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_NPV_PC |
| Short Description | RM NPV in Display Currency |
Data Type
| Category of Dictionary Type | Direct Type Entry | |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | ||
| Data Type | CURR | Currency field, stored as DEC |
| Length | 23 | |
| Decimal Places | 2 | |
| Output Length | 30 | |
| 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 | NPV in DC |
| Medium | 20 | NPV in DC |
| Long | 40 | NPV in DC |
| Heading | 22 | NPV in DC |
Documentation
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
This key figure is shown in the specified display currency, which may differ from the original currency (currency of the company code, position currency, borrowing/sale currency, investment purchase currency, and so on). If this is the case, the currency is translated using the translation type specified in the selection screen.
The default translation type is "001", with currency translation at the middle rate and today as the key date. However, you can define and use your own translation type.
The amount in position currency is used as the basis for translating this key figure into the display currency.
History
| Last changed by/on | SAP | 20020520 |
| SAP Release Created in | 463_20 |
