References to Other Transactions

Referencing another transaction is the easiest way to set up an elementary transaction for a generic transaction. In this case, the elementary transaction is merely a reference to an existing transaction, and otherwise contains no information. We make the following distinctions between transactions referenced by an elementary transaction:

  • External transactions outside of Risk Analysis, referenced by an object number (TFORM 401)

    For transactions that have already been created in the SAP system, you can simply enter the object number of the transaction in the Original Trans. field in the References to Original Transaction data group .

    Note Note

    Before searching for an original transaction in the system, you have specified which type of elementary transaction you require by entering the transaction form (TFORM). The search for suitable original transactions in the system does not take into account your preselection. You must ensure that an elementary transaction with a particular TFORM also contains a reference to an appropriate transaction. In the input help for the Original Trans. field, you can distinguish between the following transaction categories: Loans , Financial Transactions ( Money Market/Forex/Derivatives ), Positions ( sec./DTB ), Forward Transactions , Accounts , and Non-Interest-Bearing Positions . However, it is the transaction form of the elementary transaction that is most important for the price calculator.

    End of the note.

    In Risk Analysis, references of this type are removed directly and consequently the transactions replace the corresponding elementary transaction in the generic transaction. If, for example, you reference a cap in Treasury (TR), then at the time of valuation in Risk Analysis a fully structured sequence of caplets will be available under the elementary transaction that references the cap.

  • External transactions outside of the SAP system, referenced by an external number (TFORM 403)

    For transactions outside of the SAP system enter an external transaction identification number of up to 20 digits. This number is used as an anchor point in the data pool.

    References of this type are never removed, as the SAP system cannot use the external data storage structure. Using external transaction numbers for valuations only makes sense if you are using an interface for an external price calculator.

  • Complex Additions to TR Classes (TFORM 402)

    This form of generic transaction is intended to combine security positions with other elementary categories, to integrate them with the flexibility of the generic transaction. Complex class additions are defined within a generic transaction, but are not complete generic transactions yet, as they contain no position information. Only after position selection in the course of a risk evaluation do they become complete generic transactions that relate to the position in the relevant class.

    When you create generic transactions with the transaction form 402 you must enter the value 9 (class supplement as generic transaction) in the Cat. field in the generic transaction master data. In the same screen, the security ID number of the class has to be entered in the Extended class data group .

    In the hierarchical depiction of the generic transaction, you have to create a central elementary transaction with the transaction form 300 (Complex Class). No other information is necessary. Underneath that, in the next level, you must create another elementary transaction with the transaction form 010 (Stock) or 021 (Bond). In the header of the stock or bond, enter the security ID number of the class in the Security ID number field. You have now created a link to the Risk Analysis position selection.

    Now you can assign as many transaction additions in the form of additional elementary transactions to the security position as you like.