derivative hypothetical co to jest
ABAP definicja hypothetical derivative. Co znaczy that is designed for the fair value effectiveness.
Znaczenie derivative hypothetical definicja.

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Definicja hypothetical derivative


Fictitious hedging instrument that is designed for the fair value effectiveness test for cash flow hedging relationships. The hypothetical derivative is generated individually for all hedging instruments in a cash flow hedging relationship. It takes the form of a swap whose variable side describes the portfolio of the hedged transactions in the hedging relationship:

The nominal volume is the same as the nominal volume of the current swap. The variable side is based on the reference interest rate that is stored in the hedging relationship. For those hedging instruments that have not been designated, the reference interest rate is taken from the hypothetical derivative environment. The coupon for the fixed side is calculated so that the NPV of the swap is zero when the hedge is designated

SAP przykład użycia HYPOTHETICAL-DERIVATIVE pomoc. Jak działa hypothetical-derivative kod programu ABAP. Wykorzystanie kodu Hypothetical-Derivative w programie funtion module SE37. Obsługa funkcji hypothetical-derivative w klasie.

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