How To Fix TPM_THXE1112 - Hedging rel. &1/&2: Fixed leg NPV is only supported for IR swaps

SAP Error Message - Details

• Message type: E = Error

• Message class: TPM_THXE1 - message class for effectiveness test

• Message number: 112

• Message text: Hedging rel. &1/&2: Fixed leg NPV is only supported for IR swaps

What causes this issue?

The derivative instrument is not an interest rate swap.

The system issues an error message and will not allow you to continue with this transaction until the error is resolved.

System Response

Fixed leg NPV is supported for interest rate swaps only.

How to fix this error?

Assign an interest rate swap to the hedge relationship.

Procedure for System Administrators

Error message extract from SAP system. Copyright SAP SE.