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Incorrect Calculation in TPM18

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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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