SAP ABAP Class /BA1/CL_F4_YIELDCURVE (Market Data: Yield Curve)

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
2	Interface implementation (CLASS c. INTERFACES i_ref)	/BA1/IF_F4_YC	Base Methods of a Yield Curve	20030410

Properties

Class	/BA1/CL_F4_YIELDCURVE
Short Description	Market Data: Yield Curve
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	20020612	SAP
Last change	20130531	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

Class /BA1/CL_F4_YIELDCURVE has no forward declaration.

Interfaces

#	Interface	Abstract	Final	Description	Created on
1	/BA1/IF_F4_YC	☐	☐	Base Methods of a Yield Curve	20030410

Friends

Class /BA1/CL_F4_YIELDCURVE has no friend class.

Attributes

#	Attribute	Level	Visibility	Read only	Typing	Associated Type	Initial Value	Description	Created on
1	CON_RPT_FREQ_D	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'D'	Grid Point Density in Yield Curve Reporting	20021025
2	CON_RPT_FREQ_M	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'M'	Grid Point Density in Yield Curve Reporting	20021025
3	CON_RPT_FREQ_W	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'W'	Grid Point Density in Yield Curve Reporting	20021025
4	CON_RPT_FREQ_Y	Constant	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ	'Y'	Grid Point Density in Yield Curve Reporting	20021025
5	CURR_PAR_INFO	Instance attribute	Private	☐	Object reference (TYPE REF TO)	/BA1/F4_STR_PAR_RATE_INFO		Par Interest Rate Information in a Yield Curve	20020612
6	EXIT_YIELD_CURVE	Static Attribute	Private	☐	Object reference (TYPE REF TO)	/BA1/BADI_F4_YIELD_CURVE		BAdI Interface /BA1/IF_EX_F4_YIELD_CURVE	20050317
7	FOUND_DATE	Instance attribute	Private	☐	Type reference (TYPE)	DATUM		Interest Records Found On	20020612
8	PAR_RATE_INFO	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_TAH_PAR_RATE_INFO		Par Interest Rate Information (Hashed Table Type)	20020612
9	READ_DATE	Instance attribute	Private	☐	Type reference (TYPE)	DATUM		Yield Curve Read Date	20020612
10	READ_DATE_I	Instance attribute	Private	☐	Type reference (TYPE)	I		Read_Date As Integer	20020716
11	SCENARIO	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_MD_SCENARIO		Market Data Scenario	20020926
12	SCENREF	Static Attribute	Private	☐	Object reference (TYPE REF TO)	/BA1/IF_F4_API_SCEN		Scenario API	20020927
13	SHIFT_CURVE	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_TAB_SHIFT_CURVE		Table Type for Shift Curve	20020927
14	SHIFT_FLAG	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_BOOLE		Boolean values TRUE (='X') and FALSE (= ' ')	20020928
15	SHIFT_LAST	Instance attribute	Private	☐	Type reference (TYPE)	F		Shift Last Grid Point	20020928
16	SHIFT_LAST_DATE_I	Instance attribute	Private	☐	Type reference (TYPE)	I		Last Grid Point Shift Curve	20020928
17	SPRD_FOUND_DATE	Instance attribute	Private	☐	Type reference (TYPE)	DATUM		Spreads Found On	20020711
18	STATUS_FLAG	Instance attribute	Private	☐	Type reference (TYPE)	CHAR1		Yield Curve Status	20020612
19	STDYC	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/TF4_STDYC		Standard Yield Curves	20020612
20	SYS_TIME	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_DTE_SYS_TIME		System Time	20120502
21	VALID_DATE	Instance attribute	Private	☐	Type reference (TYPE)	DATUM		Yield Curve Key Date	20020612
22	VALID_DATE_I	Instance attribute	Private	☐	Type reference (TYPE)	I		VALID_Date As Integer	20020716
23	XTRP_F0	Instance attribute	Private	☐	Type reference (TYPE)	F			20020717
24	XTRP_FACTOR	Instance attribute	Private	☐	Type reference (TYPE)	F			20020717
25	XTRP_LAST_DATE_I	Instance attribute	Private	☐	Type reference (TYPE)	I		Number of Days Until Last Grid Point	20020717
26	XTRP_Z_LAST	Instance attribute	Private	☐	Type reference (TYPE)	F		Zero Last Grid Point	20020717
27	YC	Instance attribute	Private	☐	Type reference (TYPE)	/BA1/F4_TAB_TERM_STRUCT		Grid Points of a Standard Yield Curve	20020612
28	Z_T_READ_VALID	Instance attribute	Private	☐	Type reference (TYPE)	F		Time Between Read Date and Valid Date	20020929

