on 02-03-2011 12:58 PM
Hi,
does anybody know, how the generation of Initial Margin flows for Futures/Options on Futures works, when having set the flag "Generate Initial Margin Flows" in the customizing of Transaction Types (EhP4/SP08)?
Which additional settings are necessary?
Thanks in advance for your help!
Kind regards,
Lorenz
Thanks to the hint, I was able to setup the customizing
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Hi Lorenz,
you need to do the following Customising settings:
-#1- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Condition Types -> Define Condition Types -> Check/ Create condition of type Condition category 'Initial margin';
-#2- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Condition Types -> Define Condition Groups -> Check/ Create group for the above mentioned condition type initial margin (step #1);
-#3- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Condition Types -> Assign Condition Types to Condition Groups -> Check/ Assign the above mentioned condition (step #1) to the condition group (step #2);
-#4- Treasury and Risk Management -> Transaction Manager -> Listed Derivatives -> Master Data -> Product Types -> Define Product Types -> select your Product type and in fields Group 'Margin' in field 'Condition group' specify required Condition group (step #2).
also, this Initial margin should be defined in FWZZ tab 'Conditions' during Class definition.
hope it will help you.
Rgds,
Renatas
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Hi Renatas,
thanks a lot for the quick & helpful answer!
To complete the steps necessary for automatic creation of IM-flows, here the settings I did to make it run:
Customizing:
- Define Condition Type for IM
- Define CondGroup for IM
- Assign CondType to CondGroup
- Assign CondGroup to Product Type
- Define Update Types for IM (+/-); assign to Usage 1
- Assign Update Types to Flow Types
- Assign Update Types to PosChangeCat (1000)
- Define Update Types as Posting-relevant
- Assign Update Types to Posting Specs
Process:
- Add condition IM to class
- Create deal => IM-flow automatically created in tab Other Flows
Best regards,
Lorenz
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