SAP ABAP Function Module THMHR_CALCULATE_HEDGED_ITEM (Calculated the value of the hedged item)

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_HEDGED_ITEM	Calculated the value of the hedged item
Function Group	THMHR_MRA_CALCULATIONS	Effectiveness Calculations with MRA
Program Name	SAPLTHMHR_MRA_CALCULATIONS
INCLUDE Name	LTHMHR_MRA_CALCULATIONSU05

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_HEDGED_ITEM	TYPE	TV_BARWE		☐	☐	Calculated value in result currency
Importing	I_BUKRS	TYPE	BUKRS		☐	☐	Company Code
Importing	I_HEDGED_ITEM_ID	TYPE	THM_HEDGE_ID		☐	☐	Hedge Item Identification Number
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		☐	☐	Inception date of the current hedge relationship version
Importing	I_CALCULATION_TYPE	TYPE	THM_CALC_TYPE		☐	☐	Calculation type
Importing	I_RESULT_CURRENCY	TYPE	WAERS		☐	☐	Currency Key
Importing	I_HEDGE_RATE_FX	TYPE	THM_HEDGE_RATE		☑	☐	Planned FX hedge rate for a hedging relationship
Importing	I_RANTYP	TYPE	RANTYP		☑	☐	Vertragsart
Importing	I_KKASSA	TYPE	TB_KKASSA		☑	☐	Spotkurs
Importing	I_DVTRAB	TYPE	TB_DVTRAB		☑	☐	Vertragsabschlussdatum
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_BENCHMARK	TYPE	THM_HR_BENCHMARK		☑	☐	Benchmark interest reference for an hedging relationship
Importing	I_FIX_BENCHMARK	TYPE	THM_HR_FIX_BENCHMARK		☑	☐	Fixed benchmark interest rate of an hedging relationship
Importing	I_DERIVATIVE_ID	TYPE	TB_RFHA		☑	☐	Financial transaction
Importing	I_KEYF_ENGINE	TYPE REF TO	IF_EX_FTBB_KEYF_ENGINE		☐	☐	Keyfigure engine for MRA calculations
Importing	I_SPREAD	TYPE	THA_SPREAD		☑	☐	Spread to be added to the risk free market interest rate
Importing	I_SZENARIO	TYPE	TV_SZENARI		☑	☐	Szenario
Importing	I_PMAX	TYPE	TB_PMAX		☑	☐	Strikepreis Obergrenze
Importing	I_PMIN	TYPE	TB_PMIN		☑	☐	Strikepreis Untergrenze
Exception	WRONG_INPUT_DATA	TYPE			☐	☐	A part of the input data doesn't exist
Exception	ERROR_IN_CALCULATION	TYPE			☐	☐	Spot calculation failed
Exception	CONFIG_ERROR	TYPE			☐	☐	Error in configuration

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	20091125
SAP Release Created in	200