SAP ABAP Class /BA1/CL_F4_KRSC_CONTAINER (Container Class for Key Rate Shift Curves)
Hierarchy
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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
⤷ CA-FS-MKD (Application Component) Basic Market Data
⤷ /BA1/F4_YC (Package) Market Data: Yield Curves
Properties
Class | /BA1/CL_F4_KRSC_CONTAINER | |
Short Description | Container Class for Key Rate Shift Curves | |
Super Class | ||
Instantiability of a Class | 2 | Public |
Final |
General Data
Message Class | ||
Program status | ||
Category | 0 | |
Package | /BA1/F4_YC | Market Data: Yield Curves |
Created | 20061017 | SAP |
Last change | 20130531 | SAP |
Shared Memory-enabled | ||
Fixed point arithmetic | ||
Unicode checks active |
Forward declarations
Class /BA1/CL_F4_KRSC_CONTAINER has no forward declaration.
Interfaces
Class /BA1/CL_F4_KRSC_CONTAINER has no interface implemented.
Friends
Class /BA1/CL_F4_KRSC_CONTAINER has no friend class.
Attributes
# | Attribute | Level | Visibility | Read only | Typing | Associated Type | Initial Value | Description | Created on |
---|---|---|---|---|---|---|---|---|---|
1 | TAH_KR | Static Attribute | Private | Type reference (TYPE) | TY_TAH_KR | Table for Key Rates | 20061017 | ||
2 | TAH_KRSC | Static Attribute | Private | Type reference (TYPE) | /BA1/F4_TAH_KRSC | Table for Key Rate Shift Curves | 20061017 |
Methods
# | Method | Level | Visibility | Method type | Description | Created on |
---|---|---|---|---|---|---|
1 | GET_RF_SCEN | Static method | Public | Method | Generate Risk Factor Scenario and Associated Shift Curves | 20061017 |
2 | GET_RF_SHIFT_CURVE | Static method | Public | Method | Provide Reference to Shift Curve for Generated Scenario | 20061017 |
Events
Class /BA1/CL_F4_KRSC_CONTAINER has no event.
Types
# | Type | Visibility | Typing | Associated Type | Description | Created on | Type Source |
---|---|---|---|---|---|---|---|
1 | TY_STR_KR | Private | See coding | 20120502 | begin of TY_STR_KR,
STR_ID type /BA1/F4_DTE_MATSTR,
CCY type WAERS,
HORIZON_DATE type datum,
scenario type /BA1/f4_dte_scenario,
shift type f,
KEYRATES type /BA1/F4_TAB_RFSCEN_MAT,
end of ty_str_kr
|
||
2 | TY_TAH_KR | Private | See coding | 20120502 | ty_tah_kr type hashed table of ty_str_kr with unique key str_id ccy horizon_date scenario shift
|
Method Signatures
Method GET_RF_SCEN Signature
# | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
---|---|---|---|---|---|---|---|---|---|
1 | Exporting | E_RF_SCEN_TAB | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_SCENARIO | Szenarien | 20061017 | ||
2 | Importing | I_CCY_MAT_TAB | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_CCY_MAT | Währungen eines Geschäfts mit zugehörigen Laufzeiten | 20061017 | ||
3 | Importing | I_FW_FLAG | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_FISHER_WEIL_FLAG | Flag für die Berechnung der Fisher-Weil-Duration | 20061102 | ||
4 | Importing | I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20061017 | ||
5 | Importing | I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_MD_SCENARIO | Marktdatenszenario | 20061017 | ||
6 | Importing | I_SHIFT | Call by reference | Type reference (TYPE) | FLOAT | Feld vom Typ FLTP | 20061017 | ||
7 | Importing | I_STR_ID | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_MATSTR | Laufzeitstrukturkürzel | 20061017 |
# | Exception | Resumable | Description | Created on |
---|---|---|---|---|
1 | METHOD_FAILED | Methode fehlgeschlagen | 20061102 |
Method GET_RF_SHIFT_CURVE Signature
# | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
---|---|---|---|---|---|---|---|---|---|
1 | Exporting | E_SC_REF | Call by reference | Object reference (TYPE REF TO) | /BA1/IF_F4_YC | Basis-Methoden einer Zinskurve | 20061017 | ||
2 | Importing | I_RF_SCEN | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_GEN_SCENARIO | generiertes Marktdatenszenario | 20061017 |
# | Exception | Resumable | Description | Created on |
---|---|---|---|---|
1 | METHOD_FAILED | Methode fehlgeschlagen | 20061106 |
History
Last changed by/on | SAP | 20130531 |
SAP Release Created in | 60 |