SAP ABAP Data Element THM_HEDGE_RATE (Planned FX hedge rate for a hedging relationship)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM (Application Component) Transaction Manager
     ⤷ FTHM (Package) Hedge Management - central objects

Basic Data

Data Element	THM_HEDGE_RATE
Short Description	Planned FX hedge rate for a hedging relationship

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	KKURS
Data Type	DEC	Counter or amount field with comma and sign
Length	9
Decimal Places	5
Output Length	12
Value Table

Further Characteristics

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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	Hedge rate
Medium	15	Hedge rate FX
Long	20	Hedge rate FX
Heading	15	Hedge rate FX

Documentation

Definition

When this field is populated, an additional cash flow is generated in local currency for the hedged item, using the entered rate. The hedged item then comprises of two cash flows: an original flow denoted in foreign exchange and a flow in local currency whose magnitude is determined by the foreign exchange rate.
The rate entered may be the rate of the hedging instrument in the hedging relationship, i.e. of the derivative.

This field is typically populated when the hedged item is a firm commitment. Generating an additional cash flow enables a fair value change to be computed for the hedged item that resembles the fair value change of a forward contract.

In the case that the hedged item is a forecasted transaction, populating this field allows the effectiveness assessment to be computed on a change in fair value basis.

History

Last changed by/on	SAP	20020219
SAP Release Created in	462_10