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Lookup Type: XTR_RETROSPECTIVE_TESTS

Product:	XTR - Treasury
Meaning:	Retrospective test method for Economic Hedge Type
Description:	Retrospective test method for Economic Hedge Type

Quick Codes

Code	Meaning	Description
CUMOFF	Cumulative Offset	Compare gains/losses of hedge items and instruments cumulative since hedge inception
HYPOTHETICAL	Hypothetical Derivative	Hypothetical Derivative
MANUAL	Manual Entry	User enters effectiveness percentage manually
NOTEST	No Testing	Hedge is excluded from effectiveness testing
PEROFF	Period Offset	Compare current period gains/losses of hedge items and instruments
SHORTCUT	Shortcut/Fully Effective	Assume hedge is perfectly effective