Calypso bolsters fixed-income analytics

Calypso Technology, the San Francisco-based provider of integrated trading and risk applications, has incorporated Andrew Kalotay Associates' BondOAS callable bond analytics. According to Calypso, BondOAS will allow the Calypso Trading and Risk Management Platform to accurately value fixed-rate, step-up coupon, and amortising bonds with embedded calls and puts.

To continue reading...

You need to sign in to use this feature. If you don’t have a WatersTechnology account, please register for a trial.

Sign in
You are currently on corporate access.

To use this feature you will need an individual account. If you have one already please sign in.

Sign in.

Alternatively you can request an indvidual account here: