SAP ABAP Function Module THMHR_BASIC_VALUES_CALCULATE (Effectiveness Calculation of an hedging relationship)

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

Function Module	THMHR_BASIC_VALUES_CALCULATE	Effectiveness Calculation of an hedging relationship
Function Group	THMHR_ASSESSMENT	Effectiveness Assessment Calculation
Program Name	SAPLTHMHR_ASSESSMENT
INCLUDE Name	LTHMHR_ASSESSMENTU08

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Changing	CH_HORIZON_DATE	TYPE	THM_CALCULATION_DATE		☑	☐	Date of calculation
Exporting	EX_VALUE_DERIVATIVE	TYPE	THM_DELTA_DERIVATIVE		☐	☐	Delta in derivative cash flows
Exporting	EX_VALUE_HEDGE_ITEM	TYPE	THM_DELTA_HEDGE		☐	☐	Delta in hedge item cash flows
Importing	IM_VALUATION_DATE	TYPE	THM_CALCULATION_DATE		☐	☐	Date of valuation (period end)
Importing	IM_CALC_DATE	TYPE	THM_CALCULATION_DATE		☐	☐	Date of calculation
Importing	IM_CALC_TYPE	TYPE	THM_CALC_TYPE		☐	☐	Calculation category for effectiveness
Importing	IM_BUKRS	TYPE	BUKRS		☐	☐	Company code
Importing	IM_DERIVATIVE_ID	TYPE	TB_RFHA		☐	☐	Financial transaction
Importing	IM_HEDGE_ITEM_ID	TYPE	THM_HEDGE_ID		☐	☐	Hedge Item Identification Number
Importing	IM_CF_CAT	TYPE	THM_CASH_FLOW_EFF_CAT		☐	☐	Method of ineffectiveness measurement
Importing	IM_RESULT_CURRENCY	TYPE	WAERS		☐	☐	Result currency (if not set -> companycode currency)
Importing	IM_FLG_LV	TYPE	XFELD		☑	☐	Calculate value for start date
Importing	IM_FLG_PRIOR_VAL	TYPE	XFELD		☑	☐	There is a prior valuation
Importing	IM_FACTOR_DERIVATIVE	TYPE	F		☐	☐	Factor for the designated part of the derivative
Importing	IM_FACTOR_HEDGE_ITEM	TYPE	F		☐	☐	Factor for the designated part of the hedge item
Importing	IM_FLG_STARTVALUE	TYPE	THM_STARTVALUE_SET		☐	☐	Determine hedged item's value at inception date
Importing	IM_KEYF_ENGINE	TYPE REF TO	IF_EX_FTBB_KEYF_ENGINE		☐	☐
Importing	IM_SZENARIO	TYPE	TV_SZENARI		☑	☐	Szenario
Importing	IM_VAL_AREA	TYPE	TPM_VAL_AREA		☑	☐	Bewertungsbereich
Importing	IM_P_DETAILED_LOG	TYPE REF TO	CL_DETAILED_LOG_THA		☑	☐	Detailprotokoll des Effektitätstests
Exception	WRONG_INPUT_DATA	TYPE			☐	☑	Something's wrong with the imported data
Exception	NO_EFFECTIVENESS_CALCULATED	TYPE			☐	☑	Effectiveness couldn't be calculated
Exception	NOMINAL_DER_NOT_FOUND	TYPE			☐	☐	Nominal of the derivative not found
Exception	NOMINAL_HEDGE_NOT_FOUND	TYPE			☐	☐	Nominal of the hedge item not found
Exception	READING_NOT_SUCCESSFUL	TYPE			☐	☐	Could not read value(s) from database
Exception	NO_FLOWS_AFTER_HORIZON	TYPE			☐	☐

Processing Type

☑ Normal Function Module
☐ Remote-Enabled Module	☐ BaseXML supported
☐ Update Module	☑ Start immediately
	☐ Immediate Start, No Restart
	☐ Start Delayed
	☐ Coll.run
☐ JAVA Module Callable from ABAP
☐ Remote-Enabled JAVA Module
☐ Module Callable from JAVA

History

Last changed by/on	SAP	20011004
SAP Release Created in