Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-TM-AC (Application Component) Transfer to Financial Accounting⤷
FTR_INCOME_LEDGER (Package) Treasury: Income Ledger
Basic Data
| Data Element | TPM_TRIL_OPTION_TIMEVALUE_CAT |
| Short Description | Treatment of Time Value Portion of Options |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | TPM_TRIL_OPTION_TIMEVALUE_CAT | |
| 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 | Time Value |
| Medium | 20 | Treatment Time Val. |
| Long | 40 | Treatment of Time Value |
| Heading | 50 | Treatment of Time Value Portion of Options |
Documentation
Definition
This indicator is used to control the classification of the time value for OTC instruments with option portion.
Use
Time Value Classification: Default or Initial
If you select this setting, the time value portion is classified for options, caps, and floors. You can classify the remaining amount according to the hedging relationships.
No Time Value Classification
If you select this setting, the time value classification is hidden. The total amount to be classified is distributed according to the hedging relationships. In the case of hedging relationships, you should avoid using an NPV method from the 'intrinsic value' category.
Dependencies
Time value classification is independent of hedging relationships. It is sufficient to distribute profit or loss according to hedge accounting in one of the used valuation procedures.
Example
History
| Last changed by/on | SAP | 20060208 |
| SAP Release Created in | 600 |
