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Several versions of It\^{o}'s formula have been obtained in the context ofthe functional stochastic calculus. Here, we revisit this topic in two ways.First, by defining a notion of derivative along a functional, we extend thesetting of the (semimartingale) functional It\^{o}'s formula and correspondingcalculus. Second, for L\'{e}vy processes, an optimal local-time based It\^{o}'sformula is obtained. Some quick applications are then given.

On the Functional L\'{e}vy-It\^{o} Stochastic Calculus