Regressions Library

This regression library supports the effective relationship of cash flow hedges of foreign currency exposures using either plain vanilla forwards or options, and for both including and excluding time value.

Regression results are accessed by selecting the date and the currency hedged to the functional currency.

For example, if your functional currency is USD and you’re hedging EUR, select USD-EUR (functional currency first). If your functional currency is GBP and you’re hedging INR, select GBP-INR (functional currency first). If the currency pair you require is not currently available, please contact us directly.

*Please note that currency pairs are posted 2 business days after your company’s month-end date.