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	CLASS_CONSTRUCTOR	Static method	Public	Constructor	CLASS_CONSTRUCTOR	20020927
2	CONSTRUCTOR	Instance method	Public	Constructor	CONSTRUCTOR	20020619
3	CREATE	Static method	Public	Method	Generate Yield Curve Object (Bootstrapping)	20030410
4	CREATE_USING_BADI	Static method	Public	Method	Generate Yield Curve Object (Load Ext. Yield Curve via BAdi)	20050317
5	GET_STATUS	Instance method	Public	Method	Provide Status Indicator	20030410
6	HALLEY_ITERATION	Instance method	Private	Method	Newton (Halley) Iteration for Bootstrapping with Zeros	20070110
7	HALLEY_STEP	Instance method	Private	Method	Newton (Halley) Step for Bootstrapping with Zero Swap Gaps	20070110
8	INTRATES_DATA_FLOW_POST	Instance method	Public	Method		20030410
9	SHIFT_CURVE_CREATE	Instance method	Private	Method	Generate Shift Curve	20020927
10	YC_BOOTSTRAP	Instance method	Private	Method	Carry Out Bootstrapping	20020613
11	YC_BOOTSTRAP_FILL_PT	Instance method	Private	Method	Bootstrapping: Add Grid Point	20020612
12	YC_BOOTSTRAP_PAR	Instance method	Private	Method	Bootstrapping: Process Par Rate	20020612
13	YC_BOOTSTRAP_ZERO	Instance method	Private	Method	Bootstrapping: Process Zero Rate	20020612
14	YC_BUILD_FOR_DISPLAY	Instance method	Public	Method	Calculate Yield Curve for Display on Screen	20020613
15	YC_CALC_ORIG_VALUES	Instance method	Private	Method	Calculate Ref. Interest Rate / Spread for Display on Screen	20020708
16	YC_CLONE	Instance method	Private	Method	Clone Yield Curve (Privately Because Not Yet Complete)	20020710
17	YC_EXTRAPOLATE_Z	Instance method	Private	Method	Interpolate CC Zero Interest Rate	20020714
18	YC_EXTRAPOLATION_PARAMETERS	Instance method	Private	Method	Calculate Extrapolation Parameters for Yield Rate	20020612
19	YC_GET_DF	Instance method	Private	Method	Determine Discount Factor (Date Type: Date)	20020612
20	YC_GET_DF_I	Instance method	Private	Method	Determine Discount Factor (Date Type: Integer)	20020716
21	YC_GET_GRID_PT_FLG	Instance method	Public	Method		20030410
22	YC_GET_RATE	Instance method	Private	Method	Calculate Interest Rate for Display on Screen	20020613
23	YC_GET_READ_DATE	Instance method	Private	Method	Deliver Read_Date	20021020
24	YC_INTERPOLATE	Instance method	Private	Method	Interpolate CC Zero Interest Rate	20020928
25	YC_INTERPOLATE_MANY	Instance method	Private	Method	CC Zero and Shift Interpolation for Cash Flow Table	20020928
26	YC_INTERPOLATE_MANY_SHIFT	Instance method	Private	Method	Shift Interpolation for Cash Flow Table	20020928
27	YC_INTERPOLATE_MANY_Z	Instance method	Private	Method	CC Zero Interpolation for Cash Flow Table	20020714
28	YC_INTERPOLATE_SHIFT	Instance method	Private	Method	Interpolate Shift	20020928
29	YC_INTERPOLATE_Z	Instance method	Private	Method	Interpolate CC Zero Interest Rate	20020714
30	YC_PARRATE_CALC	Instance method	Private	Method	Calculate Par Interest Rate	20020726
31	YC_PV_CALC	Instance method	Public	Method		20030723
32	YC_Z_T_CALC	Instance method	Public	Method		20030410

Events

Class /BA1/CL_F4_YIELDCURVE has no event.

Types

Class /BA1/CL_F4_YIELDCURVE has no local type.

Method Signatures

Method CLASS_CONSTRUCTOR Signature

Method CLASS_CONSTRUCTOR on class /BA1/CL_F4_YIELDCURVE has no parameter.
Method CLASS_CONSTRUCTOR on class /BA1/CL_F4_YIELDCURVE has no exception.

