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
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.
Fixed leg NPV is supported for interest rate swaps only.
Assign an interest rate swap to the hedge relationship.
Error message extract from SAP system. Copyright SAP SE.
TPM_THXE1112
- Hedging rel. &1/&2: Fixed leg NPV is only supported for IR swaps ?The SAP error message TPM_THXE1112 indicates that there is an issue related to the Net Present Value (NPV) calculation for a hedging relationship in the context of interest rate (IR) swaps. Specifically, the error states that the fixed leg NPV is only supported for interest rate swaps, which means that the system is trying to perform an operation that is not applicable to the type of financial instrument being processed.
Cause: Incorrect Instrument Type: The error typically arises when the system is attempting to calculate the NPV for a fixed leg of a financial instrument that is not an interest rate swap. This could happen if the instrument is a commodity swap, foreign exchange swap, or another type of derivative that does not support fixed leg NPV calculations.
Configuration Issues: There may be configuration settings in the SAP system that are not correctly set up for the specific financial instruments being used. Data Entry
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