SAP ABAP Data Element THA_HYPO_PERF (Hypothetical Derivative Is a Perfect Derivative)
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
Data Element THA_HYPO_PERF
Short Description Hypothetical Derivative Is a Perfect Derivative  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type XFELD    
Data Type CHAR   Character String 
Length 1    
Decimal Places 0    
Output Length 1    
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 Perf.Hypo. 
Medium 15 Perf.Hypo.Der. 
Long 20 Perfect Hypo. Deriv. 
Heading 10 Perf.Hypo. 
Documentation

Definition

The hypothetical derivative represents either the hedged underlying or the perfect hedge transaction.

  • In the case of the perfect hedge transaction, the hypothetical derivative is a modified version of the actual hedge transaction that would completely cover the risk involved. The difference between the hypothetical derivative and the actual hedge transaction may be due to different times of payment.
  • In the case of the hedged underlying, the hypothetical derivative is the mirror-image of the perfect derivative.

Both cases are differentiated by the plus or minus sign in the valuation result.

Use

Set the indicator if the hypothetical derivative represents a perfect derivative in accordance with G7 in the Derivatives Implementation Group (DIG).

Dependencies

Example

History
Last changed by/on SAP  20070913 
SAP Release Created in