Hierarchy
⤷
⤷
Meta Relationship - Using
| # | Relationship type | Using | Short Description | Created on |
|---|---|---|---|---|
| 1 | Inheritance (c INHERITING FROM c_ref) | CL_TBA_DCS_SERVICES | Service class for Derivative Contract Specification | 20120808 |
Properties
| Class | CL_TBA_DCS_LOF_SERVICES | |
| Short Description | Service class for Derivative Contract Specification - LOF | |
| Super Class | CL_TBA_DCS_SERVICES | Service class for Derivative Contract Specification |
| Instantiability of a Class | 2 | Public |
| Final |
General Data
| Message Class | ||
| Program status | ||
| Category | 0 | |
| Package | FTR_BASIS_DATA_ACCESS | Treasury Basis Objects - Data Access |
| Created | 20120808 | SAP |
| Last change | 20131127 | SAP |
| Shared Memory-enabled | ||
| Fixed point arithmetic | ||
| Unicode checks active |
Forward declarations
| # | Type group / Object type | Type | Type Description |
|---|---|---|---|
| 1 | Type group use (TYPE-POOLS tp) | Type group use (TYPE-POOLS tp) |
Interfaces
Class CL_TBA_DCS_LOF_SERVICES has no interface implemented.
Friends
Class CL_TBA_DCS_LOF_SERVICES has no friend class.
Attributes
| # | Attribute | Level | Visibility | Read only | Typing | Associated Type | Initial Value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Constant | Public | Type reference (TYPE) | TBA_PERIODTYPE | 'CP' | Contract Period | 20121213 | ||
| 2 | Constant | Public | Type reference (TYPE) | TBA_PERIODTYPE | 'CSP' | Cash Settlement Period | 20121213 | ||
| 3 | Constant | Public | Type reference (TYPE) | TBA_PERIODTYPE | 'EP' | Expiration Period | 20121213 | ||
| 4 | Constant | Public | Type reference (TYPE) | TBA_PERIODTYPE | 'PSP' | Physical Settlement Period | 20121213 | ||
| 5 | Constant | Public | Type reference (TYPE) | TBA_PERIODTYPE | 'QP' | Quotation Period | 20121213 | ||
| 6 | Constant | Public | Type reference (TYPE) | TBA_PERIODTYPE | 'TP' | Trading Period | 20121213 | ||
| 7 | Constant | Private | Type reference (TYPE) | TBA_REPORTINGDATE | '700' | Reporting Date | 20130425 | ||
| 8 | Static Attribute | Private | Type reference (TYPE) | TBAY_KEYDATE_BUFFER | Buffer for Keydates returned by Period BAdI | 20130301 | |||
| 9 | Static Attribute | Private | Type reference (TYPE) | TBAY_DCS_KEYDATE_TENOR | Keydate/Tenor Combinations for a Price Date | 20130417 | |||
| 10 | Static Attribute | Private | Type reference (TYPE) | TT_PRICEDATE_TENOR_KEYDATE | List of Price Date/Tenor/Key Date Combinations | 20130321 |
Methods
| # | Method | Level | Visibility | Method type | Description | Created on |
|---|---|---|---|---|---|---|
| 1 | Static method | Public | Method | Delete Specific DCS | 20130110 | |
| 2 | Static method | Public | Method | Delete Texts for DCS | 20130110 | |
| 3 | Static method | Public | Method | Delete all DCS for LOF Commodity | 20130110 | |
| 4 | Static method | Public | Method | Delete all Key Dates assigned to a DCS | 20120831 | |
| 5 | Static method | Public | Method | Delete all Key Date Texts assigned to a DCS | 20120815 | |
| 6 | Static method | Public | Method | Delete all DCS for Listed Options, Futures | 20130110 | |
| 7 | Static method | Public | Method | Delete all MIC assigned to a DCS | 20130110 | |
| 8 | Static method | Public | Method | Delete all Ticks assigned to a DCS | 20120830 | |
| 9 | Static method | Public | Method | Delete all Strikes assigned to a DCS | 20120821 | |
| 10 | Static method | Public | Method | Delete all Periods assigned to a DCS | 20120815 | |
| 11 | Static method | Public | Method | gets all ticks for given dcs | 20120809 | |
| 12 | Static method | Private | Method | gets correct from and to date | 20120808 | |
| 13 | Static method | Public | Method | Gets derivative contract specification data (like cty data) | 20120808 | |
| 14 | Static method | Public | Method | Gets data from DCS needed for the curve | 20121008 | |
| 15 | Static method | Public | Method | Gets key date texts | 20120813 | |
| 16 | Static method | Public | Method | Get LOF specific attributes | 20120808 | |
| 17 | Static method | Public | Method | Gets strike data for given dcs | 20120814 | |
| 18 | Static method | Public | Method | Gets expiration date logic depending on derivative type | 20121024 | |
| 19 | Static method | Public | Method | Gets all key dates for given date range | 20120808 | |
| 20 | Static method | Public | Method | Gets Key Date for given DCS, Quot Date, andTenor(optionally) | 20130116 | |
| 21 | Static method | Public | Method | Gets key date for given DCs, any date and periodtype | 20120808 | |
| 22 | Static method | Public | Method | Get Keydate/Tenor Combinations for a Price Date | 20130417 | |
| 23 | Static method | Public | Method | For given DCS return list of options | 20121210 | |
| 24 | Static method | Public | Method | Gets periods for given DCS | 20120808 | |
| 25 | Static method | Public | Method | Gets periods for given DCS and key date | 20120808 | |
| 26 | Static method | Public | Method | Determines period type from expiration date | 20120920 | |
| 27 | Static method | Public | Method | Determines period type from reporting date | 20121227 | |
| 28 | Static method | Public | Method | gets a period for period type | 20120820 | |
| 29 | Static method | Public | Method | Gets reporting date logic for derivative type | 20121227 | |
| 30 | Static method | Public | Method | For given DCS and KeyDate returns reporting date | 20130110 | |
| 31 | Static method | Public | Method | Get the Reporting Date from a given date | 20130118 | |
| 32 | Static method | Public | Method | Get tick details for a specific DCS and MIC | 20121213 | |
| 33 | Static method | Private | Method | Check whether the year is a leap year | 20120808 | |
| 34 | Static method | Public | Method | 20120813 | ||
| 35 | Static method | Public | Method | 20120813 | ||
| 36 | Static method | Public | Method | 20120814 | ||
| 37 | Static method | Public | Method | 20120813 | ||
| 38 | Static method | Public | Method | sets DCS LOF | 20120810 | |
| 39 | Static method | Public | Method | sets DCS and MICs | 20120813 | |
| 40 | Static method | Public | Method | 20120814 |
Events
Class CL_TBA_DCS_LOF_SERVICES has no event.
