Alexander Usoltsev wrote:
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(as far as I know it doesn't take into account interest flows).
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I'll just show you screen shot from TPM60 valuation. Future Interest flows (222,22) and accrued amount of interest (44,44) could be included in calculation.
I believe amortization has its own benefits, but please note also that partial reclassification could be a problem in such a case. I mean transfer of short term part of a long term liability. At least for us this is the main reason we are not using Amortization procedure for money market.
Probably you know how to cope with that. I really appreciate your input.
p.s I've sent you invite on linkedin.