SAP ABAP Class CL_AFWKFPA_YIELDCALCULATOR (Yield Calculators: YLDCC, YLDSNCCC and exCF)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-PA (Application Component) Portfolio Analyzer
     ⤷ CFM_AFWKFPA (Package) CFM Portfolio Analyzer: Key Figure Management

Properties

Class	CL_AFWKFPA_YIELDCALCULATOR
Short Description	Yield Calculators: YLDCC, YLDSNCCC and exCF
Super Class
Instantiability of a Class	2	Public
Final	☑

General Data

Message Class
Program status	P	SAP Standard Production Program
Category	0
Package	CFM_AFWKFPA	CFM Portfolio Analyzer: Key Figure Management
Created	20000713	SAP
Last change	20050411	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

#	Type group / Object type	Type	Type Description
1	RDBIF	Type group use (TYPE-POOLS tp)	Type group use (TYPE-POOLS tp)

Interfaces

Class CL_AFWKFPA_YIELDCALCULATOR has no interface implemented.

Friends

Class CL_AFWKFPA_YIELDCALCULATOR has no friend class.

Attributes

Class CL_AFWKFPA_YIELDCALCULATOR has no attribute.

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	AGGREGATE_PORTFOLIO_RAWDATA	Static method	Public	Method	Aggregates Additive Raw exCF Data for Yield Calculation	20000731
2	CALCULATE_DIETZ	Static method	Private	Method	Calculates Yield Acc. to Dietz	20000713
3	CALCULATE_EFFECTIVE_IR	Static method	Private	Method	Calculates the Effective Interest Rate for a Cash Flow	20010108
4	CALCULATE_GENERIC	Static method	Public	Method	External: Calculates the rate of return using specified mthd	20050725
5	CALCULATE_MDIETZ	Static method	Private	Method	Calculates Yield Acc. to Modified Dietz	20000725
6	CALCULATE_MWRR	Static method	Private	Method	Calculates Yield Acc. to Money-Weighted Rate of Return	20000725
7	CALCULATE_TWRR	Static method	Private	Method	Calculates Yield Acc. to Time-Weighted Rate of Return	20000713
8	GET_PORTFOLIO_RAWDATA	Static method	Public	Method	Supplies Key Figure Values for exCF Days	20000713
9	POST_RESULTS	Static method	Public	Method	Updates Final Yield Results in Results Database	20000719
10	PREPARE_KFBFBF	Static method	Private	Method	Utility: Generates Table KFBFBF	20000717
11	START_CALCULATION	Static method	Public	Method	Start of Yield Calculation	20000713

Events

#	Event	Type	Visibility	Description	Created on
1	MESSAGE_ADD	Static Event (1)	Public (2)	Add a Message to the Application Log	20000925
2	MESSAGE_CUMULATE	Static Event (1)	Public (2)	Add a Message, if Message Does Not Already Exist	20000926

Types

Class CL_AFWKFPA_YIELDCALCULATOR has no local type.

Method Signatures

Method AGGREGATE_PORTFOLIO_RAWDATA Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	C_PORTFOLIO_RAWDATA	Call by reference	☐	Type reference (TYPE)	AFWGO_PORTFOLIO_RAWDATA		NM-Rohdaten zur Übergabe zwischen Portfolios	20000731
2	Importing	I_PORTFOLIO_RAWDATA	Call by reference	☐	Type reference (TYPE)	AFWGO_PORTFOLIO_RAWDATA		NM-Rohdaten zur Übergabe zwischen Portfolios	20000731

Method AGGREGATE_PORTFOLIO_RAWDATA on class CL_AFWKFPA_YIELDCALCULATOR has no exception.

Method CALCULATE_DIETZ Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IT_NMDATA	Call by reference	☐	Type reference (TYPE)	AFWKFPA_NMDATA_T		Tabelle: Bestände und Bewegungen zu NM-Zeitpunkten	20000717
2	Returning	R_RESULT	Value transfer	☐	Type reference (TYPE)	PFAYL_RESULTS		Ergebnis-Struktur	20000713

#	Exception	Resumable	Description	Created on
1	DIVISION_BY_ZERO	☐	Unzulässige Division durch Null (Bestand = Null?)	20000725

Method CALCULATE_EFFECTIVE_IR Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IT_CF	Value transfer	☐	Type reference (TYPE)	AFWKFPA_CF_T		Cashflow-Tabelle	20010108
2	Importing	I_EPSILON	Call by reference	☐	Type reference (TYPE)	RDB_KEYFVALUE		Genauigkeit	20010205
3	Importing	I_ITERATION_METHOD	Call by reference	☐	Type reference (TYPE)	AFWKFPA_ITERATION_METHOD	'C'	Iterations-Verfahren	20010206
4	Importing	I_MAX_ITERATIONS	Call by reference	☐	Type reference (TYPE)	I	100	Max.Anz.Iterationen	20010205
5	Importing	I_RELATIVE_INCREMENT	Call by reference	☐	Type reference (TYPE)	AFWKFPA_RELATIVE_INCREMENT	10	Relative Schrittweite (Intervallfindung)	20010206
6	Importing	I_VALUE_HIGH	Value transfer	☐	Type reference (TYPE)	RDB_KEYFVALUE	1000	Obere Intervallgrenze	20010206
7	Importing	I_VALUE_LOW	Value transfer	☐	Type reference (TYPE)	RDB_KEYFVALUE	-1000	Untere Intervallgrenze	20010206
8	Returning	RT_PERIOD_IR	Value transfer	☐	Type reference (TYPE)	AFWKFPA_KEYFVALUE_T		Tabelle von Periodenzinssätzen	20010108

