Skip to Content

Archived discussions are read-only. Learn more about SAP Q&A

Forex valuation of accruals

Hi friends,

We are implementing TRM in ECC600 SP17.We use differential accrual procedure, and not reset procedure.

The valuation steps has only FX valuation for the Interest rate instrument.

We book the accruals at month end with TBB4, and not TPM44. After booking the accruals, when i do TPM1 to evaluate the position, it just valuates the nominal and not the differential accruals posted earlier.

Questions:

1. What was the change in TPM44 from TBB4?

2. Any idea why TPM1 doesnot pick the accrual flows? In that case we have to do the FX valuation of the accruals from the ledger in FI. This is slightly inconsistent, as we evaluate deals in TRM and accruals in FI.

Best Regards!

Sandip

Former Member

Helpful Answer

by
Not what you were looking for? View more on this topic or Ask a question