Can someone please let me know how the the forex swap points are calculated from AT15 table in TPM60?
Example: I have a FX contract between X and Y currency with a value date of Dec 26th. I run the TPM60 with a key date valuation of Nov 29th(last working day in November) Suppose we use a work day calendar.
I have the following most recent AT15 rates available for these two currencies:
From currency To Currency Term Rate
X Y 1 A
X Y 7 B
X Y 15 C
X Y 31 D
Would the rate from all these terms would be taken during calculation? How would SAP calculate the exact forex swap points till 26th of December in TPM60 on 29th of November?
Thank you!