The Calypso Market Data Certification will assess your knowledge of the necessary derived market data required for Calypso Front and Middle Office Trade Capture, Profit and Loss, and Risk Reporting. The various curves, surfaces, and market data required for the valuation and pricing of the broad base of products Calypso supports will be evaluated.
Key Concepts Validated by the Certification
- Pricing Environments, Pricing Parameters, Pricers and Models
- Market Data: Market Quotes and Derived Data
- Rate Curves, and Curve Underlyings
- FX and FX Curves
- Equity Curves
- Credit and Credit Market Curves
- Commodity Curves
- Volatility Surfaces, including FX
This certification is intended for all Calypso Front and Middle Office users.
Format: Multiple-Choice and T/F questions
No. of credits: 2
No. of questions: 75
Time Allotted: 75 mins
Cost: USD 200
Prepare for Your Exam
The relevant Calypso Training courses and available resources to assist you with acquiring additional knowledge and skills to prepare for a Certification include the Introduction to Front Office eBook, Curve Underlyings, FX Curves, FX Volatility Surfaces, Interest Rate Volatility Surfaces, Interest Rate Yield Curve Construction with Calypso, Market Data Manager, Multicurve Packages for Zero Curve Generation, Pricing Environment, Rate Indexes, Rate Reset Process, and Trade Blotter courses on the Calypso eLearning portal.
103- Market Data Certification