{% extends "hedge/base.html" %}
{% load hedge_extras %}
{% block title %}Effectiveness{% endblock %}
{% block content %}
<h1>Hedge effectiveness</h1><p class="muted">Latest locked test per relationship; dollar-offset reference band {{ low|pct:0 }} - {{ high|pct:0 }}.</p>
<table><thead><tr><th>Relationship</th><th>Period</th><th class="r">Offset (period)</th><th class="r">Offset (cum.)</th><th>Band</th><th class="r">Slope</th><th class="r">R&sup2;</th><th class="r">OCI reserve</th><th class="r">Ineffectiveness</th></tr></thead>
<tbody>{% for r in rows %}<tr><td><a href="{% url 'relationship_detail' r.rel.pk %}">{{ r.rel.name }}</a></td>{% if r.test %}<td>{{ r.test.period.period_end }}</td><td class="r">{{ r.test.offset_period|pct }}</td><td class="r">{{ r.test.offset_cumulative|pct }}</td>
<td><span class="badge {% if r.test.in_band %}ok{% else %}under{% endif %}">{% if r.test.in_band %}within{% else %}outside{% endif %}</span></td><td class="r">{{ r.test.slope|floatformat:3|default:"-" }}</td><td class="r">{{ r.test.r_squared|floatformat:3|default:"-" }}</td><td class="r">{{ r.test.reserve_end|num }}</td><td class="r">{{ r.test.pnl_cum|num }}</td>{% else %}<td colspan="8">Not yet tested</td>{% endif %}</tr>{% endfor %}</tbody></table>
{% endblock %}