Gissing RealtimeXL 2.0 now shipping

January 2006 Newsletter

New head of US Operations at Gissing New product for modest contribution requirements Gissing RealtimeXL 2.0 now shipping Gissing joins FISD/SIAA; participates in MiFID JWG Improved support services for Gissing customers

Gissing’s high performance real-time spreadsheet solution, Gissing RealtimeXL, has been enhanced and improved for version 2.0 which is now shipping and being rolled out at several of our clients.

Gissing RealtimeXL has a number of key features that make it very attractive, even if you already have a real-time spreadsheet solution installed:

Enables simultaneous subscription to multiple data sources, even from different vendors. Data sources currently supported include:
- Reuters RMDS (Subscribe and Contribute)
- Reuters Triarch SSL (Subscribe and Contribute)
- Tib Rendezvous (Subscribe and Contribute)
- Bloomberg (Subscribe only)
- Gissing ConteX MCS (Subscribe and Contribute)
High-performance. In customer tests Gissing RealtimeXL was found to be 6x faster than its nearest competitor at contribution, and 4x faster at subscription.
Available in three versions to minimise cost, and deliver only the level of functionality needed:
- Gissing RealtimeXL View: subscribe only to a single data source
- Gissing RealtimeXL Professional: subscribe and contribute to multiple data sources
- Gissing RealtimeXL Plus: includes the functionality of RealtimeXL Professional and includes an extensive library of analytical functions
Subscription profiles can be established both globally and sheet-by-sheet
Contribution throttling on a per-cell basis (not Gissing RealtimeXL View)
Elegant Graphical User Interface (GUI) for system administration
Range of spreadsheet conversion tools to enable easy migration both in bulk and individually. Converters are available from the following formats:
- Reuters Power Plus Pro (Real-time formulae)
- Reuters DDE (Including Reuters PDD)
- TibCO DDE (Including array formulae)
- Rtt.Multi (Real-time formulae)

Real-time functions

RTXLChain() - Returns the constituent records of a chain or file
RTXLDataTable() - Creates a datatable from a real-time source
RTXLGet() - Subscribes to a real-time service
RTXLGetArray() - Subscribes to a block of fields from a real-time data source
RTXLGetExtract - Extracts data from a page/row of a real-time data source
RTXLHistory - Returns historical information from a real-time data source
RTXLHistoryInfo() - Returns the fields for which historical information is held
RTXLNow() - Non volatile alternative to =NOW()
RTXLPub() - Publishes a record to a real-time data source (not available in Gissing RealtimeXL View)
RTXLSnapSeries() - Builds up a series of snapshots of a record
RTXLToday() - Non volatile alternative to =TODAY()

