should be used to run reports at the beginning of the business day. It should also be used after the market has been rolled/updated.

'PROP_RATE_1BUSDAY' should be used to roll quotes which are not liquid.

It is not recommended to run 'RISK_ANALYSIS' and 'LOAD_SAVED_CALCULATIONSERVER' to run and load overnight reports on the CWS. Calypso recommends you use real-time reports in combination with 'LOAD_CALCULATIONSERVER' instead.