Method CONSTRUCTOR Signature

Method CONSTRUCTOR on class /BA1/CL_F4_YIELDCURVE has no parameter.
Method CONSTRUCTOR on class /BA1/CL_F4_YIELDCURVE has no exception.

Method CREATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_STATUS	Call by reference	☐	Type reference (TYPE)	CHAR1		Zinskurven-Status	20030410
2	Exporting	E_YCREF	Value transfer	☐	Object reference (TYPE REF TO)	/BA1/IF_F4_YC		Basis-Methoden einer Zinskurve	20030410
3	Importing	I_SCENARIO	Call by reference	☑	Type reference (TYPE)	/BA1/F4_DTE_MD_SCENARIO		Marktdatenszenario	20030410
4	Importing	I_STATUS	Call by reference	☑	Type reference (TYPE)	CHAR1		Zinskurven-Status	20050317
5	Importing	I_SYS_TIME	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_SYS_TIME		Systemzeitpunkt	20120502
6	Importing	I_YC_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_YLD_CRV_CALC		Struktur zum Berechnen einer Standardzinskurve	20030410

Method CREATE on class /BA1/CL_F4_YIELDCURVE has no exception.

Method CREATE_USING_BADI Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_STATUS	Call by reference	☐	Type reference (TYPE)	CHAR1		Zinskurven-Status	20050317
2	Exporting	E_YCREF	Value transfer	☐	Object reference (TYPE REF TO)	/BA1/IF_F4_YC		Basis-Methoden einer Zinskurve	20050317
3	Importing	I_SCENARIO	Call by reference	☑	Type reference (TYPE)	/BA1/F4_DTE_MD_SCENARIO		Marktdatenszenario	20050317
4	Importing	I_SCEN_DATE	Call by reference	☑	Type reference (TYPE)	DATUM		Datum	20050317
5	Importing	I_STATUS	Call by reference	☑	Type reference (TYPE)	CHAR1		Zinskurven-Status	20050317
6	Importing	I_SYS_TIME	Call by reference	☐	Type reference (TYPE)	/BA1/F4_DTE_SYS_TIME		Systemzeitpunkt	20050317
7	Importing	I_YC_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_YLD_CRV_CALC		Struktur zum Berechnen einer Standardzinskurve	20070205

Method CREATE_USING_BADI on class /BA1/CL_F4_YIELDCURVE has no exception.

Method GET_STATUS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	R_STATUS_FLAG	Value transfer	☐	Type reference (TYPE)	CHAR1		Einstelliges Kennzeichen	20030410

Method GET_STATUS on class /BA1/CL_F4_YIELDCURVE has no exception.

Method HALLEY_ITERATION Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_PV_SUM	Call by reference	☐	Type reference (TYPE)	F		Barwertsumme Cash Flow	20070110
2	Importing	I_GRIDDATE	Call by reference	☐	Type reference (TYPE)	D		Datum letzte Zinskurvenstützstelle	20070110
3	Importing	I_GRID_Z	Call by reference	☐	Type reference (TYPE)	F		Zerozins letzte Zinskurvenstützstelle	20070110
4	Importing	I_IR	Call by reference	☐	Type reference (TYPE)	F		Zinssatz des Referenzzinse	20070110
5	Importing	I_IR_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20070110
6	Importing	I_TABIX	Call by reference	☐	Type reference (TYPE)	I		Tabellenzeile Beginn Berechnung	20070110
7	Importing	I_VALIDDATE	Call by reference	☐	Type reference (TYPE)	D		Gültigkeitsdatum Zinskurve	20070110

