Hedge effectiveness testing

• Step 1: Enter underlying (hedged item) FRN from “Add Deal” Section
• Step 2: Insert deal details and modify parameters according to your termsheet
• Step 3: Enter respective hedge from “Add Deal” Section
• Step 4: Insert deal details and modify parameters according to your termsheet
• Step 5: Select hedged item and hedge using tick-boxes
• Step 6: Select IAS Report
• Step 7: To check the effectiveness of hedge throughout all scenarios, please select "Interest Difference Scenario/Total" report

Step 1: Enter underlying (hedged item) FRN from “Add Deal” Section

Step 2: Insert deal details and modify parameters according to your termsheet

Please pay attention if you enter a deal starting in the past. Hit “Load historic rates” to load all historic fixings for the trade and then save.

Step 3: Enter a respective hedge from “Add Deal” Section

Note. It's also possible to quickly add a hedge to a deal using the quick hedge function. See the example video above to see this method being used.

Step 4: Insert deal details and modify parameters according to your termsheet

Step 5: Select hedged item and hedge using tick-boxes.

Step 6: Select IAS Report.

Step 7: To check the effectiveness of hedge throughout all scenarios please select "Interest Difference Scenario/Total" report