Quantcast
Viewing all articles
Browse latest Browse all 5623

Re: ineffective ratio with CCS

As per note 1016432 (Fair value hedge), use hedge strategy 500 (Benchmark clean price). The calculation type for the hedge strategy should have calculation category 201 (Interest rate instrument: Benchmark w/o accrued interest).

 

Mani


Viewing all articles
Browse latest Browse all 5623

Trending Articles



<script src="https://jsc.adskeeper.com/r/s/rssing.com.1596347.js" async> </script>