AVG 9.0 EMAIL SERVER EDITION - REVISED 10-2009 User Manual

Valdi Risk Analytics / Microhedge – Release Notes Last Update: December 2, 2014 Current VRA Release: 92.5.0.7 – released December 2, 2014 Please e-

"Custom Risk Report" and "Post Expiration Report". 29318 The Average Implied Volatility routines always calculate both cIVol an

• Net Change • Delta • Gamma • Theta • Vega • Rho • Theo Edge • PremOvPar – (Premium Over Parity) • Open P/L $ • Day P/L $ • Net P/L $ • U

29262 Changed code to reset SPC in the Options Class tab of Theoretical Pricing Properties to 100 if an invalid entry was made. 29263 Changed co

July 26, 2011 91.8, Various Revisions and Builds through 91.8.0.617 Various MHSBT and MH GL Click Event changes. Also addressed other issues, includi

91.7, Various Revisions and Builds through 91.7.0.604 27622 Further optimization to improve times to run risk reports 28010 Added click-event to

27850 When sending quotes on multiple options at same time, some were not getting sent on to the exchange 27956 Corrected problems with using cus

23604 (further work) Corrected problem where binary index futures hedged with futures would sometimes change exericise back to American/European on p

change exericise back to American/European on position reload. 20179 Added an alert for market maker's when they fall below the 60% quoting requ

• [BT 22088] - stockrate plugins are now updated properly in the theopricing window under interest rates. September 10, 2009 90.2, Revision 0, Buil

PP Total Premium Over Parity for entire position = SUM (cPP) + SUM (pPP) • [20598] Added additional Risk Report design, “Post-Expiration”, that sim

30485 Upgraded Risk Analytics linked Spryware SDK to 3.7.10.4. 30370 Corrected the Price Adjust values for symbols with multiple underliers, and S

Additional fixes for previously reported issues include: • [20085] Corrected issues with automatic position server login getting stuck on and also n

• [20815] Removed trade matching change made in previous build due to problems caused with more typical AltSym variant of just option root. June 30

• [19921, 19932] Corrected issues with filtering to primary exchange with Activ and Thomson using MH Toolbar • [20088] Corrected problems with miss

• [various] Values and models risk for Binary options • [various] Uses break reports to track discrepancies between user's positions and what

• [18733] Corrects problem where SpryWare DLL was loaded in memory even when other data feeds were being used • [19339] Corrects problem with “ass

30003 Performance improvements when using Filtered Advising. XXXX Multiple updates and additions to Risk Analytics DDE automation. September 17

May 22, 2013 92.4.0.667 Issues Addressed: 30003 Added Filtered Advising. Using the “Option Filter Settings” you can set which specific Roots, Cl

October 17, 2012 92.3, 92.4.0.656 Known outstanding issues in 92.4.0.656:  None Issues Addressed: 20088 Corrected issues where necessary DLL’s

BT BATS - BATT BX NASDAQ OMX BX Options - XBXO C2 CBOE 2 Options Exchange – CB02 MI Miami International Securities Exchange Options - MIAX O US

sections. Also added color theme style sheet for HTML risk reports. 29515 Corrected bug that prevented release notes from being displayed when cl

install  AIVol with 0 Bid Adjust is default Volatility method for new install  MHSBT “Fill Order Bar when selecting cells” is unchecked for new in

multiple symbols. December 22, 2011 92.1, Various Revisions and Builds through 92.1.634 23345 Changed Quote Server (Data Feed) Names mentioned in