#	Exception	Resumable	Description	Created on
1	INCONSISTENT_RATE	☐	Inkonsistenter Zinssatz	20070110

Method HALLEY_STEP Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_TARGET_DF	Call by reference	☐	Type reference (TYPE)	F		nächster iterierter Diskontfaktor	20070110
2	Exporting	E_TARGET_Z	Call by reference	☐	Type reference (TYPE)	F		nächster iterierter Zerozins	20070110
3	Importing	I_GRIDDATE_I	Call by reference	☐	Type reference (TYPE)	I		Datum letzte Stützstelle als Integerwert	20070110
4	Importing	I_GRID_ZERO	Call by reference	☐	Type reference (TYPE)	F		letzter bekannter Zerozins	20070110
5	Importing	I_IR	Call by reference	☐	Type reference (TYPE)	F		Zinssatz des Referenzzinses	20070110
6	Importing	I_MATDATE_I	Call by reference	☐	Type reference (TYPE)	I		Fälligkeitsdatum als Integerwert	20070110
7	Importing	I_PV	Call by reference	☐	Type reference (TYPE)	F		Barwert Cash Flow für teilweise aufgebaute Zinskurve	20070110
8	Importing	I_TABIX	Call by reference	☐	Type reference (TYPE)	I		Tabellenzeiger Beginn Berechnung	20070110
9	Importing	I_TAB_CF_PV	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_CF_PV		Ergebnistabelle für Barwerte von Cashflows	20070110
10	Importing	I_VALIDDATE_I	Call by reference	☐	Type reference (TYPE)	I		Gültigkeitsdatum als Integerwert	20070110
11	Importing	I_Z	Call by reference	☐	Type reference (TYPE)	F		aktueller iterierter Zerozins	20070110

Method HALLEY_STEP on class /BA1/CL_F4_YIELDCURVE has no exception.

Method INTRATES_DATA_FLOW_POST Signature

Method INTRATES_DATA_FLOW_POST on class /BA1/CL_F4_YIELDCURVE has no parameter.
Method INTRATES_DATA_FLOW_POST on class /BA1/CL_F4_YIELDCURVE has no exception.

Method SHIFT_CURVE_CREATE Signature

Method SHIFT_CURVE_CREATE on class /BA1/CL_F4_YIELDCURVE has no parameter.

#	Exception	Resumable	Description	Created on
1	METHOD_FAILED	☐	Methode fehlgeschlagen	20020927

Method YC_BOOTSTRAP Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_STATUS	Call by reference	☐	Type reference (TYPE)	C		Zinskurven-Status	20020619
2	Importing	I_YC_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_YLD_CRV_CALC		Struktur zum Berechnen einer Standardzinskurve	20020613

Method YC_BOOTSTRAP on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_BOOTSTRAP_FILL_PT Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_YC_PT	Value transfer	☐	Type reference (TYPE)	/BA1/F4_STR_TERM_STRUCT		Zeilenstruktur für Stützstelle einer Standardzinskurve	20020612

Method YC_BOOTSTRAP_FILL_PT on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_BOOTSTRAP_PAR Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_LAST_PV_SUM	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_BOOTSTRAP_SUM		Barwertsumme beim Bootstrapping	20020613
2	Changing	C_LAST_REF_RATE	Call by reference	☐	Type reference (TYPE)	/BA1/TF4_REFRATE		Referenzzinsen: Eigenschaften	20020613
3	Importing	I_IR_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020612

#	Exception	Resumable	Description	Created on
1	CALC_ERROR	☐	Fehler bei Berechnung	20020612

Method YC_BOOTSTRAP_ZERO Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_IR_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020612

#	Exception	Resumable	Description	Created on
1	CALC_ERROR	☐	Fehler bei Berechnung	20020612

Method YC_BUILD_FOR_DISPLAY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_TAB_YLD_CRV	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_YLD_CRV2		Tabllentyp für Zinskurve im Festkomma-Format	20020613
2	Importing	I_RPT_FREQ	Call by reference	☑	Type reference (TYPE)	/BA1/F4_DTE_YC_RPT_FREQ		Stützstellen-Dichte im Zinskurven-Reporting	20021025
3	Importing	I_YC_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_YLD_CRV_CALC		Struktur zum Berechnen einer Standardzinskurve	20020613

Method YC_BUILD_FOR_DISPLAY on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_CALC_ORIG_VALUES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_INT_RATE_TOO_BIG	Call by reference	☐	Type reference (TYPE)	C			20020708
2	Changing	C_STR_YC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_YLD_CRV2		Zinskurvenstützstelle (Werte in Festkomma-Format)	20020708
3	Importing	I_GRID_PT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020708
4	Importing	I_YC_CALC	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_YLD_CRV_CALC		Struktur zum Berechnen einer Standardzinskurve	20020708

Method YC_CALC_ORIG_VALUES on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_CLONE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_VALID_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Gültigkeitdatum Zinskurve	20020710
2	Returning	R_YCREF	Value transfer	☐	Object reference (TYPE REF TO)	/BA1/CL_F4_YIELDCURVE		Marktdaten: Zinskurve	20020710

#	Exception	Resumable	Description	Created on
1	METHOD_FAILED	☐	Methode fehlgeschlagen	20020710

Method YC_EXTRAPOLATE_Z Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_ZERO	Call by reference	☐	Type reference (TYPE)	F			20020714
2	Importing	I_MATURITY_DATE_I	Call by reference	☐	Type reference (TYPE)	I			20020717

