Diagnosis
The flow types for the currency swap postings for the premium/discounthave not been defined or the settings are incomplete.

System Response
Processing is terminated.

Procedure

• Maintain the flow types.

For each flow type which is in flow category "TA" and flagged asrelevant for accrual/deferral, you need to create currency swap flowtypes as in the example below.
Define flow types
Assign offsetting flows

• Define account determination for the flow types.

Define account determination

Example
To enable a currency swap posting to be made for the discount flow type0165, you need to make the following settings:
Create flow types for inflows and outflows:
0950 A_Currency swap disc. outflow:
Flow category : "____"
Calculation cat. : "____"
Activity indicator : 08
Activity category : 0024
Assets/Liab. : 0
0952 A_Currency swap disc. inflow:
Flow category : "____"
Calculation cat. : "____"
Activity indicator : 07
Activity category : 0023
Assets/Liab. : 0
Assign offsetting flows:
Relationship 100: TR-LO euro currency swap premium/discount outflow
Flow type:
0165 A_Discount debit pos. rec.
Reference flow type:
0950 A_Currency swap disc. outflow
Relationship 101: TR-LO euro currency swap premium/discount inflow
Flow type:
0165 A_Discount debit pos. rec.
Reference flow type:
0952 A_Currency swap disc. inflow
You need to set up account determination for the flow types to ensurethat outflows from the "deferrals" account are posted to a currencyswap account, and the inflows returned from the currency swap accountare posted back to the "deferrals" account. The "deferrals" accountmust be the same as the account for the flow type "0165 A_Discountdebit pos. rec.".