SAP ABAP Class CL_CAP_FLOOR_TRR (FRA Position for Data Extraction)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM-BO (Application Component) Back Office
     ⤷ FTR_TRL_REPORTING (Package) Reporting Treasury Ledger

Meta Relationship - Using

#	Relationship type	Using	Short Description	Created on
1	Inheritance (c INHERITING FROM c_ref)	CL_POSITION_EXTEN1_TRR	Position with Capital Flow Calculation	20020108

Properties

Class	CL_CAP_FLOOR_TRR
Short Description	FRA Position for Data Extraction
Super Class	CL_POSITION_EXTEN1_TRR	Position with Capital Flow Calculation
Instantiability of a Class	2	Public
Final	☑

General Data

Message Class
Program status
Category	0
Package	FTR_TRL_REPORTING	Reporting Treasury Ledger
Created	20020108	SAP
Last change	20050109	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

#	Type group / Object type	Type	Type Description
1	FTRTR	Type group use (TYPE-POOLS tp)	Type group use (TYPE-POOLS tp)
2	TPMCO	Type group use (TYPE-POOLS tp)	Type group use (TYPE-POOLS tp)

Interfaces

Class CL_CAP_FLOOR_TRR has no interface implemented.

Friends

Class CL_CAP_FLOOR_TRR has no friend class.

Attributes

#	Attribute	Level	Visibility	Read only	Typing	Associated Type	Initial Value	Description	Created on
1	_ADD_FLOWS	Instance attribute	Private	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		Additional Flows	20020108
2	_CAP_1_FLOOR_2	Instance attribute	Private	☐	Type reference (TYPE)	TI_SCAPFLO		Cap/Floor Indicator	20020110
3	_CAP_FLOOR_RATE	Instance attribute	Private	☐	Type reference (TYPE)	PKOND		Cap of Floor Rate	20020109
4	_CLOSE_FLOW	Instance attribute	Private	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		Flow at End of Hedge Period	20020108
5	_CONTRACTDATE	Instance attribute	Private	☐	Type reference (TYPE)	TB_DBLFZ		Contract Date	20020108
6	_HEDGE_BEGIN	Instance attribute	Private	☐	Type reference (TYPE)	TB_DFAELL		Start of Hedge Period (Settlement Date)	20020108
7	_HEDGE_END	Instance attribute	Private	☐	Type reference (TYPE)	TB_DFAELL		End of Hedge Period	20020108
8	_INTEREST_FLOWS	Instance attribute	Private	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		Interest Flow(s) at Start of Hedge Period	20020108
9	_IT_MSG	Instance attribute	Private	☐	Type reference (TYPE)	BAL_T_MSG		Application Log: Table with Messages	20020108
10	_KEYDATE	Instance attribute	Private	☐	Type reference (TYPE)	TPM_TRLDATE		Key Date Calculation	20020108
11	_KEYDATE_BEGIN	Instance attribute	Private	☐	Type reference (TYPE)	TPM_TRLDATE		Key Date Calculation: Start	20020108
12	_OPEN_FLOW	Instance attribute	Private	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		Flow at Start of Contract	20020108
13	_PERIOD_BEGIN	Instance attribute	Private	☐	Type reference (TYPE)	TPM_TRLDATE		Start Date of Calculation Period	20020108
14	_POSITION_CATEGORY	Instance attribute	Private	☐	Type reference (TYPE)	TRR_POSITION_CATEGORY		Position Category	20020108
15	_PREMIUM_FLOWS	Instance attribute	Private	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		Option Premium	20020108
16	_PRODUCT_CATEGORY	Instance attribute	Private	☐	Type reference (TYPE)	SANLF		Product Category	20020108
17	_PTRL_QUERY_SERVICE	Static Attribute	Private	☐	Object reference (TYPE REF TO)	CL_QUERY_SERVICE_TRL		Treasury Ledger Query Service	20020108
18	_REF_INTEREST	Instance attribute	Private	☐	Type reference (TYPE)	REFERENZ		Reference Interest Rate	20020108
19	_REF_INTEREST_RATE	Instance attribute	Private	☐	Type reference (TYPE)	DZINSSATZ		Interest Rate	20020109
20	_TRADINGDATE	Instance attribute	Private	☐	Type reference (TYPE)	TB_DVTRAB		Trading Date	20020108
21	_TRL_POSITION	Instance attribute	Private	☐	Object reference (TYPE REF TO)	CL_POSITION_TRL		Treasury Ledger Position	20020108
22	_VTBFHA	Instance attribute	Private	☐	Type reference (TYPE)	VTBFHA		Transaction	20020108
23	_VTBFHAPO	Instance attribute	Private	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		Flows (Database View)	20020108
24	_VTBFHAZU	Instance attribute	Private	☐	Type reference (TYPE)	VTBFHAZU		Transaction Status	20020108
25	_VTBFINKO	Instance attribute	Private	☐	Type reference (TYPE)	FTRTR_TAB_FINKO		Transaction Conditions	20020108

