Purpose
This program is used to update the expected settlement flow as items incash management for currency options with cash settlement that are notyet exercised. The amount is determined by the net present value in thecase of basket options, by the difference between the current averagesecurity price and the market price for average rate options, and by thedifference between the exercise price and the current market price forstandard options. These items are removed again if the option isexercised or expires.
This report is designed to be a utility program which should bescheduled as a job. No log is generated. The changes carried out can beseen in the change documents of the transactions concerned.

Prerequisites
The current spot rates are maintained in the currency table.
You must maintain the risk analyzer Customizing settings for valuatingbasket options if these options are to be processed.