| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| CF_CAT | THM_CASH_FLOW_EFF_CAT | b | 1 | THM_CASH_FLOW_EFF_CAT | ||
| DELTA_DER | THM_DELTA_DERIVATIVE | P | 9 | Delta in derivative cash flows | ||
| HEDGE_CAT | THM_HEDGE_CATEGORY | N | 2 | Hedge category | ||
| IM_VAL_AREA | TPM_VAL_AREA | C | 3 | X | Valuation Area | |
| MEASURE | THMHRT_MEASURE | u | 136 | Effectiveness measurement result | ||
| RETRO | XFELD | C | 1 | Checkbox | ||
| SHORTCUT | THM_SHORTCUT | C | 1 | Hedge Management: Shortcut method |
| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| OCI | THM_DELTA_DERIVATIVE | P | 9 | Delta in derivative cash flows |
| Exception | Text |
|---|---|
| ERROR_DETERMINING_OCI | Error calculating the OCI balance |
| ERROR_READING_DATA | Error reading data |
| ERROR_WRITING_DATA | Error writing to the database |