SAP Knowledge Base Article - Preview

3420046 - Transaction TPM60 calculate wrong NPV in case of Brazilian yield curve

Symptom

While using PAR method to calculate the NPV in transaction TPM60 transaction the zero coupon rate of composite curve does not match the summation of zero coupon of yield curve and credit spread curve.

 

 


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Environment

S4HANA 1909,2020,2021

Product

SAP S/4HANA 2022

Keywords

KBA , FIN-FSCM-TRM-MR , Market Risk Analyzer , Problem

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