Valuation Procedure to calculate Fair Market Value

Hi Treasury Experts,
In the Treasury Hedge Management component we are looking for a valuation procedure which can handle the calculation of the Fair Market Value of the financial transactions in line with the standard FAS133 accounting standard.
We have financial contracts that run over several months. From the contract start date to contract valuation date we need to value based on comparing the spot rate of the transaction against the close rate applicable at valuation date. We can use the Price Valuation Procedure for Forward Exchange Transaction with step 3000 (Rate Valuation Spot/Spot Hedge Accounting) to calculate this piece of the Fair Value.
We also need to include in the calculation of the Fair Value a component from the valuation date to the contract maturity date. This piece of the valuation is based on an interpolation of the interest rates over the remaining days of the contract (from valuation date to maturity date).
Can you advise if there is a valuation step or perhaps number of valuation steps that can be used to calculate the Fair Value of a financial contract in line with this requirement? That is to value the contract from inception date to valuation date based on comparing the PV at spot versus the PV at close rate and then to value the contract from valuation date to contract maturity date based on the PV by the interpolated interest rates over the remaining days of the contract?
Thanks for your advice.
Mik

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