Dear Experts,
1. What is the standard process flow for cross - currency swap?
I have gone through the below link but it does not say anything about Valuation and NPV Calculation of Swaps
http://help.sap.com/saphelp_46c/helpdata/en/41/9b9298d5e611d2a6330060087d1f3b/content.htm
1. TO01 - Creation of swap instrument
2. TI10 - Interest Rate Adjustment
3. TBB1 - Posting transactions on interest payment dates
2. For example, we have created a swap instrument for USD and JPY.
We have to Valuate the swaps such as the reinstatement happens only in USD not in JPY.
Please suggest me how to achieve the above requirement?
3. what are the pre-requisities for calculating NPV?
4. What is the process for calculating NPV?
Thanks,
Kamal