Release of Add-in 19.04
Installer
The new installer is available here.
New features
New documentation platform, starting with release 19.04, the documentation will be hosted on our new Edgelab documentation. The new link for the documentation will be [docs.edgelab.ch/excel-addin][a], be sure to add it to your favorite. The new platform will ensure that previous version of our documentation stays available and it will ensure a direct link to help from the function wizard within Excel. The
New EdgeLab functions, we introduced two new functions. elFixedIncomeShift contains the formula to apply a shift in interest and credit default rate. elDiversificationBenefit provides an indice on how to portfolio is diversified in terms of risk. We have also created dedicated function for Volatility (elVolatility), Value at Risk(elVar) and Expected Shortfall(elEs).
Change in Edgelab Ribbon : We implemented a new dialog box which will allow you to select a default proxy for the addin. This is part of the Enhanced support of proxy. It will support default system proxy as well as fully customized ones. If your company does not use proxy, you can also deactivate this function be selecting **no proxy.
Changes in existing EdgeLab functions, we removed the header parameter from the elRiskMetric. It was the last input of the function and allowed to create a default header in the returned array. This functionnality was not used so far and defaulted to false. Please make sure to remove the parameters or it will return errors in the #VALUE!.
Changes in default values, the risk scenario default is now set to historicalInnovation (it was previously historicalReturn)