on 04-09-2019 6:16 AM
Dear Members,
Upon executing TPM 18 for transaction type 60A, the system is behaving in two ways:
i) Calculating the derived transactions as a difference between the Currency buy & sell rate (hedge rate), and the market rate of the contract maturity. This is correct.
ii) Calculating the derived transaction as a difference between the currency buy & sell rate (hedge rate), and the market rate of the contract creation date. This is wrong
The derived transaction should always be the difference between the purchase rate & the market rate as per the contract maturity date.
Can someone advise why is this happening and how can I fix this?
Thanks!
-Ali
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