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Mar 02, 2011 at 01:36 PM

CC IRS - is FX valuation relevant for EoP and TPM18 at maturity

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Hi,

let's assume you entered into Cross Currency interest rate swap in e.g. EUR against USD, where both or at least one of currencies are foreign to a Company code.

my questions are the following:

--- at End of Period - if you have certain FX rate fluctuations against your local currency (which is the case usually), would you normally reflect that in valuation;

--- at the maturity of instrument - also if you have certain FX rate changes against your local currency (which is the case usually) - should some Derived business transaction be generated during TPM18;

--- if both answers to previous questions are positive, could you suggest what areas in Customizing should I check to make it possible.

thanks in advance for your time and effort.

Rgds,

Renatas