Skip to Content

I want to derive MTM value for a fixed interest rate bond (04I)

Client wants MTM valuation for a fixed interest rate bond (04I). I entered the security price in FW17 manually but I want MTM value automatically which takes into account yield also.

Add comment
10|10000 characters needed characters exceeded

  • Get RSS Feed

1 Answer

  • Best Answer
    Sep 19, 2017 at 01:50 PM

    Hi Ridhi,

    Are you talking about including accrual amount in valuation ?

    IMG: Financial Supply Chain Management -> Treasury and Risk Management -> Transaction Manager -> General Settings -> Accounting -> Settings for Position Management -> Key Date Valuation -> Define Security Valuation Procedure

    choose your security valuation procedure and enable "use dirty Price"

    The valuation procedure is defined in "Define Position Management Procedure"

    Kind Regards

    Add comment
    10|10000 characters needed characters exceeded