Kontakt

Ansicht
Dokumentation

FIN_TRM_COMM_RM_4: DCS-Based Commodity Forward Index ( RELNTRM_617_COMM_DCS_CFI )

FIN_TRM_COMM_RM_4: DCS-Based Commodity Forward Index ( RELNTRM_617_COMM_DCS_CFI )

Addresses (Business Address Services)   General Data in Customer Master  
This documentation is copyright by SAP AG.
SAP E-Book

Short text

FIN_TRM_COMM_RM_4: DCS-Based Commodity Forward Index

Use

As of SAP enhancement package 7 for SAP ERP 6.0 (EA-FINSERV 617), business function TRM, FRM for Commodities 4 (FIN_TRM_COMM_RM_4), the new DCS-based derivative category Commodity Forward Index is provided.

For OTC-traded commodities, forward and settlement prices are provided on a daily basis by certain market providers, and for specified timing intervals (like daily, weekly, monthly, or quarterly).

The previously provided commodity curve with category Based on DCS now also supports the derivative category Commodity Forward Index(in addition to the derivative categoriesCommodity Future and Listed Option).

To create the commodity curve, the system determines which forward prices are available on the curve date. If periods overlap, the system identifies disjoint periods and calculates the prices by using one of the default algorithms:

  • Weighted Average
  • Simple Arithmetic
  • Price of Origin Period

You select the algorithm for the price calculation for overlapping periods in the curve master data (transaction TANCCMASTER).

Effects on Existing Data

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

  • You make the period determination settings for commodity forward indexes under Treasury and Risk Management -> Basic Functions -> Market Data Management -> Market Data Based on Derivative Contract Specifications -> Derivative Contract Specifications -> Period Determination -> Commodity Forward Index.
  • You find the default settings of the price determination for overlapping periods under Treasury and Risk Management -> Basic Functions -> Market Data Management -> Master Data -> Commodities -> Settings for Commodity Curves -> Price Determination for Overlapping Periods -> Specify Price Determination for Overlapping Periods.
  • To define and implement individual price determination algorithms for overlapping periods, you can use a BAdI, located under Treasury and Risk Management -> Basic Functions -> Market Data Management -> Master Data -> Commodities -> Settings for Commodity Curves -> Price Determination for Overlapping Periods -> BAdI: Price Determination for Overlapping Periods.

Further Information






Vendor Master (General Section)   TXBHW - Original Tax Base Amount in Local Currency  
This documentation is copyright by SAP AG.

Length: 3037 Date: 20240604 Time: 062252     sap01-206 ( 56 ms )