Hi,
Retrospective hedge ratio result is .99 and when I post this in TPM1 Valuation, the amount goes to OCI and P&L. How is the amount that goes to P&L computed? Is there a way where I can control that only when effectiveness ratio reaches over 1.00 will it post to P&L and .82 to 1.00 always goes just to OCI? My calculation category which is $offset cumulative also includes 1% Threshhold and 5% Speed.
Thanks!
Chaikaru