SAP Note 27305 - Cash Management/Forecast update Treasury does not work

Symptom:

The update of Cash Management and Forecast does not work for the Treasury components:
Loans
Securities
Foreign currencies, money market transactions, derivatives.

Other terms

Options, cash position, liquidity forecast

Reason and Prerequisites

Presumably, the requirements for the update are not fulfilled.

Solution
See the report documentation on the respective layout report. This documentation also describes which preconditions must be met for the Cash Management and Forecast update to work. The reports are called:
RFFDDA00 for loans
RFFDWP00 for securities
RFFDTR00 for foreign currencies, money market transactions, derivatives, as of Release 4.6* security transaction management.

If you meet all described preconditions and the update into Cash Management and Forecast still does not work, the best thing to do might be to set a breakpoint in the corresponding function module and then to check for one of the delivered rates why this rate is not recognized as relevant for Cash Management and Forecast.
The function modules are called:
CASH_FORECAST_LOANS_CHECK for loans
CASH_FORECAST_SECURITIES_CHECK for securities
CASH_FORECAST_TREASURY_POST for foreign currencies, money market transactions, derivatives.

Since the CASH_FORECAST_TREASURY_POST function module is sometimes called up in the update program, you must activate the update debugging using the 'Settings' function when debugging.Since the update debugging may cause data inconsistencies it should only be activated in test systems.