#	Exception	Resumable	Description	Created on
1	INPUT_INCONSISTENT	☐	Übergebene Cashflow-Tab ist inkonsistent	20010117
2	INVALID_EPSILON	☐	Epsilon wurde kleiner oder gleich Null gewählt	20010205
3	INVALID_INTERVAL	☐	Funktion ist in diesem Intervall nicht erklärt	20010205
4	NO_SOLUTION	☐	Es konnte keine Rendite ermittelt werden	20010117
5	NO_SOLUTION_FOUND	☐	Angewandte Verfahren brachten keine Lösung	20010205

Method CALCULATE_GENERIC Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IT_NMDATA	Call by reference	☐	Type reference (TYPE)	AFWKFPA_NMDATA_T		Tabelle: Bestände und Bewegungen zu exKF-Tagen	20050725
2	Importing	I_YIELD_METHOD	Call by reference	☐	Type reference (TYPE)	AFWKFPA_YIELD_METHOD		Kennzahlen: Renditemethode	20050725
3	Returning	R_RESULT	Value transfer	☐	Type reference (TYPE)	PFAYL_RESULTS		Ergebnis-Struktur	20050725

#	Exception	Resumable	Description	Created on
1	CALCULATION_ERROR	☐	Fehler bei Nullstellenberechnung höherer Polynome	20050725
2	DIVISION_BY_ZERO	☐	Division durch Null	20050725
3	UNSUPPORTED_YIELD_METHOD	☐	Angegebene Renditemethode nicht unterstützt	20050725

Method CALCULATE_MDIETZ Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IT_NMDATA	Call by reference	☐	Type reference (TYPE)	AFWKFPA_NMDATA_T		Tabelle: Bestände und Bewegungen zu New-Money-Zeitpunkten	20000725
2	Returning	R_RESULT	Value transfer	☐	Type reference (TYPE)	PFAYL_RESULTS		Ergebnis-Struktur	20000725

#	Exception	Resumable	Description	Created on
1	DIVISION_BY_ZERO	☐	Unzulässige Division durch Null (Bestand = Null?)	20000725

Method CALCULATE_MWRR Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IT_NMDATA	Call by reference	☐	Type reference (TYPE)	AFWKFPA_NMDATA_T		Tabelle: Bestände und Bewegungen zu New-Money-Zeitpunkten	20000728
2	Returning	R_RESULT	Value transfer	☐	Type reference (TYPE)	PFAYL_RESULTS		Ergebnis-Struktur	20000728

#	Exception	Resumable	Description	Created on
1	CALCULATION_ERROR	☐	Fehler bei der Berechnung der TWRR	20000817

Method CALCULATE_TWRR Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IT_NMDATA	Call by reference	☐	Type reference (TYPE)	AFWKFPA_NMDATA_T		Tabelle: Bestände und Bewegungen zu NM-Zeitpunkten	20000717
2	Returning	R_RESULT	Value transfer	☐	Type reference (TYPE)	PFAYL_RESULTS		Ergebnis der Berechnung	20000713

#	Exception	Resumable	Description	Created on
1	DIVISION_BY_ZERO	☐	Unzulässige Division durch Null (Bestand = Null?)	20000725

Method GET_PORTFOLIO_RAWDATA Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_NMDATA	Call by reference	☐	Type reference (TYPE)	AFWKFPA_NMDATA_T		Tabelle: Bestände und Bewegungen zu New-Money-Zeitpunkten	20050519
2	Importing	IREF_MSG_HANDLER2	Call by reference	☐	Object reference (TYPE REF TO)	CL_AFWGO_MSG_HANDLER2		Message Handler Endergebnisverfahren	20000821
3	Importing	IT_KFCLASS_EXCERPT	Call by reference	☐	Type reference (TYPE)	AFWGO_KFCLASSIFICATION_T		Tabelle klassifizierter Kennzahlen	20000713
4	Importing	I_ANALYSIS_STRUCTURE	Call by reference	☐	Type reference (TYPE)	JBRRMBID		Analysestruktur	20000714
5	Importing	I_KEYDATE	Call by reference	☐	Type reference (TYPE)	AFW_KEYDATE		Stichtag	20000713
6	Importing	I_PHID	Call by reference	☐	Type reference (TYPE)	JBRPHID		Portfoliohierarchie	20000714
7	Importing	I_PHNODE	Call by reference	☐	Type reference (TYPE)	AFW_PHNODE		Portfolio-Knoten	20000726
8	Importing	I_PH_TESTMODE	Call by reference	☐	Type reference (TYPE)	AFWCH_FLAG_SELE	' '	X =PH mit Filtertestselektionen	20040510
9	Importing	I_VIEW	Call by reference	☐	Type reference (TYPE)	JBRSICHTID		Sicht einer Analysestruktur	20000714
10	Importing	I_X_ONLY_POS	Call by reference	☑	Type reference (TYPE)	XFELD		Nur Bestände nachladen	20050519

