Hierarchy
⤷ FIN-FSCM-TRM-TM-IS (Application Component) Information System
⤷ FTI (Package) Application development R/3 Treasury information system
Basic Data
Data Element | FTI_D_SWAPACC_LC |
Short Description | Delta Swap/Margin Accrual/Deferral in Local Currency |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | TPM_AMOUNT | |
Data Type | CURR | Currency field, stored as DEC |
Length | 21 | |
Decimal Places | 2 | |
Output Length | 29 | |
Value Table |
Further Characteristics
Search Help: Name | ||
Search Help: Parameters | ||
Parameter ID | ||
Default Component name | ||
Change document | ||
No Input History | ||
Basic direction is set to LTR | ||
No BIDI Filtering |
Field Label
Length | Field Label | |
Short | 10 | D.SwMAD LC |
Medium | 20 | D.Swap/Margin A/D LC |
Long | 40 | Delta Swap/Margin Acc./Def. in LC |
Heading | 40 | Delta Swap/Margin Acc./Def. in LC |
Documentation
Definition
Treasury and Risk Management Transaction Manager
Reporting for a given period / evaluation of flows within the reporting period
The key figure swap accrual/deferral (margin accrual/deferral) delivers results for the following components:
- Foreign exchange (only in local currency and valuation currency)
- Forward bonds
- Repos
In the foreign exchange area, the difference between the agreed forward rate and the spot rate on the contract date (swap) is accrued/ deferred over the term.
In the case of forward bonds, the difference between the agreed forward rate and the spot rate on the contract date (margin) is accrued/deferred over the term.
For repos, the difference between the agreed repo price and the spot price on the contract date (margin) is accrued/deferred. In this case, however, the interest and accrued interest lost (repo) or the interest received (reverse repo) is also taken into consideration.
This key figure is used to analyze and evaluate changes within a period. It serves as a delta key figure for the corresponding position key figure.
History
Last changed by/on | SAP | 20030326 |
SAP Release Created in | 110 |