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Former Member
Jul 08, 2011 at 06:12 AM

NPV of FX Forward Contracts


Hi coleagues

We currently have forward contracts 60A and forward hedge accounting transactions (60B). With the current configuration we are able to execute NPVs for 60Bs (hedge accounting transactions) but on 60As NPVs are not generated. I would like to find out why are NPs are not generated on 60As, what configure can i change to allow NPVs to be calculated on 60As as well. Secondly From a business poiint of view is NPV calculation of forward contracts(60As) different from hedge accounting forwards transactions (60B)

Thank you in advance


Edited by: Victor Nkomo on Jul 9, 2011 10:26 AM