SAP ABAP Data Element JBDCCEXTRAPOL (Extrapolation Acc. to Last Grid Point (Cont. Compounding))
Hierarchy
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SAP_APPL (Software Component) Logistics and Accounting
⤷ TR (Application Component) Treasury
⤷ JBST (Package) Standard objects of application development IS-B EGK
⤷ TR (Application Component) Treasury
⤷ JBST (Package) Standard objects of application development IS-B EGK
Basic Data
Data Element | JBDCCEXTRAPOL |
Short Description | Extrapolation Acc. to Last Grid Point (Cont. Compounding) |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | JBDCCEXTRAPOL | |
Data Type | INT4 | 4-byte integer, integer number with sign |
Length | 10 | |
Decimal Places | 0 | |
Output Length | 1 | |
Value Table |
Further Characteristics
Search Help: Name | ||
Search Help: Parameters | ||
Parameter ID | ||
Default Component name | ||
Change document | ||
No Input History | ||
Basic direction is set to LTR | ||
No BIDI Filtering |
Field Label
Length | Field Label | |
Short | 10 | Extrapol. |
Medium | 15 | Extrapolation |
Long | 37 | Extrapolation acc. to last grid point |
Heading | 51 | Extrapolation acc. to last grid point (cont. comp.) |
Documentation
Definition
If continuous compounding has been set, the yield curve can be extrapolated in four different ways. In other words, if the term exceeds the term of the last available interest rate, one of the following interest rates is held constant:
- Choose As for yield category to keep the interest rate in the Yield category field constant. Depending on your settings, this is either the zero rate or the par rate, and corresponds to one of the following settings.
- Choose Zero rate constant to keep the zero rate constant. Extrapolated zero rates are equivalent to the zero rate with the longest available term.
- Choose Par rate constant to keep the par rate constant. Extrapolated par rates are (roughly) equivalent to the par rate with the longest available term.
- Choose Continuous compounding forward rate constant to keep the continuous compounding forward rate constant. Extrapolated continuous compounding forward rates are equivalent to the continuous compounding forward rate with the longest term.
History
Last changed by/on | SAP | 20011002 |
SAP Release Created in | 462_10 |