#	Exception	Resumable	Description	Created on
1	NO_FLOW_DATA	☐	keine Bewegungsdaten auf diesem Portfolio gefunden	20000829
2	NO_POSITION_DATA	☐	keine Bestandsdaten auf diesem Portfolio gefunden	20000829

Method POST_RESULTS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IT_RESULT	Call by reference	☐	Type reference (TYPE)	PFAYL_RESULT_T		Tabelle von Ergebnisen	20000719
2	Importing	I_APPLICATION	Call by reference	☐	Type reference (TYPE)	AFW_APPLICATION		Analyzer-Anwendung	20000719
3	Importing	I_EVALPROC2	Call by reference	☐	Type reference (TYPE)	AFWGO_EVALPROC_2		Auswertungsverfahren für Endergebnisse	20000719
4	Importing	I_KEYDATE	Call by reference	☐	Type reference (TYPE)	AFW_KEYDATE		Stichtag	20000719
5	Importing	I_PHIERA	Call by reference	☐	Type reference (TYPE)	AFW_PHIERA		Portfoliohierarchie	20000719

Method POST_RESULTS on class CL_AFWKFPA_YIELDCALCULATOR has no exception.

Method PREPARE_KFBFBF Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	ET_KFBFBF	Call by reference	☐	Type reference (TYPE)	AFWKF_KFBFBF_T		Zuordnung Kennzahl-Basiskennzahl-Basiskennzahl2-Währung	20000717
2	Importing	IT_KFCLASS_EXCERPT	Call by reference	☐	Type reference (TYPE)	AFWGO_KFCLASSIFICATION_T		Tabelle klassifizierter Kennzahlen	20000717
3	Importing	I_KEYDATE	Call by reference	☐	Type reference (TYPE)	AFW_KEYDATE		Key Date for Evaluation	20010323

#	Exception	Resumable	Description	Created on
1	NO_RELEVANT_KFCATEGORIES	☐	Keine für Renditeberechnung relevanten Kennzahltypen vorh.	20000726

Method START_CALCULATION Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	ET_NSUM_GENVALUES	Call by reference	☐	Type reference (TYPE)	RDB_INTF_NSUM_GENVALUES_TAB		Tabelle nichtadd.gen.Kennzahlen	20000719
2	Exporting	ET_RESULT	Call by reference	☐	Type reference (TYPE)	PFAYL_RESULT_T		Tabelle nadd.gen. Kennzahlen	20000719
3	Importing	IREF_MSG_HANDLER2	Call by reference	☐	Object reference (TYPE REF TO)	CL_AFWGO_MSG_HANDLER2		Message Handler Endergebnisverfahren	20000818
4	Importing	IT_KFCLASS_EXCERPT	Call by reference	☐	Type reference (TYPE)	AFWGO_KFCLASSIFICATION_T		Tabelle von Kennzahlen	20000713
5	Importing	IT_NMDATA	Call by reference	☐	Type reference (TYPE)	AFWKFPA_NMDATA_T		Tabelle: Bestände und Bewegungen zu New-Money-Zeitpunkten	20000713
6	Importing	I_APPLICATION	Call by reference	☐	Type reference (TYPE)	AFW_APPLICATION		Analyzer-Anwendung	20000717
7	Importing	I_KEYDATE	Call by reference	☐	Type reference (TYPE)	AFW_KEYDATE		Periodenende	20000713
8	Importing	I_PHID	Call by reference	☐	Type reference (TYPE)	JBRPHID		Portfoliohierarchie	20000926
9	Importing	I_PHNODE	Call by reference	☐	Type reference (TYPE)	AFW_PHNODE		Portfoliohierarchieknoten	20000719

#	Exception	Resumable	Description	Created on
1	NO_NMDATA	☐	keine New-Money-Daten: Berechnung abgebrochen	20000830
2	UNSUPPORTED_YIELD_METHOD	☐	Renditemethode nicht unterstützt	20000713

Event Signatures

Event MESSAGE_ADD Signature

#	Parameter	Type	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	I_TOTAL_SEVERITY	Exporting	Value transfer	☑	Type reference (TYPE)	SY-MSGTY		Nachrichten, Nachrichtentyp	20000926

Event MESSAGE_CUMULATE Signature

#	Parameter	Type	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	I_TOTAL_SEVERITY	Exporting	Value transfer	☑	Type reference (TYPE)	SY-MSGTY		neue totale Schwere	20000926

History

Last changed by/on	SAP	20050411
SAP Release Created in	462_10