For TR-TM data conversion,
To create master data (business partner, securities class ID, etc.) and transaction data (fixed term deposit, FX transaction, etc.); use LSMW with BAPI option.To know which BAPIs and corresponding Business objects to use, try tcodes FTR_BAPI and BAPI.
To post to Treasury subledger at transaction level without impacting accounting (to capture historical flows); use TBB1_LC.
At position level, if you want to capture historical flows, change the settings of relevant SAM* update types to "not relevant to posting" and then post thru FWSO/FWZE and then turn the setting back on at go-live.
To capture valuation of securities thru go-live, use TPM72 and TPM1 to capture NPV at go-live date.
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Mani