SAP ABAP Data Element FTI_CLEAN_PRICE_CC (Clean Price in Valuation Currency)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM-IS (Application Component) Information System
     ⤷ FTI (Package) Application development R/3 Treasury information system
Basic Data
Data Element FTI_CLEAN_PRICE_CC
Short Description Clean Price in Valuation Currency  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type T_PRESVAL    
Data Type CURR   Currency field, stored as DEC 
Length 17    
Decimal Places 2    
Output Length 17    
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 ClnPr ValC 
Medium 20 Clean Price Val Curr 
Long 40 Clean Price in Valuation Currency 
Heading 30 Clean Price Val Curr 
Documentation

Treasury and Risk Management Transaction Manager
Reporting for a given date / evaluation of positions for the key date

The clean price is the market value adjusted for accrued interest. By contrast, the dirty price is the effective price you pay when you purchase a bond (in other words, the clean price plus the proportionate accrued interest since the last coupon payment).

Definition

The key figure is calculated from the Market Risk module. A requirement for this is that a financial object must exist.

Diagnosis

At present, risk management key figures might not be calculated for securities in the parallel valuation areas. This applies to all data from the securities module for which the position differentiation settings for the valuation area/accounting code/product type differ from the settings for the operative valuation area (ID number/company code/securities account). This is because the net present value calculator currently requires positions to be differentiated as they are in the operative valuation area.

System Response

The net present value calculator determines the following key values which may as a result be affected:

  • Net present value in position currency
  • Net present value in evaluation currency
  • Net present value in display currency
  • Net present value (long) in evaluation currency
  • Net present value (long) in incoming side currency
  • Net present value (short) in evaluation currency
  • Net present value (short) in outgoing side currency
  • Clean price in position currency
  • Clean price in evaluation currency
  • Clean price in display currency
  • Basis point value in position currency
  • Basis point value in evaluation currency
  • Basis point value in display currency
  • Macaulay duration
  • Fisher-Weil duration
  • Convexity
  • Delta, 1st derivation of the premium based on the price of the underlying
  • Gamma, 2nd derivation of the premium based on the price of the underlying
  • Theta, 1st derivation of the premium, time-based
  • Vega, 1st derivation based on the volatility

History
Last changed by/on SAP  20030326 
SAP Release Created in 200