| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| CURR | THM_CURR_DER | C | 5 | Currency of the designated volume of the derivative | ||
| DATE | THM_CALCULATION_DATE | D | 8 | Date of calculation | ||
| DELTA_DERIVATIVE | THM_DELTA_DERIVATIVE | P | 9 | Delta in derivative cash flows | ||
| HR | THMHR_HEDGE_REL | 0 | ||||
| TEST | C | C | 0 | X | Valuation test mode |
| Parameter | Reference | Type | Length | Text |
|---|---|---|---|---|
| EX_P_DLOG_ASSESS | REF TO CL_DETAILED_LOG_THA | 0 | Detail Log of Effectiveness Test | |
| EX_P_DLOG_MEAS | REF TO CL_DETAILED_LOG_THA | 0 | Detail Log of Effectiveness Test |
| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| OCI_BALANCE | THM_DELTA_DERIVATIVE | P | 9 | Delta in derivative cash flows |
| Exception | Text |
|---|---|
| BADI_NOT_ACTIVE | BADI not active |
| BAD_DB_ACC_FOR_HR | |
| EFFECTIVENESS_ERROR | |
| NO_CUSTOMIZED_STRAT | |
| NO_STRAT_FOUND |