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 - Make Interest rate adjustments manually.
3. TBB4 - to post monthly accrual of interest.
3. TBB1 - Posting transactions on interest payment dates
Please let me know if I am missing any step.
2. For example, we have created a swap instrument for USD and JPY with respect to ECB's.
We have to valuate the ECB swaps so that reset happens only in USD not in JPY.
When I do TPM1, it resets in JPY only. How can we achieve this?
3. what are the pre-requisities settings for calculating NPV through TPM60?
Thanks,
Kamal