With the latest Unfair Advantage build .112 we introduce the Expiration Editor.
This will display the expiration if they exist in the factsheet. In case they don’t exist, use the Expiration Date Editor to calculate the expiration dates.
To be able to see the Expiration Editor you will need to enter the ‘Selecting Data Series’ window.
You can either create a new portfolio, or add/edit a symbol to receive the ‘Selecting Data Series’ screen.
Click the ‘Advanced’ button to expand the ‘Selecting Data Series’ window.
After typing in a symbol into the symbol field, you will be able to see the Expiry Dates.
In case the Expiry Dates field remains blank, than we don’t have expiration dates for that specific symbol.
Use the ‘Contract Expiry’ button to calculate the expiration dates.
Click the ‘Add’ button in the Contract Expiration Rules section and enter the information to calculate the expiration dates. Click the ‘OK’ button to save the changes.
The new symbol will appear in the list.
Also, you are able to add contract rolls to symbols in the Override Contract Roll by Date section.
Note: The Expiration Editor applies only to the C++ Back Adjuster. If you are using the FORTRAN Back Adjuster you will not be able to use the functions above. To change to the C++ Back Adjuster, select PORTFOLIO from the main menu, click EDIT PORTFOLIO settings, choose the portfolio you wish to convert to C++ and click the ‘OK’ button. Click the ‘Back Adjusting’ tab, and check the ‘Use only the C++ Back Adjuster’ box. Click the ‘OK’ button to save the changes.