SAP ABAP Class CL_MARGIN_SWAP_DEF_VAL (Treasury: Step Margin/Swap Accrual)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM-AC (Application Component) Transfer to Financial Accounting
     ⤷ FTR_VALUATION (Package) Treasury: General Valuation

Meta Relationship - Using

#	Relationship type	Using	Short Description	Created on
1	Interface implementation (CLASS c. INTERFACES i_ref)	IF_VALUATION_STEP_VAL	Treasury: Valuation Step	20000725

Properties

Class	CL_MARGIN_SWAP_DEF_VAL
Short Description	Treasury: Step Margin/Swap Accrual
Super Class
Instantiability of a Class	2	Public
Final	☑

General Data

Message Class
Program status
Category	0
Package	FTR_VALUATION	Treasury: General Valuation
Created	20000725	SAP
Last change	20081217	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

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

Interfaces

#	Interface	Abstract	Final	Description	Created on
1	IF_VALUATION_STEP_VAL	☐	☐	Treasury: Valuation Step	20000725

Friends

Class CL_MARGIN_SWAP_DEF_VAL has no friend class.

Attributes

#	Attribute	Level	Visibility	Read only	Typing	Associated Type	Initial Value	Description	Created on
1	CALC_BASIS	Instance attribute	Private	☐	Type reference (TYPE)	VALS_CALC_BASIS		Calculation bases	20000725
2	CURRENCIES	Instance attribute	Private	☐	Type reference (TYPE)	TRGS_CURRENCIES		Position and Valuation Currency	20000725
3	CUSTOMIZING_DATA	Instance attribute	Private	☐	Type reference (TYPE)	VALS_CUST		Customizing	20000725
4	NEW_DATA	Instance attribute	Private	☐	Type reference (TYPE)	VALS_NEW_DATA		New Book Values and Rates	20000725
5	STATE_OF_STEP	Instance attribute	Private	☐	Type reference (TYPE)	TPM_STATE_OF_STEP		Status of the Valuation Step	20000725
6	TAB_MESSAGE	Instance attribute	Private	☐	Type reference (TYPE)	BAL_T_MSG		Messages	20000725
7	TAB_RESET_VALUATION_FLOW	Instance attribute	Private	☐	Type reference (TYPE)	VALY_VALUATION_FLOW		Valuation Flows for Reset	20000725
8	TAB_SUPPORTED_PROD_CAT	Instance attribute	Private	☐	Type reference (TYPE)	TRGR_PRODUCT_CATEGORY		Supported Product Categories	20000725
9	TAB_VALUATION_FLOW	Instance attribute	Private	☐	Type reference (TYPE)	VALY_VALUATION_FLOW		Valuation Flows	20000725
10	WRITE_UP_DOWN	Instance attribute	Private	☐	Type reference (TYPE)	VALS_MARGIN_SWAP_DEF_UP_DOWN		Accrual/Deferral Amounts	20000725

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	CALCULATE	Instance method	Private	Method	Executes Calculation	20000725
2	CHECK_CALC_BASIS	Instance method	Private	Method	Checks the Calculation Bases	20000725
3	CLS_REPO_USES_BOOK_VALUE	Static method	Public	Method	Does repo use TRL/purchase value components?	20080715
4	CONSTRUCTOR	Instance method	Public	Constructor	Constructor	20000725
5	CREATE_FLOW_FB	Instance method	Private	Method	Generates Flows for Forward Bond	20000809
6	CREATE_FLOW_FOR_SPLIT_ACC_FB	Instance method	Private	Method	Generates Flow for Asset/Liab. Account	20031218
7	CREATE_FLOW_FOR_SPLIT_ACC_FX	Instance method	Private	Method	Generates Flow for Asset/Liab. Account	20031205
8	CREATE_FLOW_FX	Instance method	Private	Method	Generates Flows	20000809
9	CREATE_VALUATION_FLOWS	Instance method	Private	Method	Coordinates the Generation of Flows	20000725
10	DETERMINE_CALCULATION_BASIS	Instance method	Private	Method	Determines the Calculation Bases	20000725

Events

Class CL_MARGIN_SWAP_DEF_VAL has no event.

Types

Class CL_MARGIN_SWAP_DEF_VAL has no local type.

Method Signatures

Method CALCULATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IM_KEY_DATE	Call by reference	☐	Type reference (TYPE)	TPM_VAL_KEYDATE		Stichtag der Bewertung	20000726
2	Importing	IM_PRODUCT_CAT	Call by reference	☐	Type reference (TYPE)	SANLF		Produkttyp	20000726

#	Exception	Resumable	Description	Created on
1	CONVERSION_ERROR	☐	Fehler beim Umrechnen eines Betrages von BestW in BewW	20000725
2	SYSTEM_ERROR	☐	Systemfehler	20000725

Method CHECK_CALC_BASIS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EX_POSITION_TYPE	Call by reference	☐	Type reference (TYPE)	CHAR1		Kennzeichen Short/Nullbestand	20000725
2	Importing	IM_KEYDATE	Call by reference	☐	Type reference (TYPE)	TPM_VAL_KEYDATE		Stichtag der Bewertung	20010119
3	Importing	IM_PRODUCT_CAT	Call by reference	☐	Type reference (TYPE)	SANLF		Produkttyp	20000726

Method CHECK_CALC_BASIS on class CL_MARGIN_SWAP_DEF_VAL has no exception.

