SAP ABAP Function Module THMHR_CALCULATE_DERIVATIVE (Calculate the value of a derivative)

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_CALCULATE_DERIVATIVE	Calculate the value of a derivative
Function Group	THMHR_MRA_CALCULATIONS	Effectiveness Calculations with MRA
Program Name	SAPLTHMHR_MRA_CALCULATIONS
INCLUDE Name	LTHMHR_MRA_CALCULATIONSU04

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Changing	C_HORIZON_DATE	TYPE	THM_CALCULATION_DATE		☑	☐	Date of calculation
Exporting	E_VALUE_DERIVATIVE	TYPE	TV_BARWE		☐	☐	Calculated value in result currency
Exporting	E_STARTVALUE_SET	TYPE	THM_STARTVALUE_SET		☐	☐	Determine hedged item's value at inception date
Importing	I_BUKRS	TYPE	BUKRS		☐	☐	Company Code
Importing	I_DERIVATIVE_ID	TYPE	TB_RFHA		☐	☐	Financial transaction
Importing	I_HEDGED_ITEM_ID	TYPE	THM_HEDGE_ID		☑	☐	Hedge Item Identification Number
Importing	I_CF_CAT	TYPE	THM_CASH_FLOW_EFF_CAT		☑	☐	Method of ineffectiveness measurement
Importing	I_CURRENT_DATE	TYPE	THM_CALCULATION_DATE		☐	☐	Date of calculation
Importing	I_CALCULATION_DATE	TYPE	THM_CALCULATION_DATE		☐	☐	Date of calculation
Importing	I_INCEPTION_DATE	TYPE	THM_HR_DATE		☐	☐	Beginndatum der aktuellen Version der Sicherungsbeziehung
Importing	I_CALCULATION_TYPE	TYPE	THM_CALC_TYPE		☐	☐	Calculation type
Importing	I_RESULT_CURRENCY	TYPE	WAERS		☐	☐	Currency Key
Importing	I_FLG_CHECK_READING	TYPE	XFELD		☑	☐	Check if the reading of the derivative's value is successful
Importing	I_DB_READ	TYPE	XFELD		☑	☐	Checkbox
Importing	I_FLG_LV	TYPE	XFELD		☑	☐	Calculate value for start date
Importing	I_FLG_PRIOR_VAL	TYPE	XFELD		☑	☐	There is a prior valuation
Importing	I_KEYF_ENGINE	TYPE REF TO	IF_EX_FTBB_KEYF_ENGINE		☐	☐	Keyfigure engine for MRA calculations
Importing	I_SZENARIO	TYPE	TV_SZENARI		☑	☐	Szenario
Importing	I_VAL_AREA	TYPE	TPM_VAL_AREA		☑	☐	Bewertungsbereich
Exception	WRONG_INPUT_DATA	TYPE			☐	☐	A part of the input data doesn't exist
Exception	ERROR_IN_CALCULATION	TYPE			☐	☐	Spot calculation failed
Exception	NO_VALUATION_DEFAULTS	TYPE			☐	☐	Defaults for evaluation type missing
Exception	READING_NOT_SUCCESSFUL	TYPE			☐	☐	Only if flag is set: No value found for derivative in NPV table
Exception	NO_FLOWS_AFTER_HORIZON	TYPE			☐	☐
Exception	DERIVATIVE_NOT_ACTIVE	TYPE			☐	☐	derivat not active

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	20030428
SAP Release Created in	200