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	CLASS_CONSTRUCTOR	Static method	Public	Constructor	CLASS_CONSTRUCTOR	20020108
2	CONSTRUCTOR	Instance method	Public	Constructor	Constructor	20020108
3	FORWARD_RATE_CALCULATE	Instance method	Private	Method	Calculates the Forward Rate on Key Date	20020108
4	GET_REF_INTEREST	Instance method	Public	Method	Reference Interest (e.g. LIBOR ...)	20020108
5	LOAD_POSTING_ITEMS_FROM_TRL	Instance method	Private	Method	Load Posting Items from TRL	20020108
6	RETRIEVE_POSITIONS	Static method	Public	Method	Retrieves all Positions for Key Date	20020108

Events

Class CL_CAP_FLOOR_TRR has no event.

Types

#	Type	Visibility	Typing	Associated Type	Description	Created on	Type Source
1	TYP_STR_VAMA_RUN	Private	See coding		Variation Margin?	20020108
2	TYP_TAB_VAMA_RUN	Private	See coding		Table Type of Structure TYP_STR_VAMA_RUN	20020108

Method Signatures

Method CLASS_CONSTRUCTOR Signature

Method CLASS_CONSTRUCTOR on class CL_CAP_FLOOR_TRR has no parameter.
Method CLASS_CONSTRUCTOR on class CL_CAP_FLOOR_TRR has no exception.

Method CONSTRUCTOR Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IM_KEYDATE	Value transfer	☐	Type reference (TYPE)	TPM_TRLDATE		Key date	20020108
2	Importing	IM_KEYDATE_BEGIN	Value transfer	☑	Type reference (TYPE)	TPM_TRLDATE		Key date begin	20020108
3	Importing	IM_PERIOD_BEGIN	Value transfer	☐	Type reference (TYPE)	TPM_TRLDATE		Period begin	20020108
4	Importing	IM_STR_DIFF_VALUES	Value transfer	☐	Type reference (TYPE)	DIFS_DIFF_VALUES		Struktur für Differenzierungswerte	20020108
5	Importing	IM_TRL_POSITION	Value transfer	☐	Object reference (TYPE REF TO)	CL_POSITION_TRL		Treasury Ledger Position	20020108
6	Importing	IM_VTBFHA	Call by reference	☐	Type reference (TYPE)	VTBFHA		Transaction	20020108
7	Importing	IM_VTBFHAPO	Value transfer	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		VTBFHAPO	20020108
8	Importing	IM_VTBFHAPO_ADD_FLOWS	Call by reference	☐	Type reference (TYPE)	FTRTR_TAB_FHAPO		VTBFHAPO additional flows	20020108
9	Importing	IM_VTBFHAZU	Call by reference	☐	Type reference (TYPE)	VTBFHAZU		Transaction Activity	20020108
10	Importing	IM_VTBFINKO	Call by reference	☐	Type reference (TYPE)	FTRTR_TAB_FINKO		Transaction Condition	20020108

Method CONSTRUCTOR on class CL_CAP_FLOOR_TRR has no exception.

Method FORWARD_RATE_CALCULATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	RE_FORWARD_RATE	Value transfer	☐	Type reference (TYPE)	AZINSSATZ		Zinssatz	20020108

Method FORWARD_RATE_CALCULATE on class CL_CAP_FLOOR_TRR has no exception.

Method GET_REF_INTEREST Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	RE_REF_INTEREST	Value transfer	☐	Type reference (TYPE)	SZSREF		Zinsreferenz	20020108

Method GET_REF_INTEREST on class CL_CAP_FLOOR_TRR has no exception.

Method LOAD_POSTING_ITEMS_FROM_TRL Signature

Method LOAD_POSTING_ITEMS_FROM_TRL on class CL_CAP_FLOOR_TRR has no parameter.

#	Exception	Resumable	Description	Created on
1	FAILED	☐	Error occurred	20020108

Method RETRIEVE_POSITIONS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IM_KEYDATE	Value transfer	☐	Type reference (TYPE)	TPM_TRLDATE		Treasury Ledger Datum	20020108
2	Importing	IM_KEYDATE_BEGIN	Value transfer	☐	Type reference (TYPE)	TPM_TRLDATE		Key date begin	20020108
3	Importing	IM_PERIOD_BEGIN	Value transfer	☐	Type reference (TYPE)	TPM_TRLDATE		Treasury Ledger Datum	20020108
4	Importing	IM_RANGES	Value transfer	☐	Type reference (TYPE)	DIFS_SELECTION_RANGES		Ranges über Differenzierungswerte für DB-Selektion	20020108
5	Returning	RE_TAB_POSITION	Value transfer	☐	Type reference (TYPE)	TRRY_POSITION_EXTEN1		Tabelle mit Positionen für Reporting	20020108

#	Exception	Resumable	Description	Created on
1	FAILED	☐	Fehler ist aufgetreten	20020108

History

Last changed by/on	SAP	20050109
SAP Release Created in	462_10