Analytic functions available in Gissing RealtimeXL Plus

	Actual Function Name	Purpose
Generic Bonds
1	GetBondCFDetailsXLL	Get Bond Cash Flow Table
2	GetAccruedInterestXLL	Get Accrued Interest
3	GetBasisPointValueXLL	Get Basis Point Value
4	GetFairValueXLL	Get Fair Value
5	GetModifiedConvexityXLL	Get Modified Convexity
6	GetDuration1XLL	Get Duration
7	GetModifiedDurationXLL	Get Modified Duration
8	GetBondYieldXLL	Get Bond Yield
9	GetNextCouponDateXLL	Get Next Coupon Date
10	GetPreviousCpnDateXLL	Get Previous Coupon Date
11	GetPerPriceChgXLL	Get Percentage Price Change
12	GetYieldVolatilityXLL	Get Yield Volatility
13	GetDiscountFactorXLL	Get Discount Factor
14	GetPriceVolatalityXLL	Get Price Volatility
15	GetBondStr_CF_CurXLL	Get Bond Cash Flow Table For Curve As Input
16	GetBondRParam_CF_CurXLL	Get Bond Risk Parameters For Curve As Input
17	CalculateRepoRateXLL	Calculates Repo Rate Dirty Forward Price Is Input
18	CalculateRepoRate1XLL	Calcuates Repo Rate Dirty Forward Price Computed
IndexLinkedBonds
19	GetCFTbl_AdjPrinXLL	Get Cash Flow Table For Adjusted Principal
20	CalculateRiskP_AdjCFXLL	Calculate Risk Parameters For Adjusted Prinicpal
Options
21	AssetOrNothing	Asset Or Nothing
22	BinaryBarrier	Binary Barrier
23	BlackScholes	Black Scholes
24	Cap_Floor	Cap Floor
25	CashOrNothing	Cash Or Nothing
26	ComplexChooser	Complex Chooser
27	DiscreteBarrier	Discrete Barrier
28	DoubleBarrier	Double Barrier
29	EquityLinkedFXOScreen	Equity Linked FXO Screen
30	EuropeanExchange	European Exchange
31	ExtremeSpreadScreen	Extreme Spread Screen
32	FixedStrikeLookBack	Fixed Strike Look Back
33	FloatingStrikeLookBack	Floating Strike Look Back
34	GapOption	Gap Option
35	GblackScholes	G Black Scholes
36	LevyAsian	Levy Asian
37	LookBarrierScreen	Look Barrier Screen
38	OptionOnMaxOrMin	Option On Max Or Min
39	OptionOnOption	Option On Option
40	PartialTimeBarrier	Partial Time Barrier
41	PartialTimeFixedLB	Partial Time Fixed LB
42	PartialTimeFloatingLookBack	Partial Time Floating Look Back
43	PartialTimeTwoAssetBarrier	Partial Time Two Asset Barrier
44	Quontos	Quontos
45	SimpleChooserScreen	Simple Chooser Screen
46	SoftBarrierScreen	Soft Barrier Screen
47	StandardBarrierScreen	Standard Barrier Screen
48	SuperShareScreen	Super Share Screen
49	TakeOverFxScreen	Take Over Fx Screen
50	Swaption	Swaption
51	TurnBallWakemanAsianScreen	Turn Ball Wakeman Asian Screen
52	TwoAssetBarrier	Two Asset Barrier
53	TwoAssetCONScreen	Two Asset CON Screen
54	TwoAssetCorrelation	Two Asset Correlation
Caps / Floor
55	ComputeCFCaps_XLL	Compute Cash Flows For Caps
56	GetSwapLegCashFlows_XLL	Get Swap Leg Cash Flows
57	ComputeImpliedPremiumCaps_XLL	Compute Implied Premium Caps
58	ComputeImpliedStrikeRateCaps_XLL	Compute Implied Strike Rate Caps
59	ComputePriceCaps_XLL	Compute Price Caps
Currency Swap
60	GetCFForCurrSwap_XLL	Get Cash Flow For Currency Swap
61	GetAllRiskParamForCurrencySwap_XLL	Get All Risk Parameters For Currency Swap
62	GetIVolForES_XLL	GetImplied Volatility For Swaption.
63	GetIPremiumForES_XLL	Get Implied Premium For Swaption
64	ComputeImpliedFixedRate_XLL	Compute Implied Fixed Rate
65	ComputeImpliedFXRateForCRRSwap_XLL	Compute Implied FX Rate For CRR Swap
66	ComputeImpliedSpreadForCRRSwap_XLL	Compute Implied Spread For CRR Swap
67	ComputeImpliedFixedRateForCRRSwap_XLL	Compute Implied Fixed Rate For CRR Swap
68	ValueCrossCurrencySwap_XLL	Value Cross Currency Swap
69	ValueEuroSwaption_XLL	Value Euro Swaption
70	ComputeImpliedSpread_XLL	Compute Implied Spread
Interest Rate Swap
71	GetAllRiskParamOfIRSwap_XLL	Get All Risk Parameters Of IR Swap
72	ValueInterestRateSwap_XLL	Value Interest Rate Swap
Curve
73	GetCurveAtTerminatingDates	Get Curve At Terminating Dates

Company

Newsletters

Gissing RealtimeXL 2.0 now shipping

January 2006 Newsletter

Real-time functions

Analytic functions available in Gissing RealtimeXL Plus

Generic Bonds

IndexLinkedBonds

Options

Caps / Floor

Currency Swap

Interest Rate Swap

Curve