The product feature TRM, Credit Spreads
enables you to do the following:
Automatically import credit spread market data (for example, using datafeed) or enter it manually.
Flexibly process credit spreads for different types of reference entity, such as business partners, security IDs, or company codes.
Add credit spread curves to discounting yield curves (supported by the dynamic derivation of corresponding spread curves from financial transaction attributes and position attributes). The price calculator then takes these into consideration when calculating mark-to-market net present values.
Consider credit spreads in scenario administration (transaction TV21
) and market data shifts (transaction JBR0
).
Technical Name of Product Feature | ERP-FIN-TRM-CS-1 |
---|---|
Product feature is | new |
Country Dependency | Valid for all countries |
Software Component Version | EA-FINSERV |
Application Component | FIN-FSCM-TRM |
Availability | SAP enhancement package 5, Support Package 14, for SAP ERP 6.0 SAP enhancement package 6, Support Package 12, for SAP ERP 6.0 SAP enhancement package 6 for SAP ERP 6.0, version for SAP HANA 1.0, Support Package 07, for SAP ERP 6.0 SAP enhancement package 7, Support Package 04, for SAP ERP 6.0 |
Required Business Functions |
Note When you want to use all functions for this product feature, you also have to activate the business function TRM, Zinskurven-Framework (reversibel) ( End of the note. |
New Functions in the Area Menu
Under
, you find the following new functions:Create Reference Entities for Business Partners
(transaction RMREBP
)
Maintain Reference Entities
(transaction RMRE
)
Enter Credit Spreads
(transaction RMCSM
)
The new function Assign Reference Entities to Business Partners
(transaction RMBPRE_ASSIGN
) is available under .
Changed Functions
The function Define and Set Up Evaluation Type
(transaction S_KFM_86000118
), which is also available in the Customizing has been enhanced with the credit spread curve settings on tab page Evaluation Control
for the evaluation type and also for the valuation rule specific settings.
New Customizing Activities
Under Credit Spread Curves
:
Define Credit-Spread-IDs
Define Credit Spread Curve Structures
Under
, you find the following new Customizing activities:Define Reference Entity Derivation IDs
Spread Curve Derivation
BAdI: Derive Reference Entities for Your Own Companies
BAdI: Derive Reference Entities for Business Partners
Under Credit Spreads
and below the new Customizing activity Convert Codes for Quotation Types
.
Under
, you find the following new Customizing activities:Under node Define Datafeed Conversion Codes
the new activity Convert Codes for Credit Spread Quotation Types
Define Credit Spreads
See also: