SAP ABAP Class /BA1/CL_F4_CASH_FLOW (Generate Cash Flow for Reference Interest Rates)

Hierarchy

☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_YC (Package) Market Data: Yield Curves

Meta Relationship - Using

#	Relationship type	Using	Short Description	Created on
1	Inheritance (c INHERITING FROM c_ref)	/BA1/CL_F4_YC_CONSTANTS	Constants in YC Package	20020729

Properties

Class	/BA1/CL_F4_CASH_FLOW
Short Description	Generate Cash Flow for Reference Interest Rates
Super Class	/BA1/CL_F4_YC_CONSTANTS	Constants in YC Package
Instantiability of a Class	0	Private
Final	☑

General Data

Message Class
Program status
Category	0
Package	/BA1/F4_YC	Market Data: Yield Curves
Created	20020724	SAP
Last change	20130531	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

Class /BA1/CL_F4_CASH_FLOW has no forward declaration.

Interfaces

Class /BA1/CL_F4_CASH_FLOW has no interface implemented.

Friends

Class /BA1/CL_F4_CASH_FLOW has no friend class.

Attributes

#	Attribute	Level	Visibility	Read only	Typing	Associated Type	Initial Value	Description	Created on
1	CF_CONTAINER	Static Attribute	Private	☐	Type reference (TYPE)	G_TYP_TAH_CF_CONTAINER			20020725
2	CON_RPT_FREQ_D	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'D'	Grid Point Density in Yield Curve Reporting	20030408
3	CON_RPT_FREQ_M	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'M'	Grid Point Density in Yield Curve Reporting	20030408
4	CON_RPT_FREQ_W	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'W'	Grid Point Density in Yield Curve Reporting	20030408
5	CON_RPT_FREQ_Y	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'Y'	Grid Point Density in Yield Curve Reporting	20030408
6	CURRENT_CF	Static Attribute	Private	☐	Type reference (TYPE)	G_TYP_STR_CF_CONTAINER			20020725
7	REFRATE_CF	Instance attribute	Public	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Structure for Calculations with Reference Interest Rates	20020725

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	BASE_DAYS_OF_INTEREST	Static method	Private	Method	Determine Number of Base Days for Year	20020724
2	CALC_QUOTIENT	Static method	Public	Method	Calculate Ratio for Interest Days/Year Base Days	20020724
3	CASHFLOW_CREATE_MATURITY	Static method	Private	Method	Create Cash Flow for Reference Interest (Using Due Date)	20020724
4	CASHFLOW_CREATE_MATURITY_BOND	Static method	Private	Method	Create Cash Flow for Par Bond Yield (Using Due Date)	20020724
5	CASHFLOW_CREATE_TERM	Static method	Private	Method	Create Cash Flow for Reference Interest (Using Maturity)	20020724
6	CASHFLOW_CREATE_ZERO	Static method	Private	Method	Create Cash Flow for Zero Interest Rate	20020724
7	CONSTRUCT_DATE_GRID	Static method	Public	Method	Create Date Grid in Date Interval	20030408
8	CONSTRUCT_PAR_PYMNT_DATES	Static method	Public	Method	Create Payment Dates for Par Interest Rate	20020724
9	CONSTRUCT_REFR_PYMNT_DATES	Static method	Public	Method	Create Payment Dates for Reference Interest	20020724
10	CONSTRUCT_YC_PYMNT_DATES	Static method	Public	Method	Create Payment Dates for Yield Curve	20020724
11	DATE_DIFF_CALC	Static method	Private	Method	Determine Number of Interest Days	20020724
12	GET_PARRATE_CF	Static method	Public	Method	Provide Par Interest Rate Cash Flow	20020725
13	GET_PAR_BOND_DATE	Static method	Public	Method	Date for Switching Bond/Loan Cash Flow	20020730
14	GET_REFRATE_CF	Static method	Public	Method	Provide Reference Interest Cash Flow	20020725
15	START_DATE_CREATE	Static method	Public	Method	Determine Start Date of Interest Period 1	20020724
16	TERM_TO_DATE_CONVERT	Static method	Public	Method	Construct Due Date from Maturity	20020724

Events

Class /BA1/CL_F4_CASH_FLOW has no event.

