When trying to create Exposure via THMMM i receive the follwoing error:
No flows were found for transaction 10 in company code 1000
Message no. THM_EXPOSURE130
Scenario:
I would like to set up the exposure so that I can make it part of the Hedge plan.
My product is 55A Interest rate instrument (variable IR).I already settled it and in the cash flow plan I see outflows.
I want to perform a Cash flow hedge using and Interest rate swap - Payer 300, i.e. pay fix, receive float.
I checked the table T-code SM30 : V_ZKONGRT5 and the payments are defined, i.e. payment (interest outflow (1200)) is correctly defined as cash out flow and cash inflow, i..e Direction = 0.
I would expect that SAP will see those outflows and I would be able to mark it as exposure.
Can you please help?
PS: I tried looking at THMMM - Money Market didn't got captured as exposure but I could not find an answer...
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