001

Mortgage/Interest Rate Instrument

002

Loans

010

Stock

If you use the transaction form Stock as an underlying for an OTC option, the purchase/sale indicator is irrelevant. You make the system aware of this by specifying whether the option is a call or a put.

013

Index

021

Bond

030

Warrant

041

Foreign Exchange

042

Fixed-Term Deposit

043

Deposit at Notice

044

Commercial Paper

049

Caplet/Floorlet as Underlying

If the Convexity adjustment is active for a risk analysis evaluation, the Number of days field in the Calculation methods field group for the caplet/floorlet cash flow has to be filled.

050

Cap/Floor/Collar

061 OTC Option

051

Swap

052

FRA

055

Future

060

Listed Option

061

OTC Option

The strike of the option must be entered directly.

Transaction form of the underlying

For caps, floors, and collars this is 049.

062

Complex OTC Option

You can use this option to depict a right of notice (for example, for bonds or loans).

You do not need to enter the strike of the option. The system determines this automatically.

Only the following transaction forms are permitted as underlyings:

063

Exercise Opportunity for a Bermuda Option.

Underlying, for example, transaction form 042 (fixed-term deposit) and further Bermuda options (transaction form 063).

065

Forward Volatility Agreement

070

Accounts

100

Fixed Cash Flow

120

Non-Interest-Bearing Position

200

Complex Financial Transaction

With this transaction form you can group together several transactions and allow them access to Risk Analysis as one single transaction.

Subtransaction

300

Complex Class

This transaction form is used to combine security positions with other elementary transactions. It only makes sense to use this with category 9 generic transactions (class supplement as generic transaction).

For example, transaction forms 010 (Stock), 021 (Bond) or 062 (OTC Option).

401

Reference to an Original Transaction

Transaction in the SAP system: The Start of term field is only interpreted if this elementary transaction is used in the highest hierarchy node.

402

Reference to ID Number

It only makes sense to use this sort of reference as an elementary transaction with transaction form 300 if you are creating a category 9 generic transaction (Class Addition as Generic Transaction).

403

Reference to an external transaction