Dear Marie,
Thank you for your helpful answer ,
using the formula from the sap help
'=(Key date of current valuation” – “date of last valuation)/(payment date” – “contract date + 2 days)
i got the value as below and because of this is the first valuation i assume that date of last valuation = contract date . I'm not sure whether my assumtion is correct or not
=(30/3/2013 -1/1/2013) / (30/4/2013- 3/3/2013)
=88/117
and when i appliy the result above with the SWAP value (0.225090000) which i got from when i create a contract
=0.225090000 * (88/117)
=0.1692
the result doesn't equal with the result from TPM1.
I'm not sure which step i did wrong , please kindly suggest
Thank you and best regards,
AJ