TPM1 "NBV eC VC" in Swap/margin accrual

[Former Member]

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

[grigoriy_babitskiy]

Also you can check: Swap-Margin+Accrual-Deferral and Swap-Margin+Accrual-Deferral 2

[nelsmortensen]

Hi Grigoriy

I have the same issue. Read the description, but unclear what date is used for "Date last valuation" if it is the first time it is run?

Thanks.

[grigoriy_babitskiy]

Hello, Konstantine.

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

[Former Member]

Number in question highlighted. Thanks!!

[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.