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Re: Swap accural/defferal in TPM1

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HI Pankaj,

 

in addition to Nikunj, the no of days for Valuation is always calculated based on T+2 rule (maintained as default in Config). So in your first case when the Key Date is 30.11.2014 and Contract date is 28.11.2014, calculation of Swap will be 0 considering 28.11.2014+2 = 30.11.2014. If you try to valuate the same contract for say on 02.12.2014 you might get the results.

 

SAP Calculates No of Days like this :

“Key date of current valuation” – “date of last valuation” / “payment date” – “contract date + 2 days”

 

So in your case, 30.11.2014 - (28.11.2014+2){considering 30.11.2014 is the first Valuation date} / 27.01.2015 - (28.11.2014+2) = 0

 

Regards,

Nikhil


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