{% extends "hedge/base.html" %}
{% load hedge_extras %}
{% block title %}Period {{ period.period_end }}{% endblock %}
{% block content %}
<div class="head"><h1>Period ending {{ period.period_end }}</h1><span class="badge {% if period.status == 'LOCKED' %}ok{% else %}under{% endif %}">{{ period.status|title }}</span></div>
{% if period.status == 'DRAFT' %}<section class="card"><form method="post" action="{% url 'period_lock' period.pk %}" class="inline">{% csrf_token %}<button class="btn">Lock period and post entries</button></form> <a href="{% url 'periods' %}">Back</a>
<span class="muted">Entries total debit {{ totals.d|num:2 }} = credit {{ totals.c|num:2 }}.</span></section>{% endif %}
<section class="card"><h2>Valuation</h2><table><thead><tr><th>Instrument</th><th>Side</th><th class="r">Notional</th><th class="r">Contract rate</th><th class="r">Spot</th><th class="r">Market fwd</th><th class="r">Prior carrying</th><th class="r">MTM</th><th class="r">Change</th></tr></thead>
<tbody>{% for v in valuations %}<tr><td>{{ v.instrument.reference }}</td><td>{{ v.instrument.direction }} {{ v.instrument.currency }}</td><td class="r">{{ v.instrument.notional|num }}</td><td class="r">{{ v.instrument.rate|num:4 }}</td><td class="r">{{ v.spot|num:4 }}</td><td class="r">{{ v.market_forward|num:4 }}</td><td class="r">{{ v.prior_mtm|num }}</td><td class="r">{{ v.mtm|num }}</td><td class="r {{ v.change|signed_class }}">{{ v.change|num }}</td></tr>{% endfor %}</tbody></table></section>
<section class="card"><h2>Effectiveness tests</h2><table><thead><tr><th>Relationship</th><th class="r">Offset (period)</th><th class="r">Offset (cum.)</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><th class="r">Cost of hedging</th></tr></thead>
<tbody>{% for t in tests %}<tr><td><a href="{% url 'relationship_detail' t.relationship.pk %}">{{ t.relationship.name }}</a></td><td class="r">{{ t.offset_period|pct }}</td><td class="r {% if t.in_band == False %}neg{% endif %}">{{ t.offset_cumulative|pct }}</td><td class="r">{{ t.r_squared|floatformat:3|default:"-" }}</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><td class="r">{{ t.cost_change|num }}</td></tr>{% empty %}<tr><td colspan="8">No active relationships.</td></tr>{% endfor %}</tbody></table></section>
<section class="card"><h2>Journal entries</h2>{% include "hedge/_entries.html" with entries=entries %}</section>
{% endblock %}