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Dokumentation

FTR_OPTION_CM_UPDATE - OTC Forex Options Cash Mgmt Update of Expected Cash Settlement

PERFORM Short Reference   PERFORM Short Reference  
This documentation is copyright by SAP AG.

Purpose

This program is used to update the expected settlement flow as items in cash management for currency options with cash settlement that are not yet exercised. The amount is determined by the net present value in the case of basket options, by the difference between the current average security price and the market price for average rate options, and by the difference between the exercise price and the current market price for standard options. These items are removed again if the option is exercised or expires.

This report is designed to be a utility program which should be scheduled as a job. No log is generated. The changes carried out can be seen in the change documents of the transactions concerned.

Integration

Prerequisites

The current spot rates are maintained in the currency table.

You must maintain the risk analyzer Customizing settings for valuating basket options if these options are to be processed.

Features

Activities

Example

TXBHW - Original Tax Base Amount in Local Currency   CPI1466 during Backup  
This documentation is copyright by SAP AG.

Length: 1185 Date: 20240520 Time: 092913     sap01-206 ( 30 ms )