Strategy Editor-Spread Tab

Spread Tab

1. Identifier: Alphanumeric identifier of this strategy definition. Self-generated and read-only.
2. Description: The name or description of this custom spread. Left click in value area to edit.
3. Quotation Method: What method to use to present the strategy market quotes.

   *ThePrice method displays quotes in Ticks.

   *The NetChange method displays quotes as the difference in Ticks from the last settlement.

4. Quotation Pricing:

   What pricing model to use to compute strategy quotes.

   *The Cash pricing method converts each leg price to Cash (i.e. Cash=Ticks*TickValue/Numerator) and aggregates all legs with multipliers.

   *The Ticks pricing method uses each leg Tick directly and aggregates all legs with multipliers.

   *The Decimal pricing method converts each leg price to Decimal (i.e. Decimal=Ticks/Denominator) and aggregates all legs with multipliers.

   *The Yield pricing method converts each leg price to its equivalent yield value and aggregates all legs with multipliers. Only supported for treasuries.

5. Enable Advanced Pricing: Determines whether Advanced Pricing is enabled in order to edit Price Parameters for quotation pricing.