Types

#	Type	Visibility	Typing	Associated Type	Description	Created on	Type Source
1	G_TYP_STR_CF_CONTAINER	Private	See coding			20020725
2	G_TYP_TAH_CF_CONTAINER	Private	See coding			20020725

Method Signatures

Method BASE_DAYS_OF_INTEREST Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	BASE_DAYS	Call by reference	☐	Type reference (TYPE)	F		Anzahl Jahresbasistage	20020724
2	Importing	END_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Ende Zinsperiode	20020724
3	Importing	START_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Beginn Zinsperiode	20020724
4	Importing	SZBMETH	Call by reference	☐	Type reference (TYPE)	SZBMETH_NEW		Zinsberechnungsmethode	20020724

Method BASE_DAYS_OF_INTEREST on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CALC_QUOTIENT Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	END_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Ende Zinsperiode	20020724
2	Changing	QUOTIENT	Call by reference	☐	Type reference (TYPE)	F		Quotient Zinstage / Jahresbasistage	20020724
3	Importing	SKALID	Call by reference	☐	Type reference (TYPE)	SKALID		Fabrikkalender	20020724
4	Importing	START_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Beginn Zinsperiode	20020724
5	Importing	SZBMETH	Call by reference	☐	Type reference (TYPE)	SZBMETH_NEW		Zinsberechnungsmethode	20020724

Method CALC_QUOTIENT on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CASHFLOW_CREATE_MATURITY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_REFRATE_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020724
2	Importing	I_PAR_CALC_METH	Call by reference	☑	Type reference (TYPE)	/BA1/F4_DTE_PAR_CALC_METH		Verfahren zu Berechnung von Parbond-Renditen	20020730

Method CASHFLOW_CREATE_MATURITY on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CASHFLOW_CREATE_MATURITY_BOND Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_REFRATE_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020724

Method CASHFLOW_CREATE_MATURITY_BOND on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CASHFLOW_CREATE_TERM Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_REFRATE_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020724

Method CASHFLOW_CREATE_TERM on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CASHFLOW_CREATE_ZERO Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_REFRATE_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020724

Method CASHFLOW_CREATE_ZERO on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CONSTRUCT_DATE_GRID Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_TAB_CF_PV	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_CF_PV		Ergebnistabelle für Barwerte von Cashflows	20030408
2	Importing	I_MATURITY_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20030408
3	Importing	I_REF_RATE_DEF	Call by reference	☐	Type reference (TYPE)	/BA1/TF4_REFRATE		Referenzzinsen: Eigenschaften	20030408
4	Importing	I_RPT_FREQ	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ		Stützstellen-Dichte im Zinskurven-Reporting	20030408
5	Importing	I_VALID_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20030408

Method CONSTRUCT_DATE_GRID on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CONSTRUCT_PAR_PYMNT_DATES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_REFRATE_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020724
2	Importing	I_PAR_CALC_METH	Call by reference	☑	Type reference (TYPE)	/BA1/F4_DTE_PAR_CALC_METH		Verfahren zu Berechnung von Parbond-Renditen	20020730
3	Importing	I_PAR_CALC_SWITCH	Call by reference	☑	Type reference (TYPE)	/BA1/F4_DTE_PAR_CALC_SWITCH		Max. Laufzeit (Jahre) für exp. Berechnung der Parbondrendite	20020730
4	Importing	I_TERM	Call by reference	☑	Type reference (TYPE)	I			20020726
5	Importing	I_TIME_UNIT	Call by reference	☑	Type reference (TYPE)	TIMEUNIT		Zeiteinheit	20020726

Method CONSTRUCT_PAR_PYMNT_DATES on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CONSTRUCT_REFR_PYMNT_DATES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_REFRATE_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020724
2	Importing	I_FIXING_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum Zinsfixing	20020724
3	Importing	I_REF_RATE	Call by reference	☐	Type reference (TYPE)	/BA1/TF4_REFRATE		Referenzzinsen: Eigenschaften	20020724

Method CONSTRUCT_REFR_PYMNT_DATES on class /BA1/CL_F4_CASH_FLOW has no exception.

