{% extends "hedge/base.html" %}
{% load hedge_extras %}
{% block title %}{{ rel.name }}{% endblock %}
{% block content %}
<div class="head"><h1>{{ rel.name }}</h1><span class="badge {% if rel.status == 'ACTIVE' %}ok{% else %}na{% endif %}">{{ rel.status|title }}</span></div>
<div class="grid2">
<section class="card"><h2>Designation</h2>
<dl><dt>Currency</dt><dd>{{ rel.currency }} ({{ rel.get_direction_display }})</dd>
<dt>Hedged risk</dt><dd>{{ rel.get_hedged_risk_display }}{% if rel.cost_of_hedging %}, forward element in cost of hedging{% endif %}</dd>
<dt>Designated on</dt><dd>{{ rel.designation_date }}</dd>
<dt>Hedged notional</dt><dd>{{ rel.hedged_notional|num }} maturing about {{ rel.hedged_maturity }}</dd>
<dt>Hypothetical derivative rate</dt><dd>{{ rel.hypothetical_rate|num:4 }} (spot at designation {{ rel.designation_spot|num:4 }})</dd>
<dt>Instrument notional</dt><dd>{{ rel.instrument_notional|num }} (hedge ratio {{ rel.hedge_ratio|pct }})</dd></dl>
<h3>Instruments</h3><ul>{% for i in rel.instruments.all %}<li>{{ i.reference }} {{ i.direction }} {{ i.notional|num }} @ {{ i.rate|num:4 }}, {{ i.maturity }} ({{ i.status|title }})</li>{% endfor %}</ul>
<h3>Hedged exposures</h3><ul>{% for e in rel.exposures.all %}<li>{{ e.get_kind_display }} {{ e.source_ref }} {{ e.currency }} {{ e.weighted_amount|num }} due {{ e.expected_date }}</li>{% endfor %}</ul></section>
<section class="card"><h2>Documentation</h2><p class="pre">{{ rel.documentation }}</p>
{% if latest %}<h2>Latest test ({{ latest.period.period_end }})</h2>
<dl><dt>Cumulative dollar offset</dt><dd>{{ latest.offset_cumulative|pct }} <span class="badge {% if latest.in_band %}ok{% else %}under{% endif %}">{% if latest.in_band %}within 80-125%{% elif latest.in_band == None %}n/a{% else %}outside 80-125%{% endif %}</span></dd>
<dt>Regression slope / R&sup2;</dt><dd>{% if latest.slope != None %}{{ latest.slope|floatformat:3 }} / {{ latest.r_squared|floatformat:3 }}{% else %}needs 3 periods{% endif %}</dd>
<dt>OCI reserve</dt><dd>{{ latest.reserve_end|num:2 }}</dd><dt>Cumulative ineffectiveness (P&amp;L)</dt><dd class="{{ latest.pnl_cum|signed_class }}">{{ latest.pnl_cum|num:2 }}</dd></dl>{% endif %}
</section></div>
<section class="card"><h2>Effectiveness test history</h2>
<table><thead><tr><th>Period end</th><th class="r">Instrument change</th><th class="r">Hypothetical change</th><th class="r">Offset (period)</th><th class="r">Cum. instrument</th><th class="r">Cum. hypothetical</th><th class="r">Offset (cum.)</th><th class="r">Slope</th><th class="r">R&sup2;</th><th class="r">OCI reserve</th><th class="r">OCI movement</th><th class="r">P&amp;L ineffectiveness</th></tr></thead>
<tbody>{% for t in tests %}<tr><td>{{ t.period.period_end }}</td><td class="r">{{ t.delta_instrument|num }}</td><td class="r">{{ t.delta_hedged|num }}</td><td class="r">{{ t.offset_period|pct }}</td>
<td class="r">{{ t.cum_instrument|num }}</td><td class="r">{{ t.cum_hedged|num }}</td><td class="r {% if t.in_band == False %}neg{% endif %}">{{ t.offset_cumulative|pct }}</td>
<td class="r">{% if t.slope != None %}{{ t.slope|floatformat:3 }}{% else %}-{% endif %}</td><td class="r">{% if t.r_squared != None %}{{ t.r_squared|floatformat:3 }}{% else %}-{% endif %}</td>
<td class="r">{{ t.reserve_end|num }}</td><td class="r">{{ t.oci_change|num }}</td><td class="r">{{ t.pnl_change|num }}</td></tr>
{% empty %}<tr><td colspan="12">No locked period has tested this relationship yet.</td></tr>{% endfor %}</tbody></table>
<p class="muted">Dollar offset = change in hedging instrument / change in hypothetical derivative; the 80-125% band is a reference. The OCI reserve is the lesser (in absolute terms) of the cumulative instrument change and the cumulative hypothetical derivative change; the excess is cumulative P&amp;L ineffectiveness.</p></section>
{% if reclass %}<section class="card"><h2>Hedged transaction realised</h2><p>{{ reclass.amount|num:2 }} released from the cash flow hedge reserve to profit or loss on {{ reclass.date }}.</p></section>
{% elif rel.status == 'ACTIVE' and tests %}<section class="card"><h2>Hedged transaction realised</h2>
<form method="post" action="{% url 'relationship_reclassify' rel.pk %}" class="inline">{% csrf_token %}<input type="date" name="date" value="{{ form.initial.date|date:'Y-m-d' }}" required><button class="btn">Reclassify reserve to P&amp;L</button></form>
<p class="muted">Releases the reserve at the last locked period and completes the relationship.</p></section>{% endif %}
{% endblock %}