SAP ABAP Domain THM_CALC_CATEGORY (Calculation category for effectiveness)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM (Application Component) Transaction Manager
     ⤷ FTHM_HEDGING_RELATIONSHIP (Package) Hedge Management - Package hedging relationship
Basic Data
Domain Name THM_CALC_CATEGORY
Short Description Calculation category for effectiveness  
Definition
Data Type NUMC Character string with only digits
No. Characters 3  
Decimal Places    
Output Length 3  
Conversion Routine   
Sign  
Lower Case  
Value Table
Value Table THMTS_ASS_D_CALC   Derivative Category, Calculation Cat. & Hedge Cat. Assignmnt
Value Range
# Lower Limit Upper Limit Short Description
1 001     Cash flow diff. spot value
2 002     Cash flow diff. forward value
3 003     Cash flow diff. forward value discounted
4 004     Cash flow diff. spot value (without accrued int.)
5 005     Cash flow diff. forward value (without accrued int.)
6 006     Cash flow diff. forward value discounted (wo accrued int.)
7 011     Option: intrinsic value spot rate
8 012     Option: intrinsic value forward rate
9 013     Option: intrinsic value forward rate discounted
10 021     Hypothetical derivative
11 022     Hypothetical derivative clean price
12 023     Hypothetical derivative intrinsic value
13 031     Correlation
14 032     Correlation clean price
15 100     Present value
16 150     Clean price (present value without accrued int.)
17 200     Interest instrument: the benchmark
18 201     Interest instrument: the benchmark (without accrued int.)
       
History
Last changed by/on SAP  20070913 
SAP Release Created in