1. about
  2. solutions
  3. Insights
  4. Careers

White Paper - One Street, Two Prices

Complete Form to Download White Paper


This report looks at the challenges of new value adjustments in pricing.

What is the fair value mark-to-market for a derivative? Is it Libor discounted? Overnight Index Swap discounted? Or do you need to take into account other factors such as counterparty credit exposures or funding costs?


Latest Tweets

Integrated suite of cross-asset trading and risk management solutions

Calypso is the leading provider of innovative cross-asset front-to-back technology solutions for complex financial markets. We provide clients with a single platform that enables system consolidation, business innovation and growth at the enterprise level across trading, risk management, processing and accounting.


We would like to keep in touch with you by email / phone for communications regarding Calypso events, news, product launches and other marketing materials in accordance with our Privacy Policy. By subscribing, you consent to us doing that.

© 2018 Calypso. All rights reserved - Terms Of Use - Privacy Statement Contact Us
Back To Top