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Valuing Swaptions with Spreads (Changed) ( RELNBANKCFM_RA_200_SWSPR )

ABAP Short Reference   BAL Application Log Documentation  
This documentation is copyright by SAP AG.

Short text

Valuing Swaptions with Spreads (Changed)

Use

From SAP R/3 Enterprise Financial Services (EA-FINSERV 200), and retrospectively for SAP Banking Release 4.63 and SAP R/3 Enterprise Financial Services 4.70, you can value options on swaps (swaptions) even if the start of the validity period of the swap is different from the maturity date of the option.

Effects on Existing Data

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

Further Information

BAL_S_LOG - Application Log: Log header data   RFUMSV00 - Advance Return for Tax on Sales/Purchases  
This documentation is copyright by SAP AG.

Length: 703 Date: 20240424 Time: 114729     sap01-206 ( 17 ms )