Sprd/Bfly Enhancement | Weekly Release 9/3/21

Enhancement #1


Allow traders to edit existing strategies with “Strategy Editor” tool


Traders can <right-click> on the strategy and select "Edit Strategy". RiskVal will open the pop-up creator where traders can select new strategy and hit <OK>. System will replace the existing strategy with the edited strategy.


Enhancement #2


Added regression historical data for “CT BM Corr”, “CT BM Beta”, “Curve Corr” and “Curve Residual” columns


Traders can now <right-click> in the “CT BM Corr”, “CT BM Beta”, “Curve Corr” and “Curve Resid” columns & click “Historical Graph” to access historical correlation data for the time series.


To access a table of the historical data, check “Table” in the bottom left corner of the historical graph.

Note: <Double-clicking> will show data of the current regression

Enhancement #3


[EUR] Added support for “Alias Name”; also available in the EUR Bond sheet


Traders can now use this column to give customizable alias names to EUR bonds. In the EUR Bond sheet, simply click a cell in the “Alias Name” column & type the desired alias for the bond.

Note: Traders can add “Alias Name” column from “Table” – “Manage Columns


After entering an alias for bonds in the EUR Bond sheet, traders can use this alias to more easily enter trades in the EUR Sprd/Bfly sheet by simply entering it in the “Sprd/Bfly” column. The corresponding bond will automatically populate.