> For the complete documentation index, see [llms.txt](https://bluegamma.io/documentation/llms.txt). Markdown versions of documentation pages are available by appending `.md` to page URLs; this page is available as [Markdown](https://bluegamma.io/documentation/pricers/calculating-a-swap-rate/reports.md).
# Reports
Month end usually means rebuilding the same schedules in Excel. Reports produces them from your portfolio in one download, with the methodology printed on the sheet.
Open it from **My Swaps → Reports**.
#### What Teams Use This For
**Hedge accounting.** Pay Fixed and Receive Fixed movement is totalled separately per currency before netting — the split a hedge accounting pack books from.
**Audit.** The accrued interest sheet gives the four balances auditors ask for: opening, coupons, interest accrued, closing. Every row reconciles and the methodology is on the sheet, so the file can go straight to your auditor.
**Month-end journals.** One workbook to forward to whoever posts them.
#### The Reports
| Report | What it shows |
| --------------------------- | ---------------------------------------------------------------------------------------------------- |
| **Clean / dirty statement** | Notional, clean MtM, accrued and dirty MtM at the closing date. Clean + accrued = dirty on every row |
| **Accrued interest** | Opening accrued, interest accrued, coupons settled, closing accrued and the movement |
| **Payments** | Every cashflow in the period, settled and upcoming, by leg and net |
Set the period with the date fields or the **Last month**, **Last quarter** and **Last year** shortcuts. Both ends value at end of day on that date's closing market data. Filter to a single entity with **All entities**.
Figures are in each swap's own currency — there is no cross-currency conversion.
#### Month-end Pack
Bundles all three into one workbook, one sheet per report.
Tick what you want — each shows its row count first — and click **Download pack**.
Every sheet carries its period, valuation basis and preparation timestamp, so the file explains itself to whoever receives it. A **Detail** sheet holds the underlying per-swap data at full precision, keyed on swap ID for reconciliation.
#### How Accrued Interest Is Calculated
* Fixed leg accrual net of floating leg accrual since the last payment date.
* Balances accrue through the end of the balance date inclusive.
* Every row satisfies opening + accrued − settled = closing.
* A coupon paying on the closing date belongs to that period; one paying on the opening date belongs to the prior period.
* Sign follows trade direction. A positive balance is interest accrued in your favour.
#### Related
{% content-ref url="/pages/S7o7TlnhdPBHwXuqZUZs" %}
[Swap Mark-to-Market](/documentation/pricers/calculating-the-mtm-of-a-swap.md)
{% endcontent-ref %}
{% content-ref url="/pages/kTzZuhkEeiEMJ4HttvOS" %}
[Swap Mark-to-Market & Accrued Interest](/documentation/methodology/swap-mark-to-market.md)
{% endcontent-ref %}
{% content-ref url="/pages/yAEYZXVZ9Xmoyxuce8uC" %}
[Swap Pricer](/documentation/pricers/calculating-a-swap-rate.md)
{% endcontent-ref %}
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