01 |
THMHR_EVENTS_PERIOD_VALUATION |
Perform the period valuation for a given hr. |
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02 |
THMHR_EVENTS_FOR_HR_CHANGE |
Analysis and consequences of the change hr events |
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03 |
THMHR_EVENTS_MAKE_ASS_AND_EFF |
Perform the assessment and make the effectiveness calc. |
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04 |
THMHR_EVENTS_CF_DETERMINE_OCI |
Computation of the OCI amount given measurement |
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05 |
THMHR_EVENTS_VALUATION_RESET |
The posting of the valuations is reset - consequences |
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06 |
THMHR_EVENTS_DERI_SETTLEMENT |
Settlement and consequences for the hr |
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07 |
THMHR_EVENTS_WRITE_HI_MEAS |
Write the change in fair value of the hedged item in a fair value hedge |
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08 |
THMHR_EVENTS_HR_RECLASS |
OCI reclassification for a given HR |
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09 |
THMHR_EVENTS_DISSOLVED_REVERSE |
A dissolved hedging relationship is reversed |
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10 |
THMHR_EVENTS_PERFORM_PROSPECT |
Perform the prospective assessment |
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11 |
THMHR_EVENTS_DET_GLOBAL_EFF |
Given retro and prospective assessment, determine val. |
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12 |
THMHR_EVENTS_MAKE_SHORT |
Perform the assessment and make the effectiveness calc. |
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13 |
THMHR_EVENTS_CF_DET_OCI_SHORT |
OCI balance det. by caller, according to the shortcut method |
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14 |
THMHR_EVENTS_CF_DET_OCI_G_7 |
OCI balance det. as in DIG G7(1) |
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15 |
THMHR_EVENTS_DEDES_REVERSE |
Reverse dedesignation (settlement) of hedging relationship |
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17 |
THMHR_EVENTS_MM_METHOD |
Determine valuation method for MM instrument |
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18 |
THMHR_EVENTS_GET_CALC_TYPE |
Find calculation type to use for shortcut method |
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19 |
THMHR_EVENTS_CHECK_CCIR_SWAP |
Determine if the derivative is a CCIR swap |
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20 |
THMHR_EVENTS_CCIR_OCI |
Calculate the OCI balance for HR with CCIR swap |
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22 |
THMHR_EVENTS_ACTIVITY_REVERSAL |
HM events after reversal of derivative activity |
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