by S.

Nugraha - SAP FICO Consultant

SAP TR-Derivatives Overview

(Cross Currency Swap)

SAP-Derivatives
1. The derivatives transactions protect the company against unpredictable fluctuation exchange rate. 2. The Derivatives area is a sub component of the Transaction manager and is closely integrated with other components. 3. Support to implement cash management decisions in the derivatives area based on the liquidity surplus or deficit determined in Cash Management. 4. It is also closely linked to the Financial Accounting (FI) component since all the data that is relevant for posting in the Money Market area is automatically transferred to FI.

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Cross Currency Swap

Cross Currency Swap transactions are Swap transaction with different currency when payment and receives.

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Master Data

Business Partner
Business Partner Standing
Instruction

Role Category: Counterparty

Transaction Authorization
Money Market House Bank Account ID

Payment Detail

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Master Data : Business Partner (TCode: BP)

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Master Data : Business Roles
Business Counter

Partner General Party

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Master Data
Transaction Authorization (TCode: TBI6)

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Master Data
Payment Detail (TCode: TBI1)

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Cross Currency Swap - Data Entries (Tcode:TO01)
1. 2. 3. 4. 5. 6. 7. 8. 9. 10.
Company Code Product Type (62B) Transaction Type (300) Business Partner Portfolio (DER-09) Amount (USD & IDR) Start Date (USD & IDR)

End Date (USD & IDR)

Interest Rate (USD & IDR) Interest Calculation Method (USD & IDR)

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Cross Currency Swap Create Contract

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Cross Currency Swap Create Contract

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Cross Currency Swap Settle Contract

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Cross Currency Swap Accrual/Deferral

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Cross Currency Swap Accrual/Deferral

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Cross Currency Swap Post Journal

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Cross Currency Swap Post Journal

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Cross Currency Swap Interest Market Data

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Cross Currency Swap