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 | THM_OFFSET_CALC_CAT |
| Short Description | Offset Calculation Category |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | THM_OFFSET_CALC_CAT | |
| Data Type | NUMC | Character string with only digits |
| Length | 2 | |
| Decimal Places | 0 | |
| Output Length | 2 | |
| 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 | Offset Cat |
| Medium | 17 | Offset Calc. Cat |
| Long | 27 | Offset Calculation Category |
| Heading | 27 | Offset Calculation Category |
Documentation
Definition
The offset calculation category specifies how values are looked at, on a period-to-period or on a cumulative basis.
The procedures are the following:
$ offset period to period
When the $ offset period/period method is used, the value of the derivative that is calculated for the beginning of the valuation period is deducted from the value that is calculated for the end of the period. The same is done for the hedged item.
The resulting value for the derivative is divided by the resulting value of the hedged item to determine the effectiveness ratio.
If the result for both is zero, the ratio is set to 1; if the result of one of the two is zero, the ratio is set to zero.
$ offset cumulative:
All value changes untIl the current valuation key date are summed up for the derivative. The same is done for the hedge item. Then that calculated value of the derivative is divided by the one of the hedge item, so that the ratio is determined by the overall changes of the derivative and the hedge item.
As in the $ offset period/period, if the result for both (derivative and hedge item) is zero, the ratio is set to 1; if the result of one of the two is zero, the ratio is set to zero.
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in |
