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Re: Request description of fields in TPM13

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HI Eashwar,

 

1. If Valuation Run date is 28th Feb, in your TCURR Table, USD EUR spot rates should be maintained as on 28th Feb.

 

2. Also the rates maintained in AT15 Table should be as on 28th Feb and the Term should be mentioned as 31 days (i.e. Contract Date - Valuation Date).

 

After you've done these two changes, please run your TPM1 valuation run. Also, please check the swap rate you are updating in the AT15 Table. It should be the value of the contract as on 28th of Feb. Ideally it should not be possible to achieve these rates in advance.

 

Regards,

Rohit


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