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
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