SAP ABAP Data Element FTI_SWAPACC_LC (Swap or Margin Accrual/Deferral in Local 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_SWAPACC_LC
Short Description Swap or 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    
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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 SwMa AD LC 
Medium 20 Swap/Marg. A/D LC 
Long 40 Swap/Margin Accrual/Deferral in LC 
Heading 30 Swap/Margin Acc./Def. in LC 
Documentation

Definition

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

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.

History
Last changed by/on SAP  20020520 
SAP Release Created in 110