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Historical Viewer Enhancements | Weekly Release 6/26/20

Enhancement #1

Enhanced process of sending strategies from Sprd/Bfly and Forward Swap Matrix over by filling legend automatically

This enhancement increases the ease of use when sending strategies from CCY Sprd/Bfly and the Libor and OIS tabs of the Forward Swap Matrix to the Historical Viewer. Traders can now more easily identify the data series and strategies being plotted because the legend with the relevant information on the securities is populated automatically. The following example shows the process of sending a 2/10 spread strategy from the USD Sprd/Blfy monitor to the Historical Viewer.

In order to send a security or strategy from the Sprd/Bfly monitor or Forward Swap Matrix, right-click in any cell with historical data that has a measure that’s supported in the Historical Viewer. In the right-click menu select “To Historical Viewer”.

Traders will then be prompted to send the data series to the currently open strategy in the Historical Viewer or create a new one. If the user selects to send it to current, then the data series will appear in the most recently opened strategy. If the user chooses to create a new one, then a separate strategy will be generated; traders will have to save this new strategy in order to preserve it through shut downs.


Enhancement #2

Added labels to y-axis for graphs plotted with one series and updated legend to reflect this

In order to increase the readability of graphs in the Historical Viewer, additional labels have been added. When plotting a single series, traders now have the option to set the y-axis label as the series name. Additionally, when plotting two series traders can set one series name on the left side of the y-axis and the other series on the right side. Graphs plotted with a single series will also automatically have the name used as the title of the graph. Finally, the lower table legend will now identify which series corresponds to the left-hand y-axis label and which corresponds to the right-hand. The following example shows the previous 2/10 strategy with the individual legs plotted instead of the spread and the 2yr bond being set as the right-hand label on the y-axis.

The only option traders need to enable in order to utilize this enhancement is the “RightAxis” check-box next to the series chooser. Checking the “RightAxis” box will set that series to be the right-hand y-axis label.


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