Data Element list used by SAP ABAP Function Module THMHR_CALC_ENTIRE_VALUES (Effectiveness Calculation of a hedging relationship)
SAP ABAP Function Module
THMHR_CALC_ENTIRE_VALUES (Effectiveness Calculation of a hedging relationship) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | BUKRS | Company Code | SOURCE REFERENCE(IM_BUKRS) TYPE BUKRS |
|
| 2 | RANTYP | Contract Type | ||
| 3 | TB_DVTRAB | Contract Conclusion Date | ||
| 4 | TB_KKASSA | Spot Rate | ||
| 5 | TB_PMAX | Strike price upper limit | ||
| 6 | TB_PMIN | Strike Price Lower Limit | ||
| 7 | TB_RFHA | Financial Transaction | SOURCE REFERENCE(IM_DERIVATIVE_ID) TYPE TB_RFHA |
|
| 8 | THA_SPREAD | Interest Rate Spread to Risk Free Market Interest Rate | ||
| 9 | THM_CALCULATION_DATE | Date of calculation | SOURCE REFERENCE(CH_HORIZON_DATE) TYPE THM_CALCULATION_DATE OPTIONAL |
|
| 10 | THM_CALCULATION_DATE | Date of calculation | SOURCE REFERENCE(IM_CALC_DATE) TYPE THM_CALCULATION_DATE |
|
| 11 | THM_CALCULATION_DATE | Date of calculation | SOURCE REFERENCE(IM_VALUATION_DATE) TYPE THM_CALCULATION_DATE |
|
| 12 | THM_CALC_TYPE | Calculation type | SOURCE REFERENCE(IM_CALC_TYPE) TYPE THM_CALC_TYPE |
|
| 13 | THM_CASH_FLOW_EFF_CAT | Method of ineffectiveness measurement | SOURCE REFERENCE(IM_CF_CAT) TYPE THM_CASH_FLOW_EFF_CAT |
|
| 14 | THM_DELTA_DERIVATIVE | Delta in derivative cash flows | SOURCE REFERENCE(EX_VALUE_DERIVATIVE) TYPE THM_DELTA_DERIVATIVE |
|
| 15 | THM_DELTA_HEDGE | Delta in hedge item cash flows | SOURCE REFERENCE(EX_VALUE_HEDGED_ITEM) TYPE THM_DELTA_HEDGE |
|
| 16 | THM_HEDGE_ID | Hedge Item Identification Number | SOURCE REFERENCE(IM_HEDGED_ITEM_ID) TYPE THM_HEDGE_ID |
|
| 17 | THM_HEDGE_RATE | Planned FX hedge rate for a hedging relationship | ||
| 18 | THM_HR_BENCHMARK | Benchmark interest reference for an hedging relationship | ||
| 19 | THM_HR_DATE | Inception date of the current hedge relationship version | ||
| 20 | THM_HR_FIX_BENCHMARK | Fixed benchmark interest rate of an hedging relationship | ||
| 21 | THM_STARTVALUE_SET | Determine hedged item's value at inception date | SOURCE REFERENCE(EX_STARTVALUE_SET) TYPE THM_STARTVALUE_SET |
|
| 22 | TPM_VAL_AREA | Valuation Area | ||
| 23 | TV_SZENARI | Scenario | SOURCE REFERENCE(IM_SZENARIO) TYPE TV_SZENARI OPTIONAL |
|
| 24 | WAERS | Currency Key | SOURCE REFERENCE(IM_RESULT_CURRENCY) TYPE WAERS |
|
| 25 | XFELD | Checkbox | SOURCE REFERENCE(IM_FLG_PRIOR_VAL) TYPE XFELD OPTIONAL |
|
| 26 | XFELD | Checkbox | SOURCE REFERENCE(IM_FLG_LV) TYPE XFELD OPTIONAL |
|
| 27 | XFELD | Checkbox | SOURCE REFERENCE(IM_FLG_CHECK_READING) TYPE XFELD OPTIONAL |