The detail log shows that only the fixed rate outgoing cash flows have been calculated in the NPV none of the variable rate cash flows have been included. Is this related to configuration? We have looked in all the IMG options and are unsure what is needed to ensure these cash flows are included in the NPV. Thank you very much for any clues you may have for us.
Ravi, thank-you for your reply. We do have the TRM company code addtional data set and there are both incoming and outgoing cash flows in the deal. Also when we calculate the NPV there are no errors in the log but only the outgoing fixed calculations are appearing, in the Variable CFs section there are only zeros in all the future dates.
Hi,
Can you check the cash flow of the IRS deal to check whether the interest rates are picked for the variable leg and the variable leg has some amount to it? If the variable leg is showing as zero value for the interest due dates, then in config under TRM -- general settings -- company code additional data, maintain the settings for planned record update for variable interest rates.
Regards,
Ravi
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