Solution : https://service.sap.com/sap/support/notes/333448 (SAP Service marketplace login required)
Summary :
SAP Note addresses an issue in the currency conversion during net present value (NPV) calculations where amounts are incorrectly multiplied instead of divided. This results in inaccurate currency conversions, specifically noting DEM to EUR conversion errors. The root cause is linked to inexact data types utilized in conversions. Provided solutions include implementation of corrections and integration of new error messages (603 and 604) in the T0 message class, specifically handling discrepancies in exchange rate and reference currencies. Additionally, adjustments ensure linearity in value at risk calculations for forward exchange transactions by limiting the gamma item influence.
Key words :
additional key words currency conversion, exchange rate type & / & differthe correction, system inexactly converts currency amounts, exchange rate type & / & differmessage number 604, exchange rate factors bid/, forward exchange transactions, float data type, reference currencies bid/, inexact data types, message class t0
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