Monthly Archives: July 2011

Futures–Valuation of a Position in a Foreign Currency

In this, I try to make an attempt to explain the valuation logic for futures in SAP where the position currency is different from the valuation currency (read…..Local Currency). I am not sure whether I will succeed. But anyway here … Continue reading

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SAP Process–Index Futures, Repo…….

In this, the following process are covered: Index Futures, Repos with Collateral Transfer, Interest Rate Swap, Forward Rate Adjustment (FRA) and OTC Forex European Currency option cycle where settlement is ‘Physical Exercise’

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