Calculating Bond Prices 

Use

The system saves the prices calculated by this function in the R/3 price/rate table under the selected rate/price type. You can then use these prices in Treasury Management (for example, to value securities positions or for evaluations).

Procedure

  1. Choose Accounting ® Treasury ® Market Risk ® Tools ® Storage ® Calculated Bond Prices.

    2. The Price Calculation for Securities (Bonds) selection screen appears (report program RFTVBW29).

  2. Select the securities by entering the product type and class.
  3. In the Calculation control section, choose the current date and evaluation type.
  4. In the Control of save function section, choose the price type and the exchange under which you want to store the calculated values. You can use the test run indicator to simulate the calculation.
  5. Choose Execute.

Result

The system calculates the prices for the bonds you have selected and saves them to the price/rate table.