Hello Expert,
I’m working in hedge management, I’m trying to do below process.
I create hedge plan start date today 14.10.2014 till 30.11.2014. hedge Strategy I selected as CF SPOT period.
Created FRA deal for the same date.
Now when I’m trying to do effective test (THM80)on 31.10.2014 and 30.10.2014 with retrospective options, Its shows below screen, I expected to have the data in delta option.
Below is Tcurr table.
Now, When i tried to execute for prospective effect. It shows below.
My understanding about the same as below.
Prospective (tests whether the hedging relationship is likely to be effective in the future)
Retrospective (tests whether the hedge relationship was effective in the past)
Could you please let me know what problem is there?
Regards,
Jain