Mac OS Yosemite Lucida Calligraphy font missing

Back up all data before proceeding.

Launch the Font Book application and validate all fonts. You must select the fonts in order to validate them. See the built-in help and this support article for instructions. If Font Book finds any issues, resolve them.

Start up in safe mode to rebuild the font caches. Restart as usual and test.

Note: If FileVault is enabled in OS X 10.9 or earlier, or if a firmware password is set, or if the startup volume is a software RAID, you can’t start in safe mode. In that case, ask for instructions.

If you still have problems, then from the Font Book menu bar, select

File ▹ Restore Standard Fonts...

You'll be prompted to confirm, and then to enter your administrator login password.

Also note that if you deactivate or remove any built-in fonts, for instance by using a third-party font manager, the system may become unstable.

That's not a font that comes bundled with Mac OS X. I think it's a Microsoft font, that might get installed with an MS Office installation.

Check FontBook to see whether it is present, but disabled.

If you previously had the font installed, you can of course restore it from your backup.