install
AIVol with 0 Bid Adjust is default Volatility method for new install
MHSBT “Fill Order Bar when selecting cells” is unchecked for new install
MHSBT “Use SBT Classic” is unchecked in Trade menu for new install
Risk Reports “Show Additional Greeks” is checked by default for new install
29157 Added default safety settings to MHSBT for new positions under new installs:
Warning Forbid
Underlying 5001 10001
Option 51 251
Future 1 11
29322 Changes Black model selection to use more modern implementation already used
in MicroHedge model
29338 Fixed bug where Aivol for zero Bid calculation failed when no strikes with a nonzero
Bid in that month
29342 Fixed issues with Price Adjust for multi-hedged options not being set correctly
when using Activ and SpryWare, throwing off the Hedge Price calculation.
29350 Fixed bug where AIVol calculation was failing when one side had an error condition
of .1 or .2
29351 Changed div yield to actually use div yield in the model instead of creating daily
discrete dividends to improve performance.
29380 Add new HTML format for Risk Reports (select “HTML Reports” under Risk menu).
HTML Risk Reports will automatically load in your Internet browser and older ASCII
reports are still available. HTML reports should run on all popular browsers. HTML Risk
Report files are saved to C:\MH\DATA\Reports for later viewing.
29410 Better handled cases of bad dividend data by not allowing a dividend larger than
the stock price at that point in time and not allowing negative theos
29465 Added additional greeks (Alpha, WtVega, and PP) to Quick Risk matrix in Risk
Reports.
29466 Corrected Quick Risk Report to include only correct Quick Risk matrix.
.
29470 Various changes to Risk Reports
Removed ThEdge from Profit and Loss Plots by default (can be added back in
Custom Risk Reports)
Cleaned up futures positions risk reports, removing unnecessary locked price
matrices
29476/29477 Fixed bug with applying changes in Option Classes to all classes.
29512 Addressed memory leak in VRA that could cause “out of memory” error.
29587 Fixed bug that could cause VRA to crash when using the Quick Quote window with
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