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Former Member

Derivatives MTM Repotes

Hi,

I want to know which are the MTM derivatives Reports for day to day reporting, T-code TXAK is doing only one deal at the time, we cant do multiple option price calculation.

Regards,

Vishal

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  • author's profile photo Former Member
    Former Member
    Posted on Nov 10, 2009 at 11:50 AM

    HI Vishal,

    Could you please specify what kind of report you are expecting and for which product exactly?

    For Options & Futures different valuation programs should be run based on the Settlement category (future/Normal). For future based products TPM25 and PMVM can be used. For "Normal' TPM1 will do the valuation for Options Trading.

    Regards

    Prasad AV

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  • author's profile photo Former Member
    Former Member
    Posted on Nov 10, 2009 at 12:39 PM

    Hi,

    We take Cross Currecy Swap (CCS) & Interest Rate Swap (IRS) option.

    In TXAK t-code CSS & IRS option price calculation is done but all transaction punch separately. Which report is available for price calculation all deal wise without punch data ?

    Regards,

    Vishal

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