Patent ID: 7512556

Claim:
A method for evaluation of hedging relationships, comprising: in response to an inputted selection of a simulated hedging relationship assignment, calculating at least one effectiveness value for the simulated hedging relationship assignment; and displaying a hierarchical tree-structured list of hedging relationship definitions and of simulated hedging relationship assignments, including corresponding hedged items and hedging instruments; wherein: to input a new simulated relationship assignment, each displayed hedging instrument of the displayed hedging relationship definitions and of the displayed simulated hedging relationship assignments is selectable and draggable between each of the displayed hedging relationship definitions and each of the displayed simulated hedging relationship assignments; and the tree-structure includes at least one currency node, each currency node divisible into a plurality of interest rate nodes, each interest rate node divisible into a plurality of hedging relationship nodes, each hedging relationship node divisible into a plurality of hedging instrument and hedged item nodes.