Enhancement #1
[AUD] Added “Avg ASW YY” & “Avg IVSP YY” columns
RiskVal added two new columns to show a simple average of 3s ASW YY & IVSP YY for the future deliverable basket.
From “Table” – “Manage Columns” traders can add “Avg ASW YY” & “Avg IVSP YY” columns to their views.
Enhancement #2
Added ability to enter future DV01 to back out number of contracts
In the lower part of the sheet, under the Future info table, traders have the ability to change “Hedge” row to DV01 before overwriting “DV01” column and backing out number of contracts.
Note: Select any of the bonds to populate lower panel tables & graphs