Security (TPM12-04I,04J,01A,02A) positions fund wise calculations

[prasadraju]

Dear All,

We are developing Customized report (similar like TPM12,TPM13,TPM20) currently working on TPM12 Report.

Requirement:

Need to Bifurcate security positions (Purchase and Sales - 04I,01A,02A) into 4 funds and we are assigning these fund name in TS01 (Administration tab in assignment field)

Each purchase and sale (Nominal amount, purchase value, Acq purchase value, Am Acq Val pc,vc, Amortization pc,vc, Book value pc,vc) should bifurcate the amounts seperately into these funds and total position values should match with TPM12 report.

Status and issue facing:

We have already included the logic for purchase and values are coming correctly, but at the time of Sales process few fields are calculating incorrectly compared to TPM12 report which are (PVal.PC, PVal.VC, Amort.PC, VC)

1. How does purchase value PC,VC calculates after partial outflow ( sale ) having premium and discount method? Please suggest formulas to include in the ABAP program.
2. How does system calculates translation of purchase value after partial sale and do we have any table (TRLT_DERIVFLOWS) other than this table having with primary key to fetch the data?
3. Each purchase (Se1000) and sale (se2000) will be having different fund types (phfund, shfund,ucfund), we are unable to calculate the values for multiple purchase and sales in same ID. Since we are not getting any unique field (like Transaction no) to fetch the single values into total values like TPM12 initial screen.
4. Do we have any other other integration options to achieve this kind reports.

Please request to provide your valuable advice it helps me a lot.

please find the attached screen shots for your ref.

1. fund-type-in-ts01.jpg

2. standard-tpm12.jpg

3. ztpm12.jpg

4. flows.jpg

[prasadraju]

Hi Grigoriy,

Below Business functions are already activated and Business function FIN_TRM_LR_FI_AN_3 is not available

But in Define and Assign Differentiations settings, already positions are maintained in Portfolio level.

when i try to assign terms it doesn't allowing new entry as (fund) and in drop down its showing only portfolio and sec acct.

If we change differentiations criteria does we have any impact to current positions in the report TPM12,TPM13?

please advice.

Thank You.

[grigoriy_babitskiy]

What about standard solution for fund: https://blogs.sap.com/2014/10/03/trm-psm-integration-index ?

[prasadraju]

Hi Grigoriy,

Below Business functions are already activated and Business function FIN_TRM_LR_FI_AN_3 is not available

But in Define and Assign Differentiations settings, already positions are maintained in Portfolio level.

when i try to assign terms it doesn't allowing new entry as (fund) and in drop down its showing only portfolio and sec acct.

If we change differentiations criteria does we have any impact to current positions in the report TPM12,TPM13?

please advice.

Thank You.

[Gustavo_Vazquez]

Hi Prasad,

This scenario is posible if you assign differentiations in the Valuation Area (ie portfolio, Sec.Account Group, etc).

IMG: Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager -> General Settings -> Accounting -> Settings for Position Management -> Define and Assign Differentiations

You could manage to reproduce FSCM-TRM module in your report, but still there could be differences.

If you créate a new valuation área, and assign differentiation criteria, could it help ?

Kind Regards

[prasadraju]

Dear Gustavo,

In differentiation criteria already positions are assigned in portfolio level.

we are able to split the bond purchase values fund wise.

exact problem we are facing as per standard system for every bond after sale activity translation of purchase values will calculate.But we are not sure how actually system calculates (TPM27,TPM18) in the back end, if this calculation is clear we can able to split the above two fields at fund wise.

We tried calling up functional module also but not sure how values are calculating.

could you please help on this point.

[Gustavo_Vazquez]

hi Prasad,

Could you give an example ?

Calculation for P/L on bond sale is based on the method average, LIFO, FIFO, HIFO, LOFO .

In the sale procedure , the translation is the value at which the bond was bought (or the system calculated it was bought). Then you have P/L for that sale.

Please, let ,m eknow your doubts.

Kind Regards