{% extends "hedge/base.html" %}
{% load hedge_extras %}
{% block title %}Designate hedge{% endblock %}
{% block content %}
<h1>Designate a hedge relationship</h1>
<ol class="steps"><li class="{% if stage == 'select' %}on{% endif %}">1. Select items</li><li class="{% if stage == 'review' %}on{% endif %}">2. Review and document</li></ol>
{% if stage == "select" %}
<form method="post">{% csrf_token %}<input type="hidden" name="stage" value="review">
<div class="grid2">
<section class="card"><h2>Hedging instruments (open forwards not yet designated)</h2>
<table><tbody>{% for i in instruments %}<tr><td><input type="checkbox" name="instruments" value="{{ i.pk }}"></td><td>{{ i.reference }}</td><td>{{ i.direction }} {{ i.currency }} {{ i.notional|num }}</td><td>@ {{ i.rate|num:4 }}</td><td>{{ i.maturity }}</td></tr>{% empty %}<tr><td>No eligible forwards.</td></tr>{% endfor %}</tbody></table></section>
<section class="card"><h2>Hedged exposures</h2>
<table><tbody>{% for e in exposures %}<tr><td><input type="checkbox" name="exposures" value="{{ e.pk }}"></td><td>{{ e.get_kind_display }}</td><td>{{ e.currency }} {{ e.weighted_amount|num }}</td><td>{{ e.expected_date }}</td><td>{{ e.source_ref }}</td></tr>{% endfor %}</tbody></table></section>
</div>
<section class="card"><div class="row">
<label>Name<input name="name" value="" placeholder="CFH-USD-4 H2 sales" required></label>
<label>Designation date<input type="date" name="designation_date" value="{{ today|date:'Y-m-d' }}" required></label>
<label>Hedged risk<select name="hedged_risk"><option value="FORWARD">Forward rate (full forward)</option><option value="SPOT">Spot element only</option></select></label>
<label class="chk"><input type="checkbox" name="cost_of_hedging"> Defer forward element in OCI (cost of hedging, spot designation)</label>
</div><button class="btn">Review</button></section>
</form>
{% else %}
<form method="post">{% csrf_token %}<input type="hidden" name="stage" value="confirm">
{% for i in picked_i %}<input type="hidden" name="instruments" value="{{ i.pk }}">{% endfor %}
{% for e in picked_e %}<input type="hidden" name="exposures" value="{{ e.pk }}">{% endfor %}
<input type="hidden" name="name" value="{{ name }}"><input type="hidden" name="designation_date" value="{{ on|date:'Y-m-d' }}">
<input type="hidden" name="hedged_risk" value="{{ risk }}">{% if cost %}<input type="hidden" name="cost_of_hedging" value="on">{% endif %}
<section class="card">
<h2>{{ name }}</h2>
<p>Designation {{ on }} &middot; {{ risk|title }} risk{% if cost %} &middot; cost of hedging{% endif %}</p>
<table><thead><tr><th>Hedging instruments</th><th class="r">Notional</th></tr></thead><tbody>{% for i in picked_i %}<tr><td>{{ i.reference }} {{ i.direction }} {{ i.currency }} @ {{ i.rate|num:4 }} to {{ i.maturity }}</td><td class="r">{{ i.notional|num }}</td></tr>{% endfor %}</tbody></table>
<table><thead><tr><th>Hedged exposures</th><th class="r">Weighted amount</th></tr></thead><tbody>{% for e in picked_e %}<tr><td>{{ e.get_kind_display }} {{ e.source_ref }} due {{ e.expected_date }}</td><td class="r">{{ e.weighted_amount|num }}</td></tr>{% endfor %}</tbody></table>
<p>Instrument notional {{ notional|num }} versus weighted exposure {{ weighted|num }}.</p>
<label>Hedged notional (foreign currency, the hypothetical derivative notional)<input name="hedged_notional" value="{{ hedged_notional }}" required></label>
<label>Hedge documentation (risk management objective, hedged item, instrument, effectiveness assessment)<textarea name="documentation" rows="6" required>{{ documentation }}</textarea></label>
<p class="muted">On confirmation fxhedge fixes the hypothetical derivative rate at the market forward rate for the hedged maturity on the designation date and records the instruments' fair value as the baseline.</p>
<button class="btn">Designate</button> <a href="{% url 'relationship_new' %}">Start over</a></section></form>
{% endif %}
{% endblock %}