Where Used List (Function Module) for SAP ABAP Data Element THM_DELTA_DERIVATIVE (Delta in derivative cash flows)
SAP ABAP Data Element THM_DELTA_DERIVATIVE (Delta in derivative cash flows) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
---|---|---|---|---|---|---|
1 | Function Module |
TB_EVALUATION_CURRENCYPOSITION
|
Treasury: Bewertung Währungsbestand | FTA | EA-FINSERV | EA-FINSERV |
2 | Function Module |
THMHR_BASIC_VALUES_CALCULATE REFERENCE(EX_VALUE_DERIVATIVE) TYPE THM_DELTA_DERIVATIVE
|
Effectiveness Calculation of an hedging relationship | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
3 | Function Module |
THMHR_CALC_ENTIRE_VALUES REFERENCE(EX_VALUE_DERIVATIVE) TYPE THM_DELTA_DERIVATIVE
|
Effectiveness Calculation of a hedging relationship | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
4 | Function Module |
THMHR_DESIGNATED_VOLUME REFERENCE(E_DELTA_VALUE) TYPE THM_DELTA_DERIVATIVE
|
Calculate the designated volume | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
5 | Function Module |
THMHR_DESIGNATED_VOLUME REFERENCE(I_VALUE_AT_BEGIN) TYPE THM_DELTA_DERIVATIVE
|
Calculate the designated volume | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
6 | Function Module |
THMHR_EFF_CALC_FOR_MEASUREMENT
|
Calculate the effectiveness | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
7 | Function Module |
THMHR_EFF_CALC_FOR_SHORTCUT REFERENCE(IM_D_DER_NOCALC) TYPE THM_DELTA_DERIVATIVE
|
Calculate the effectiveness values with shortcut method | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
8 | Function Module |
THMHR_EFF_CALC_FOR_SHORTCUT
|
Calculate the effectiveness values with shortcut method | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
9 | Function Module |
THMHR_EVENTS_CCIR_OCI REFERENCE(I_DELTA_DERIV) TYPE THM_DELTA_DERIVATIVE
|
Calculate the OCI balance for HR with CCIR swap | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
10 | Function Module |
THMHR_EVENTS_CCIR_OCI REFERENCE(I_OLD_OCI) TYPE THM_DELTA_DERIVATIVE
|
Calculate the OCI balance for HR with CCIR swap | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
11 | Function Module |
THMHR_EVENTS_CCIR_OCI REFERENCE(E_NEW_OCI) TYPE THM_DELTA_DERIVATIVE
|
Calculate the OCI balance for HR with CCIR swap | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
12 | Function Module |
THMHR_EVENTS_CCIR_OCI
|
Calculate the OCI balance for HR with CCIR swap | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
13 | Function Module |
THMHR_EVENTS_CF_DETERMINE_OCI REFERENCE(NEW_OCI_BALANCE) TYPE THM_DELTA_DERIVATIVE
|
Computation of the OCI amount given measurement | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
14 | Function Module |
THMHR_EVENTS_CF_DET_OCI_G_7 REFERENCE(DELTA_DER) TYPE THM_DELTA_DERIVATIVE
|
OCI balance det. as in DIG G7(1) | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
15 | Function Module |
THMHR_EVENTS_CF_DET_OCI_G_7 REFERENCE(NEW_OCI_BALANCE) TYPE THM_DELTA_DERIVATIVE
|
OCI balance det. as in DIG G7(1) | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
16 | Function Module |
THMHR_EVENTS_CF_DET_OCI_G_7
|
OCI balance det. as in DIG G7(1) | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
17 | Function Module |
THMHR_EVENTS_CF_DET_OCI_SHORT REFERENCE(DELTA_DER) TYPE THM_DELTA_DERIVATIVE
|
OCI balance det. by caller, according to the shortcut method | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
18 | Function Module |
THMHR_EVENTS_CF_DET_OCI_SHORT REFERENCE(NEW_OCI_BALANCE) TYPE THM_DELTA_DERIVATIVE
|
OCI balance det. by caller, according to the shortcut method | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
19 | Function Module |
THMHR_EVENTS_DET_GLOBAL_EFF REFERENCE(DELTA_DER) TYPE THM_DELTA_DERIVATIVE
|
Given retro and prospective assessment, determine val. | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
20 | Function Module |
THMHR_EVENTS_DET_GLOBAL_EFF REFERENCE(OCI) TYPE THM_DELTA_DERIVATIVE
|
Given retro and prospective assessment, determine val. | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
21 | Function Module |
THMHR_EVENTS_DET_GLOBAL_EFF
|
Given retro and prospective assessment, determine val. | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
22 | Function Module |
THMHR_EVENTS_MAKE_SHORT REFERENCE(I_D_DER_NOCALC) TYPE THM_DELTA_DERIVATIVE
|
Perform the assessment and make the effectiveness calc. | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
23 | Function Module |
THMHR_EVENTS_MM_METHOD REFERENCE(E_BENCH_VAL) TYPE THM_DELTA_DERIVATIVE
|
Determine valuation method for MM instrument | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
24 | Function Module |
THMHR_EVENTS_PERIOD_VALUATION REFERENCE(DELTA_DERIVATIVE) TYPE THM_DELTA_DERIVATIVE
|
Perform the period valuation for a given hr. | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
25 | Function Module |
THMHR_EVENTS_PERIOD_VALUATION REFERENCE(OCI_BALANCE) TYPE THM_DELTA_DERIVATIVE
|
Perform the period valuation for a given hr. | FTHM_HEDGE | EA-FINSERV | EA-FINSERV |
26 | Function Module |
THMHR_LOG_SUM_DELTAS REFERENCE(IM_DELTA_DERIV) TYPE THM_DELTA_DERIVATIVE OPTIONAL
|
Write sum deltas into log | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
27 | Function Module |
THMHR_MEASUREMENT_SHORTCUT REFERENCE(IM_D_DER_NOCALC) TYPE THM_DELTA_DERIVATIVE
|
Effectiveness Calculation of an hedging relationship (shortcut) | FTHM_HEDGING_RELATIONSHIP | EA-FINSERV | EA-FINSERV |
28 | Function Module |
TPM_DTIL_DETERMINE_OCI_AMOUNTS
|
Treasury: Bestimmung der auf OCI zu buchenden Beträge | FTHM_ACCOUNTING | EA-FINSERV | EA-FINSERV |