Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Data Element | TV_OKUART |
| Short Description | Price/NPV type for OTC transactions |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_OKUART | |
| Data Type | CHAR | Character String |
| Length | 3 | |
| Decimal Places | 0 | |
| Output Length | 3 | |
| Value Table | ATVOK |
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 | Type |
| Medium | 16 | Price/NPV type |
| Long | 20 | Price/NPV type |
| Heading | 0 |
Documentation
Definition
Price/NPV Type for OTC Transactions
In the NPV table you can store several net present values for an OTC transaction. These are identified by the price/NPV types defined in the IMG activity 'Define Price/NPV Type'. In the course of a mark-to-market evaluation or a key date valuation you use the price/NPV types to determine which of the stored NPVs are accessed.
Use in Hedge Management
The price/NPV type set up in hedge management customizing, IMG activity 'Define Calculation Types', determines which of the stored NPVs for the hedging instrument (OTC transaction) and the hedged item should be used in the effectiveness test. More specifically, the price/NPV type is only relevant in combination with the settings of the field 'FV on inception date' on tabstrip 'Hedging Relationship' in the Hedge Management Application. In case the value for this field is 'Set hedged item´s value (to the derivative´s value)', the value at inception date of the hedging relationship is taken from the NPV table directly (instead of being calculated), using the price/NPV type entered in IMG activity 'Define Calculation Types'. This only applies to the values as of inception date of the hedging relationship, and it eliminates intra-day fluctuation effects.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
