Navigation : test ../ test user-ref.html User & Reference Guide test ../ test dev.html Developer Guide test ../ test dev/dev-release.html - Release and migration notes test ../ test dev/dev-release/release-notes.html -- Release notes test ../ test dev/dev-release/migrate-4.0.html -- Migration notes 4.0 test ../ test dev/dev-getting-started.html - Getting started test ../ test dev/dev-extensions.html - Extending Atoti CVA Risk Capital test ../ test user-getting-started.html Getting started test ../ test user-getting-started/about-guide.html - Using this guide test ../ test user-getting-started/pdf.html - PDF guides test ../ test user-getting-started/about-cvarc.html - About the Solution test ../ test user-getting-started/whats-new.html - What's New test ../ test user-getting-started/bookmarks.html - Bookmarks test ../ test cube.html Cube reference test ../ test cube/dimensions.html - Dimensions test ../ test cube/measures.html - Measures test ../ test cube/measures/shared-measures.html -- Measures - Combined cube test ../ test cube/measures/ba-measures.html -- BA Measures test ../ test cube/measures/ba-measures/capital.html --- Capital test ../ test cube/measures/ba-measures/exposures.html --- Exposures test ../ test cube/ead.html ---- EAD test ../ test cube/effective-maturity.html ---- Effective Maturity test ../ test cube/hedge-notional.html ---- Hedge Notional test ../ test cube/hedge-remaining-maturity.html ---- Hedge Remaining Maturity test ../ test cube/measures/ba-measures/interim-results.html --- Interim - BA Measures test ../ test cube/measures/ba-measures/supervisory-parameters.html --- Supervisory parameters test ../ test cube/measures/ba-measures/technical-ba.html --- Technical - BA Measures test ../ test cube/measures/sa-measures.html -- SA Measures test ../ test regulatory-calcs.html Regulatory calculations test ../ test input-files.html Input file formats test ../ test what-if.html What-If test ../ test widgets.html Widgets Hedge Notional Description Notionals of eligible hedge trades Reference [MAR50.23] Notation $B_h$, $B_i$ See also Correlation r_hc Discount Factor Hedge HMA Hedge Remaining Maturity Effective Maturity Hedge Remaining Maturity