A Division of Windham Capital Management, LLC

Hedged and Unhedged Time Series

How do I obtain a hedged or unhedged time series?


Be default the time series are unhedged and are denominated in USD.

You can change the base currency of the case file in the Windham Software using the drop down of available currencies in the Define Portfolios screen. For example, if you select GBP as the base currency for the case file, all instruments in your case will be denominated in GBP.  For UK based instruments, these become a hedged time series. For Non-UK based instruments, these become an unhedged, GBP denominated time series.

Category:Time Series