SAP ABAP Class /BA1/CL_F4_PARBOND_YIELDS (Class for Calculating Par Bond Yields)
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
SAP_BS_FND (Software Component) SAP Business Suite Foundation⤷
CA-FS-MKD (Application Component) Basic Market Data⤷
/BA1/F4_YC (Package) Market Data: Yield CurvesMeta 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_PARBOND_YIELDS | |
| Short Description | Class for Calculating Par Bond Yields | |
| Super Class | /BA1/CL_F4_YC_CONSTANTS | Constants in YC Package |
| Instantiability of a Class | 2 | Public |
| Final |
General Data
| Message Class | ||
| Program status | ||
| Category | 0 | |
| Package | /BA1/F4_YC | Market Data: Yield Curves |
| Created | 20020729 | SAP |
| Last change | 20110908 | SAP |
| Shared Memory-enabled | ||
| Fixed point arithmetic | ||
| Unicode checks active |
Forward declarations
Class /BA1/CL_F4_PARBOND_YIELDS has no forward declaration.
Interfaces
Class /BA1/CL_F4_PARBOND_YIELDS has no interface implemented.
Friends
Class /BA1/CL_F4_PARBOND_YIELDS has no friend class.
Attributes
Class /BA1/CL_F4_PARBOND_YIELDS has no attribute.
Methods
| # | Method | Level | Visibility | Method type | Description | Created on |
|---|---|---|---|---|---|---|
| 1 | CALC_YIELD |
Static method | Public | Method | Calculate Par Bond Yield | 20020729 |
| 2 | CONV_COMP_FREQ |
Static method | Public | Method | Convert Compounding Frequency | 20030725 |
| 3 | CONV_COMP_FREQ_RATE |
Static method | Public | Method | Convert Compounding Frequency (Use IR Customizing) | 20030725 |
| 4 | PAR_RATE_CALC_EXP_1CF |
Static method | Private | Method | Calculate Par Interest Rate (Exponential Method 1 Cash Flow) | 20020730 |
| 5 | PAR_RATE_CALC_EXP_BOND |
Static method | Private | Method | Calculate Par Interest Rate (Exponential Bond Method) | 20020729 |
| 6 | PAR_RATE_CALC_EXP_LOAN |
Static method | Private | Method | Calculate Par Interest Rate (Exponential Loan Method) | 20020730 |
| 7 | PAR_RATE_CALC_LIN |
Static method | Private | Method | Calculate Interest Rate (Linear Method) | 20020729 |
| 8 | PAR_RATE_CALC_LIN_BOND |
Static method | Private | Method | Calculate Par Rate (Linear Bond Method) | 20080430 |
| 9 | PAR_RATE_CALC_LIN_LOAN |
Static method | Private | Method | Calculate Par Rate (Linear Loan Method) | 20080430 |
| 10 | ZERO_RATE_CALC |
Static method | Private | Method | Calculate Zero Interest Rate | 20020729 |
Events
Class /BA1/CL_F4_PARBOND_YIELDS has no event.
Types
Class /BA1/CL_F4_PARBOND_YIELDS has no local type.
