Hi All,
I was trying to execute effectiveness report - THM80. However, no matter the calculation type I used, it always give zero value in field Sum of delta derivative and Delta Derivatives Cash Flow.
There's, however, a value populated in Delta in hedged item cash flows and Sum of delta hedged item.
can anyone shed some light here on how the derivative is calculated? As far as I know it's only controlled by calculation type.
Thanks
Edited by: diankusuma on Dec 7, 2009 11:12 AM