New/Changed

• On Floating Coupon Rates: the Resets per Year was changed to Frequency of Change (months).
• Delay Days went from one input field to four. Checkboxes added for skipping weekends, holidays, or both.
• When the portfolio is matrix priced, the printing of the default report is now optional.
• Folders for storing securities, portfolios and compares are now flat instead of being hierarchical.
• Previously a portfolio could find securities in multiple folders. Now the default is securities are in the same folder as the portfolio, or in one specified folder.
• Spread matrices now have folders. The default is the same folder as the portfolio, or in one specified folder.
• Previously one could move one file at a time between folders, or the entire folder. Now there is a transfer utility for bulk copying and moving between folders.
• There is no longer any manual input in Compares. All is now managed from buttons and selecting.
• The record locking system was greatly enhanced.
• Price sweep Database:
  • All screens.
  • When viewing contents of database can now sort on any column.
  • Can delete all prices for a security, or selected rows.
  • Graph/report for difference between securities was removed. Data is in Access for whatever custom analysis is desired.
  • Report at end of Portfolio menu for changed CUSIPs was not converted over. Will be upon request. Also needs facilty to expand filename lengths from 20 to 36.
• In DOS BondCalc could tell if you had made any changes to the input. Now pressing Escape will always save.
• Form locations, form heights, sort selection, and many other settings are now stored in the user's Registry.

Removed:

• Removed imports:
  • Removed import that used list of CUSIPs to convert to a portfolio with a list of BondCalc names. It can return, if someone has a use for it.
  • Import First Data's descriptive data (also removing a CUSIP database)
  • Retrieve data from IDC
  • 16+ Field Comma Delimited Lotus PRN format
  • BondScholar
  • Boatmen's Download Format
  • PAM To Bear Stearns
• On PIKS: First Interest Payment was removed (was for a specific RJR 2009 debenture).
• Church Bonds removed.
• Facility that wrote default underwriting spreads to the issuer yield curve.
• Removed from single security reports:
  • Printing of screens
  • Clone Cash Flows
• Any input noted as future use or under development was removed. Examples:
  • Securitization for a single pass-through security
  • ARM Payment Cap (in percent) [has Access spot ARMPayCap]
  • Call Code (Escrow to maturity, Prefunded to next call, Has been called) [has Access spot CallCode]
  • Rounding Convention [for coupon]
  • Portfolio Aging Summary report
  • Trade and book processing system. Open ticket database. Daily Cost of Funding
  • Portfolio return and performance attribution
• Removed from portfolio input the facility to write a number to all the input rows. Can now just copy. [Confirm]
• Removed from portfolio reports (deemed to no longer be relevant):
  • Export Prices: Valuation File for EJV/UniVu
  • Export Prices: BondCalc Prices in Transfer Format
  • Export Securities: BondCalc Format
  • Export Securities: EJV/UniVu Export
  • Export Securities: Derivative Solutions IRD Files
  • Other Export: Clone Cash Flows and Create New Input Schema N
  • Other Export: ASCII Text File of CUSIPs for Hub Data
  • Other Export: GAT IBS Sinking Fund Correction Records
• Removed from calculations menu (seemed superfluous):
  • Black-Scholes
  • Convertible Payback
  • Pub 1212 OID Tax Calcs & Report
  • FX Cross Rates Matrix
  • Combined Short-Term Issue & Bond
  • Currency Equivalencies
  • Delayed Delivery Bonds [document how to replicate]
  • Warrant Pricing Models