Thank you Balji. I had the configuration as you mention(see below)
But the point i have seen is that the fixed Cash flows should be calculated with the real interest rate(5,10%)(Risk Free Rate(2%) plus Credit Spread Rate(3,10%)), but the system takes the 2%.
And the only workaround in the system that I see, is entering the deal with the 5,10% interest rate, enter the Credit Spread(as an implicit spread, not as an explicit spread), and run the TPM60 flagging the Evaluation parameter Risk Free Net Present Value, to see the differences in NPV due to discounting with or without Credit Spread.
Any hint to do it the other way round, I mean for being able to enter the Credit Spread as an explicit spread??