Method YC_EXTRAPOLATE_Z on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_EXTRAPOLATION_PARAMETERS Signature

Method YC_EXTRAPOLATION_PARAMETERS on class /BA1/CL_F4_YIELDCURVE has no parameter.
Method YC_EXTRAPOLATION_PARAMETERS on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_GET_DF Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	DF	Call by reference	☐	Type reference (TYPE)	F		Diskontfaktor	20020612
2	Importing	I_MATURITY_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Fälligkeits-Datum	20020612

Method YC_GET_DF on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_GET_DF_I Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	DF	Call by reference	☐	Type reference (TYPE)	F		Diskontfaktor	20020716
2	Importing	I_MATURITY_DATE_I	Call by reference	☐	Type reference (TYPE)	I		Fälligkeits-Datum	20020717

Method YC_GET_DF_I on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_GET_GRID_PT_FLG Signature

Method YC_GET_GRID_PT_FLG on class /BA1/CL_F4_YIELDCURVE has no parameter.
Method YC_GET_GRID_PT_FLG on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_GET_RATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	INT_RATE	Call by reference	☐	Type reference (TYPE)	F		Zinssatz	20020613
2	Importing	I_GRID_PT	Call by reference	☐	Type reference (TYPE)	/BA1/F4_STR_REFRATE_CALC		Struktur für Berechnungen mit Referenzzinsen	20020613
3	Importing	I_VALID_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Stichtag	20020613

Method YC_GET_RATE on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_GET_READ_DATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	E_READ_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20021020

Method YC_GET_READ_DATE on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_INTERPOLATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_MATURITY_DATE_I	Call by reference	☐	Type reference (TYPE)	I		Fälligkeitsdatum	20020928
2	Changing	Z	Call by reference	☐	Type reference (TYPE)	F		CC-Zero	20020928

Method YC_INTERPOLATE on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_INTERPOLATE_MANY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_TAB_CF_PV	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_CF_PV		Ergebnistabelle für Barwerte von Cashflows	20020928

Method YC_INTERPOLATE_MANY on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_INTERPOLATE_MANY_SHIFT Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_TAB_CF_PV	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_CF_PV		Ergebnistabelle für Barwerte von Cashflows	20020928

Method YC_INTERPOLATE_MANY_SHIFT on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_INTERPOLATE_MANY_Z Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_TAB_CF_PV	Call by reference	☐	Type reference (TYPE)	/BA1/F4_TAB_CF_PV		Ergebnistabelle für Barwerte von Cashflows	20020714

Method YC_INTERPOLATE_MANY_Z on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_INTERPOLATE_SHIFT Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_MATURITY_DATE_I	Call by reference	☐	Type reference (TYPE)	I		Fälligkeitsdatum	20020928
2	Changing	Z	Call by reference	☐	Type reference (TYPE)	F		CC-Zero	20020928

Method YC_INTERPOLATE_SHIFT on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_INTERPOLATE_Z Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	I_MATURITY_DATE_I	Call by reference	☐	Type reference (TYPE)	I		Fälligkeitsdatum	20020717
2	Changing	Z	Call by reference	☐	Type reference (TYPE)	F		CC-Zero	20020714

Method YC_INTERPOLATE_Z on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_PARRATE_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			20020726
2	Importing	I_MATURITY_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20020726
3	Importing	I_PAR_CALC_METH	Call by reference	☑	Type reference (TYPE)	/BA1/F4_DTE_PAR_CALC_METH		Verfahren zu Berechnung von Parbond-Renditen	20020731
4	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	20020731
5	Importing	I_REF_RATE	Call by reference	☐	Type reference (TYPE)	/BA1/TF4_REFRATE		Referenzzinsen: Eigenschaften	20020726
6	Importing	I_VALID_DATE	Call by reference	☐	Type reference (TYPE)	DATUM		Datum	20021021

Method YC_PARRATE_CALC on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_PV_CALC Signature

Method YC_PV_CALC on class /BA1/CL_F4_YIELDCURVE has no parameter.
Method YC_PV_CALC on class /BA1/CL_F4_YIELDCURVE has no exception.

Method YC_Z_T_CALC Signature

Method YC_Z_T_CALC on class /BA1/CL_F4_YIELDCURVE has no parameter.
Method YC_Z_T_CALC on class /BA1/CL_F4_YIELDCURVE has no exception.

History

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