Method Signatures
Method CALC_YIELD Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | Zinssatz | 20020729 | ||
| 2 |  Importing |
I_INTEREST_PV | Call by reference | Type reference (TYPE) | F | Zins-Barwert | 20020729 | ||
| 3 | Importing |
I_REFRATE_CALC | Call by reference | Type reference (TYPE) | /BA1/F4_STR_REFRATE_CALC | Struktur für Berechnungen mit Referenzzinsen | 20020729 | ||
| 4 | Importing |
I_TAB_CF_PV | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_CF_PV | Ergebnistabelle für Barwerte von Cashflows | 20020729 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 |  METHOD_FAILED |
Methode fehlgeschlagen | 20020729 |
Method CONV_COMP_FREQ Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Changing |
IRATE | Call by reference | Type reference (TYPE) | F | Zinssatz | 20030725 | ||
| 2 | Importing |
M1 | Call by reference | Type reference (TYPE) | F | Quelle Compounding-Frequenz | 20030725 | ||
| 3 | Importing |
M2 | Call by reference | Type reference (TYPE) | F | Ziel Compounding-Frequenz | 20030725 |
Method CONV_COMP_FREQ on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method CONV_COMP_FREQ_RATE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Changing |
C_INTRATE | Call by reference | Type reference (TYPE) | F | Zinssatz | 20030725 | ||
| 2 | Importing |
I_FLG_CONV_TO_COMP_FREQ | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_BOOLE | von Rhythms nach Comp_Freq oder umgekehrt | 20030725 | ||
| 3 | Importing |
I_REFRATE_CALC | Call by reference | Type reference (TYPE) | /BA1/F4_STR_REFRATE_CALC | Struktur für Berechnungen mit Referenzzinsen | 20030725 |
Method CONV_COMP_FREQ_RATE on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method PAR_RATE_CALC_EXP_1CF Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | 20020730 | |||
| 2 | Importing |
I_LAST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20020730 | |||
| 3 | Importing |
I_LAST_CF_PV | Call by reference | Type reference (TYPE) | F | 20020730 | |||
| 4 | Importing |
I_PORTION_ACCRUED | Call by reference | Type reference (TYPE) | F | 20020730 |
Method PAR_RATE_CALC_EXP_1CF on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method PAR_RATE_CALC_EXP_BOND Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 2 | Importing |
I_FIRST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 3 | Importing |
I_INTEREST_PV | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 4 | Importing |
I_LAST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 5 | Importing |
I_LAST_CF_PV | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 6 | Importing |
I_PORTION_ACCRUED | Call by reference | Type reference (TYPE) | F | 20020729 |
Method PAR_RATE_CALC_EXP_BOND on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method PAR_RATE_CALC_EXP_LOAN Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | 20020730 | |||
| 2 | Importing |
I_INTEREST_PV | Call by reference | Type reference (TYPE) | F | 20020730 | |||
| 3 | Importing |
I_LAST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20020730 | |||
| 4 | Importing |
I_LAST_CF_PV | Call by reference | Type reference (TYPE) | F | 20020730 | |||
| 5 | Importing |
I_PORTION_ACCRUED | Call by reference | Type reference (TYPE) | F | 20020730 |
Method PAR_RATE_CALC_EXP_LOAN on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method PAR_RATE_CALC_LIN Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 2 | Importing |
I_INTEREST_PV | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 3 | Importing |
I_LAST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 4 | Importing |
I_LAST_CF_PV | Call by reference | Type reference (TYPE) | F | 20020729 |
Method PAR_RATE_CALC_LIN on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method PAR_RATE_CALC_LIN_BOND Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 2 | Importing |
I_INTEREST_PV | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 3 | Importing |
I_LAST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 4 | Importing |
I_LAST_CF_PV | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 5 | Importing |
I_PORTION_ACCRUED | Call by reference | Type reference (TYPE) | F | 20080430 |
Method PAR_RATE_CALC_LIN_BOND on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method PAR_RATE_CALC_LIN_LOAN Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 2 | Importing |
I_INTEREST_PV | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 3 | Importing |
I_LAST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 4 | Importing |
I_LAST_CF_PV | Call by reference | Type reference (TYPE) | F | 20080430 | |||
| 5 | Importing |
I_PORTION_ACCRUED | Call by reference | Type reference (TYPE) | F | 20080430 |
Method PAR_RATE_CALC_LIN_LOAN on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
Method ZERO_RATE_CALC Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 2 | Importing |
I_LAST_CF_AMOUNT | Call by reference | Type reference (TYPE) | F | 20020729 | |||
| 3 | Importing |
I_LAST_CF_PV | Call by reference | Type reference (TYPE) | F | 20020729 |
Method ZERO_RATE_CALC on class /BA1/CL_F4_PARBOND_YIELDS has no exception.
History
| Last changed by/on | SAP | 20110908 |
| SAP Release Created in | 20 |
