Bond Roll Enhancement | Weekly Release 3/26/21


Enhanced the RV Analysis to have a “must include” list of bonds, of which, at least one must be in each strategy


To access RV Analysis from Bond Roll, traders can navigate to “Analysis” -> “RV Analysis”.


In the “RV Analysis” window, when traders click the “Must Include Bonds” button, the “Bond Chooser” will appear where traders can create a list of bonds of which at least one must be contained in each strategy generated.

Traders can select bonds with any of the following methods

- Single selection

- Multiple selections, by pressing on the <CTRL> key and selecting them

- Filtering: to choose bond(s) by entering CT/FT, Maturity Year, Maturity Date, Coupon, or Coupon/Maturity.


After clicking “OK” and “Generate Strategies”, each of the strategies generated will contain at least one of the bonds in the “Must Include Bonds” list created.