Calypso software
Posted: August 29th, 2018, 4:25 pm
Hi all
Is there any specialist working with the Calypso software.
Have you implemented implied derivatives curves (fully implied by derivatives i.e. short rates implied by the forward FX rate ). What about the multicurve framework in this software?
Is there any specialist working with the Calypso software.
Have you implemented implied derivatives curves (fully implied by derivatives i.e. short rates implied by the forward FX rate ). What about the multicurve framework in this software?