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Former Member

TPM1 "NBV eC VC" in Swap/margin accrual

Could you help understand how NBV eC VC calculates in TPM1 for an FX forward transaction?

Note, in the calculation one box is Security valuation, and this has values from TPM60.

The second box is Swap/margin accrual. And this is where NBV eC VC is in question.

Thanks

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2 Answers

  • Dec 16, 2016 at 12:02 PM

    Hello, Konstantine.

    Can you post a screenshot of your TPM1 transaction with results.

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    • Former Member

      I figured this! It's just the valuation + accrued monthly forward points.

      Not sure how it makes sense to put these together, but whatever.

  • Dec 16, 2016 at 01:00 PM
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