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position
management procedure
Definition
The position management procedure function
controls
- whether amortization flows and price
gains/losses flows are calculated for business transactions which affect the
position, and if so, which procedure is used.
- whether flows resulting from amortization on
the key date are calculated, and if so, which procedure is used.
You assign one of the following
position management procedures to a position according to the company
code, product type and valuation class:
- No amortization flows for business
transactions which change the position
- No amortization flows for amortization on the
key date
Note: Use the net
SAC procedure for new zero bonds!
- Amortization flows are calculated according to
the Scientific Amortized Cost Method (SAC) for position outflows.
- The amortization flows are calculated
according to the Scientific Amortized Cost Method (SAC) for amortization on
the key date.
- The amortization flows are calculated
according to the Linear Amortized Cost Method (LAC) for position
outflows.
- The amortization flows are calculated
according to the Linear Amortized Cost Method (LAC) for amortization on the
key date.
- The amortization flows are calculated
according to the Linear Amortized Cost Method (LAC) for position
outflows.
- Premiums/discounts are generated for position
inflows.
- The amortization flows are calculated
according to the Linear Amortized Cost Method (LAC) for amortization on the
key date.
- The amortization flows are calculated
according to the Scientific Amortized Cost Method (SAC) for position
outflows.
- The amortization flows are calculated
according to the Scientific Amortized Cost Method (SAC) for amortization on
the key date.
- The amortization flows are calculated
according to the Scientific Amortized Cost Method (SAC) for position
outflows.
- Premiums/discounts are generated for position
inflows.
- The amortization flows are calculated
according to the Scientific Amortized Cost Method (SAC) for amortization on
the key date.
- SAC valuation (to the
day)
- No amortization flows for business
transactions which change the position.
- The amortization flows are calculated
according to the Scientific Amortized Cost Method (SAC) for amortization on
the key date.
- LAC valuation (to the
year)
- No amortization flows for business
transactions which change the position.
- The amortization flows are calculated
according to the Linear Amortized Cost Method (LAC) to the year for
amortization on the key date.
- LAC valuation (to the
day)
- No amortization flows for business
transactions which change the position.
- The amortization flows are calculated
according to the Linear Amortized Cost Method (LAC) to the day for
amortization on the key date.