Pricing Sheet Setup Guide Overview

 

Download PDF - Pricing Sheet Setup Guide

 

The Pricing Sheet window allows capturing and pricing trades using predefined strategies.

The Pricing Sheet window may contain multiple pricing sheets. Each pricing sheet may contain multiple trades based on the selected strategy. Pricing Sheets are created on-the-fly, however the configuration is stored by profile for a set of users or user groups.

See Out-of-the-box Strategies for information on the types of trades supported in the pricing sheet.

 Ⓘ   [NOTE: The configuration of profiles is completely independent from the actual trade capture, and needs to be performed prior to capturing and pricing trades]

 

Before you Begin

•

Define access permissions as needed from the Calypso Navigator using Configuration > User Access Control > Access Permissions.

See Access Permissions for details.

•

Set the 5PM rule on books and pricing environments as needed.

See 5PM rule for details.

•

Define your pricing environment.

Define curves and volatility surfaces as needed.

For real-time market data, you need to use a Market Data Server.

See Market Data Server documentation for details.

 

Pricing Sheet Setup Quick Reference

Step 1 - Click Pricing Sheet in the Calypso Navigator to bring it up - The menu action is "pricingSheet.PricingSheetWindow".

 

Step 2 - Configure profiles.

The profile drives which strategies you can use, and how.

See Configuring Profiles for details.

 

Step 3 - Set user preferences.

See Setting User Preferences for details.

 

Step 4 - Set global preferences.

See Setting Global Preferences for details.

 

Step 5 - Use predefined strategies to capture and price trades.

See Pricing Sheet Usage for details.