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Re: FSCM-TRM-TM: Creating positions for cross currency swaps

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Hi Sebastian,

 

I can imagine that a (very) simple key date valuation (no reset, no hedge mgmt) could be done in the BAdI TPM_TRL_MANIPULATE (method MANIPULATE_VALUATION_FLOWS + adaption of MANIPULATE_DERIVED_FLOWS to respect the former valuations).

 

But as said, so far, only the realizations (DBTs) are implemented as a sample BAdI code and no key date valuation, so this would be a customer own development.

 

Best regards,

Marie


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