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THMV_CALC_TYPES - Define Calculation Types

In this Customizing activity, you define the calculation types relevant for the effectiveness test. When defining the hedge strategy in a later step, you can then select one of these calculation types.

A calculation type comprises all the parameters required for the effectiveness measurement of a hedge relationship. In addition to the effectiveness calculation categories, these parameters also include the comparison calculation methods for the difference calculation, the evaluation type in the Market Risk Analyzer and the net present value type.

You first have to define the evaluation type to be used. The corresponding settings represent market parameters required for identifying market data that is relevant for the measurement.

1. Choose New Entries and create a new calculation type by assigning an alphanumeric key and a name.
2. Select a calculation type. The system provides a list of all calculation types that are allowed.
3. Select a comparison calculation method. The system provides a list of all comparison calculation methods that are allowed.
4. Select an evaluation type.
5. Save your entries.