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 code to set Price Adjust in the Options Class tab of Theoretical Pricing Properties to
the current setting for that specific option class when a different option class is selected after
making changes to another option class (rather than the value set for the first option class
changed).
29269 Corrected bug in Option Pairs Add method in automation that prevented adding an option and
could also crash VRA
29284 Revise Get Latest Version" and "About Valdi Risk Analytics" selections under Help..."
29295 Corrected VRA date selection bug that allowed invalid risk dates to be set.
September 6, 2011
91.9, Various Revisions and Builds through 91.9.0.622
28858 Fixed issue where text on the SBT Settings pop-up window appeared truncated
28894 Corrected issues with setting the AM/PM expiration setting for option series through
automation, including using the correct source of “User Defined”.
28998 Make VRA compatible with new version of GLWin (10.1.4.160 and higher)
29006 Incorrect version number displayed on “Version Warning” pop-up message when loading
position last saved with newer VRA version.
29078 Changed error message received when not able to connect to position server to be less
confusing.
29085 Increased size of the “Futures Settings” button on Theoretical pricing -> Option Classes tab
to accommodate the text label, which was being cut off.
29093 Add the ability to read the AM/PM settlement setting from SpryWare like we currently do for
Activ.
29113 Corrected issue where Leaves Quantity was sometimes incorrect in SBT Order Browser
window after the exchange busted a previous fill.
29128 Use Black Scholes model when days <=1 for better performance
29137 VRA application would hang and then crash when custom settings were changed in
VolSkewSpecification dialogue with no option
classes.
29165 Improved dividend date projections used to project dividend dates past the ones explicitly
provided by the data feeds, to better ensure that they fell on business days and were more
likely to be consistent from one feed to another (note that since different feeds provide different
numbers of dividend dates, dividend dates past the first one will still not match 100% of the
time between data feeds).
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