Method CONSTRUCT_YC_PYMNT_DATES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_YLD_CRV_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_YLD_CRV_CALC		Struktur zum Berechnen einer Standardzinskurve	20020724
2	Importing	I_CCY	Call by reference	☐	Type reference (TYPE)	WAERS		Währungsschlüssel	20020724
3	Importing	I_MDCODE	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_MDCODE		Marktdatenkreis	20020724
4	Importing	I_VALID_DATE	Call by reference	☐	Type reference (TYPE)	DATUM	SY-DATUM	Datum	20020724
5	Importing	I_YCTYPE	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_YCTYPE		Zinskurvenart	20020724

#	Exception	Resumable	Description	Created on
1	DEF_NOT_FOUND	☐		20020724

Method DATE_DIFF_CALC Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	END_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Ende Zinsperiode	20020724
2	Changing	NUM_DAYS	Call by reference	☐	Type reference (TYPE)	I		Anzahl Zinstage	20020724
3	Importing	SKALID	Call by reference	☐	Type reference (TYPE)	SKALID		Kalender	20020724
4	Importing	START_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Beginn Zinsperiode	20020724
5	Importing	SZBMETH	Call by reference	☐	Type reference (TYPE)	SZBMETH_NEW		Zinsberechnungsmethode	20020724

Method DATE_DIFF_CALC on class /BA1/CL_F4_CASH_FLOW has no exception.

Method GET_PARRATE_CF Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_FIXING_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20020725
2	Importing	I_MATURITY_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20020725
3	Importing	I_MDCODE	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_MDCODE		Marktdatenkreis	20020725
4	Importing	I_REF_RATE	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_REFERENCE		Referenzzinssatz	20020725
5	Importing	I_TERM	Call by reference	☑	Type reference (TYPE)	I			20020726
6	Importing	I_TIME_UNIT	Call by reference	☑	Type reference (TYPE)	TIMEUNIT		Zeiteinheit	20020726
7	Importing	I_YC_FLAG	Call by reference	☐	Type reference (TYPE)	CHAR1		Einstelliges Kennzeichen	20020725
8	Returning	R_CFREF	Value transfer	☐	Object reference (TYPE REF TO)	/BA1/CL_F4_CASH_FLOW		Zahlungsstromerzeugung für Referenzzinssätze	20020725

#	Exception	Resumable	Description	Created on
1	METHOD_FAILED	☐	Methode fehlgeschlagen	20020725

Method GET_PAR_BOND_DATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_PAR_BOND_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20020730
2	Importing	I_PAR_CALC_SWITCH	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_PAR_CALC_SWITCH		Max. Laufzeit (Jahre) für exp. Berechnung der Parbondrendite	20020730
3	Importing	I_REFRATE_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020730

Method GET_PAR_BOND_DATE on class /BA1/CL_F4_CASH_FLOW has no exception.

Method GET_REFRATE_CF Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_FIXING_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20020725
2	Importing	I_MDCODE	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_MDCODE		Marktdatenkreis	20020725
3	Importing	I_REF_RATE	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_REFERENCE		Referenzzinssatz	20020725
4	Returning	R_CFREF	Value transfer	☐	Object reference (TYPE REF TO)	/BA1/CL_F4_CASH_FLOW		Zahlungsstromerzeugung für Referenzzinssätze	20021024

#	Exception	Resumable	Description	Created on
1	METHOD_FAILED	☐	Methode fehlgeschlagen	20020725

Method START_DATE_CREATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_START_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum Begin 1. Zinsperiode	20020724
2	Importing	I_FIX_PER	Call by reference	☐	Type reference (TYPE)	/BA1/TF4_REFRATE-FIX_PER		Anzahl Geschäftstage bezüglich Zinsfeststellung	20020724
3	Importing	I_SKALID	Call by reference	☐	Type reference (TYPE)	SKALID		Fabrikkalender	20020724
4	Importing	I_VALID_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum Zinsfixing	20020724

Method START_DATE_CREATE on class /BA1/CL_F4_CASH_FLOW has no exception.

Method TERM_TO_DATE_CONVERT Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	ENDDATE	Call by reference	☐	Type reference (TYPE)	DATUM		Fälligkeitsdatum	20020724
2	Importing	I_TERM	Call by reference	☐	Type reference (TYPE)	I		Lauzeit	20020724
3	Importing	I_TIME_UNIT	Call by reference	☐	Type reference (TYPE)	TIMEUNIT		Zeiteinheit Laufzeit	20020724
4	Importing	REF_RATE	Call by reference	☐	Type reference (TYPE)	/BA1/TF4_REFRATE		Referenzzinsen: Eigenschaften	20020724
5	Importing	STARTDATE	Call by reference	☐	Type reference (TYPE)	DATUM		Beginndatum Laufzeit	20020724

Method TERM_TO_DATE_CONVERT on class /BA1/CL_F4_CASH_FLOW has no exception.

History

Last changed by/on	SAP	20130531
SAP Release Created in	20