Method CLS_REPO_USES_BOOK_VALUE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EX_FLG_BOOK_VALUE_USED	Call by reference	☐	Type reference (TYPE)	XFELD		'X': sport and forward change book value	20080715
2	Exporting	EX_FORWARD_TRANSACTION	Call by reference	☐	Object reference (TYPE REF TO)	CL_TRANSACTION_TRL		Klasse TRL Transactions	20080715
3	Exporting	EX_SPOT_TRANSACTION	Call by reference	☐	Object reference (TYPE REF TO)	CL_TRANSACTION_TRL		Klasse TRL Transactions	20080715
4	Importing	IM_POSITION	Call by reference	☐	Object reference (TYPE REF TO)	CL_POSITION_TRL		Treasury Ledger Position	20080715

#	Exception	Resumable	Description	Created on
1	NO_REPO_POSITION	☐	position is no repo position	20080715
2	PARTIALLY_USED	☐	spot or forward change book value	20080715

Method CONSTRUCTOR Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IM_CUSTOMIZING_DATA	Call by reference	☐	Type reference (TYPE)	VALS_CUST		Customizing	20000725

#	Exception	Resumable	Description	Created on
1	CUSTOMIZING_DATA_INVALID	☐	keine Customizing-Daten übergeben	20000725

Method CREATE_FLOW_FB Signature

Method CREATE_FLOW_FB on class CL_MARGIN_SWAP_DEF_VAL has no parameter.
Method CREATE_FLOW_FB on class CL_MARGIN_SWAP_DEF_VAL has no exception.

Method CREATE_FLOW_FOR_SPLIT_ACC_FB Signature

Method CREATE_FLOW_FOR_SPLIT_ACC_FB on class CL_MARGIN_SWAP_DEF_VAL has no parameter.
Method CREATE_FLOW_FOR_SPLIT_ACC_FB on class CL_MARGIN_SWAP_DEF_VAL has no exception.

Method CREATE_FLOW_FOR_SPLIT_ACC_FX Signature

Method CREATE_FLOW_FOR_SPLIT_ACC_FX on class CL_MARGIN_SWAP_DEF_VAL has no parameter.
Method CREATE_FLOW_FOR_SPLIT_ACC_FX on class CL_MARGIN_SWAP_DEF_VAL has no exception.

Method CREATE_FLOW_FX Signature

Method CREATE_FLOW_FX on class CL_MARGIN_SWAP_DEF_VAL has no parameter.
Method CREATE_FLOW_FX on class CL_MARGIN_SWAP_DEF_VAL has no exception.

Method CREATE_VALUATION_FLOWS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EX_TAB_VAL_FLOW	Call by reference	☐	Type reference (TYPE)	TPMY_ACCU_FLOW		Bewegungen (für Addierer)	20000725
2	Importing	IM_PRODUCT_CAT	Call by reference	☐	Type reference (TYPE)	SANLF		Produkttyp	20000726
3	Importing	IM_VAL_CAT	Call by reference	☐	Type reference (TYPE)	TPM_VAL_CAT		Bewertungstyp	20000725

#	Exception	Resumable	Description	Created on
1	SYSTEM_ERROR	☐	Systemfehler; Programmabbruch!	20000725

Method DETERMINE_CALCULATION_BASIS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EX_PRODUCT_CAT	Call by reference	☐	Type reference (TYPE)	SANLF		Produkttyp	20000726
2	Importing	IM_ACCUMULATOR	Call by reference	☐	Object reference (TYPE REF TO)	CL_ACCUMULATOR_TRG		Addierer	20000725
3	Importing	IM_KEY_DATE	Call by reference	☐	Type reference (TYPE)	TPM_VAL_KEYDATE		Datum der Bewertung	20000725
4	Importing	IM_POSITION	Call by reference	☐	Object reference (TYPE REF TO)	IF_ASSESSABLE_POSITION_VAL		bewertbare Position	20000725
5	Importing	IM_VAL_CAT	Call by reference	☐	Type reference (TYPE)	TPM_VAL_CAT		Valuation Category	20101102

#	Exception	Resumable	Description	Created on
1	DEAL_MARKET_ERROR	☐	Fehler bei Bestimmung von Marktkursen	20000725
2	PROD_CAT_NOT_SUPPORTED	☐	Produkttyp wird nicht unterstützt	20000725
3	RATE_ERROR	☐	Fehler bei Umrechnung	20000809
4	SYSTEM_ERROR	☐	Systemfehler	20000725

History

Last changed by/on	SAP	20081217
SAP Release Created in	462_10