How to use FTR_CSPRD - Credit Spread - OTC Transactions

FTR_CSPRD - Overview

• Transaction Code: FTR_CSPRD

  Description: Credit Spread - OTC Transactions

  Release: S/4HANA and ECC 6

  Menu Path:

  • Accounting > Financial Supply Chain Management > Treasury and Risk Management > Basic Functions > Market Data Management > Manual Market Data Entry > Credit Spreads > Enter Credit Spreads for OTC Transactions

• • Program:

    Screen: 0

    Authorization Object:

  • Development Package: FTTR

    Package Description: Treasury: Financial Transaction

    Parent Package: FS_TRM

  • Module/Component: FIN-FSCM-TRM-TM-TR

    Description: Transaction Management

FTR_CSPRD - Details

• SAP Tcode: FTR_CSPRD - Credit Spread - OTC Transactions

  
  Overview: 
  FTR_CSPRD is an SAP transaction code used to manage credit spread transactions for over-the-counter (OTC) derivatives. It is used to calculate the credit spread of a derivative contract and to store the results in the system. 
  
  Functionality: 
  FTR_CSPRD enables users to calculate the credit spread of a derivative contract and store the results in the system. The credit spread is calculated based on the current market conditions and the terms of the contract. The results are stored in a database, allowing users to easily access and analyze them. 
  
  Step-by-step How to Use: 
  1. Enter the transaction code FTR_CSPRD into the SAP system. 
  2. Enter the details of the derivative contract, such as the underlying asset, maturity date, and strike price. 
  3. Enter the current market conditions, such as interest rates and volatility. 
  4. Calculate the credit spread of the contract by clicking “Calculate”. 
  5. The results will be displayed on screen and stored in a database for future reference. 
  
  Other Recommendations: 
  It is recommended that users familiarize themselves with the terms and conditions of OTC derivatives before using FTR_CSPRD. Additionally, users should ensure that they have access to accurate market data before calculating credit spreads.