This page contains links to Excel Spreadsheets used as trader support for specific FTS Cases. The spreadsheet links are provided below but first check your Excel settings:
Important Checklist for Excel Settings:
a. Macro security should be set to Medium and enable macros when prompted to do so. To set to Medium in Excel click on Tools, Macros, Security, then check Medium in Security Level. Next load in the support spread sheet and do not forget to Enable the Macro when prompted to do so otherwise it cannot work.
b. Set Excel to Auto Recalculate as follows. In Excel click on Tools, Options, Calculation and click beside Automatic. Now your spreadsheet support will automatically update when market prices change. Alternatively, you can always manually recalculate a spreadsheet by clicking beside Manual instead of Automatic and using the Function 9 key. Automatic calculation is recommended.
The available spreadsheets are listed below (click on the hyperlink XR1 Trader Support, ST1 Trader Support etc.,):
Spreadsheet Support for XR1
Real time updating of the option "greeks" (Delta, Gamma and Vega etc.)Spreadsheet Support for XR2
Real time updating of the option "greeks" (Delta, Gamma and Vega etc.,)Spreadsheet Support for ST1
Real time updating of the option "greeks" (Delta, Gamma and Vega etc.)Spreadsheet Support for ST2
Real time updating of the option "greeks" (Delta, Gamma and Vega etc.)The available spreadsheets are listed below:
v. Spreadsheet Support for GC1
Office 2003 Support: GC1 Support (Real time updating of the option "greeks" (Delta, Gamma and Vega etc.,)
Office 2007 Support: GC1 Support (Real time updating of the option "greeks" (Delta, Gamma and Vega etc.,)
GC1 Zero and coupon bonds with a more general interest rate uncertainty structure and news headlines.
vi. Spreadsheet Support for GC2
Office 2003 Support: GC2 Support
Office 2007 Support: GC2 Support
GC2 Trading case with price discovery involving both stocks and bonds with price discovery and news headlines. Contrasts the pricing problem for fixed income securities versus stocks.