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