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Version: 25.9

2025-09-23

Version 25.9

This release includes several enhancements. A new function has been introduced to retrieve cash flows, along with two additional functions for backtesting - ELBACKTEST and ELEXPOSTMEASURE. Furthermore, this version provides support for accessing the PRC-3 methodology.

Here you can find information on how to install the addin.

Functions​

  • ELBACKTEST fetches the backtest for one of the metrics: performance, price, volatility, sharpe-ratio, max-drawdown.

  • ELEXPOSTMEASURE retrieves the ex-post measure (performance, volatility, max-drawdown , sharpe-ratio, time-to-recovery, historical-var-monthly-95) for the given portoflio.

  • ELCASHFLOW retrieves the cash flows of your positions.

  • ELPRC3METHODOLOGY retrieves the methodology details (metric, confidence level, time horizon etc.) for given PRC-3 methodology.

Metrics​

  • ELASSETMEASURE now supports also coco-annual-trigger-probability metric

Parameters​

  • ELASSETMEASUREPORTFOLIO have now three additional parameters: amountScheme, currency and isNormalized to be able to support quantities.

Bug fixes​