SAP ABAP Class /BA1/CL_F4_KRSC_CONTAINER (Container Class for Key Rate Shift Curves)
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
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