Types
| # | Type | Visibility | Typing | Associated Type | Description | Created on | Type Source |
|---|---|---|---|---|---|---|---|
| 1 | TT_PRICEDATE_TENOR_KEYDATE | Private | See coding | 20130321 | tt_pricedate_tenor_keydate TYPE SORTED TABLE OF ty_pricedate_tenor_keydate
WITH UNIQUE KEY dcsid pricedate tenor with_text
|
||
| 2 | TY_PRICEDATE_TENOR_KEYDATE | Private | See coding | 20130321 | BEGIN OF ty_pricedate_tenor_keydate,
dcsid TYPE tba_dcsid,
pricedate TYPE tba_pricedate,
tenor TYPE tba_tenor,
with_text TYPE abap_bool,
keydate TYPE tba_keydate,
keydate_txt TYPE tba_keydate_txt,
keydate_period TYPE tbas_dcs_perds,
END OF ty_pricedate_tenor_keydate
|
Method Signatures
Method DELETE_DCS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130110 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20130110 |
Method DELETE_DCST Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130110 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20130110 |
Method DELETE_DCS_CTY Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130110 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20130110 |
Method DELETE_DCS_KD Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120831 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120831 |
Method DELETE_DCS_KDT Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120815 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120815 |
Method DELETE_DCS_LOF Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130110 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20130110 |
Method DELETE_DCS_MIC Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130110 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20130110 |
Method DELETE_DCS_MIC_CTY Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120830 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120830 |
Method DELETE_DCS_STRIKE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120821 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120828 |
Method DELETE_PERIODS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120815 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120815 |
Method GET_ALL_DCS_TICKS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120809 | |||
| 2 | RT_DCS_MIC_CTY | Value transfer | Type reference (TYPE) | TBAY_DCS_MIC_CTY | Table type for TBAC_DCS_MIC_CTY | 20120809 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120809 |
Method GET_DATE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | EV_DATE_FROM | Call by reference | Type reference (TYPE) | DATS | Field of type DATS | 20120808 | |||
| 2 | EV_DATE_TO | Call by reference | Type reference (TYPE) | DATS | Field of type DATS | 20120808 | |||
| 3 | IV_DATE_FROM | Call by reference | Type reference (TYPE) | DATS | Field of type DATS | 20120808 | |||
| 4 | IV_DATE_TO | Call by reference | Type reference (TYPE) | DATS | Field of type DATS | 20120808 | |||
| 5 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130215 | |||
| 6 | IV_MONTH | Call by reference | Type reference (TYPE) | INT2 | 2 byte integer (signed) | 20120808 | |||
| 7 | IV_TENOR | Call by reference | Type reference (TYPE) | TBA_TENOR | Special Quotations to identify the relevant Key Date | 20120808 | |||
| 8 | IV_YEAR | Call by reference | Type reference (TYPE) | INT4 | Natural number | 20120808 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20130118 | ||
| 2 | Exception thrown when input param invalid | 20120808 |
Method GET_DCS_DATA Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120808 | |||
| 2 | IV_DEFAULT_TO_OLDEST | Call by reference | Type reference (TYPE) | ABAP_BOOL | If no version fits return oldest version | 20130111 | |||
| 3 | IV_VALIDFROM | Call by reference | Type reference (TYPE) | TBA_DCS_VALIDFROM | Version | 20120911 | |||
| 4 | RS_DCS_DATA | Value transfer | Type reference (TYPE) | TBAC_DCS_CTY | Derivative Contract Specification Data Structure | 20120808 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120808 |
Method GET_DCS_FOR_CURVE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ES_DCS_CTY | Call by reference | Type reference (TYPE) | TBAC_DCS_CTY | Definition Contract Specification LOF Commodity | 20121008 | |||
| 2 | ES_DCS_LOF_ATTRIBUTES | Call by reference | Type reference (TYPE) | TBAS_DCS_ATTRIBUTES_LOF | DCS Attribute Structure Listed Options, Futures | 20121012 | |||
| 3 | ET_DCS_KDATS | Call by reference | Type reference (TYPE) | TBAY_DCS_KD | Key date and DCS | 20121008 | |||
| 4 | ET_DCS_KDT | Call by reference | Type reference (TYPE) | TBAY_DCS_KDT | Texts for Keydates | 20121010 | |||
| 5 | ET_DCS_PERDS | Call by reference | Type reference (TYPE) | TBAY_DCS_PERDS | DCS Periods | 20121008 | |||
| 6 | ET_KEYDATES | Call by reference | Type reference (TYPE) | TBAY_KEYDATES | Table type of Keydates | 20121030 | |||
| 7 | IV_CURVE_DATE | Call by reference | Type reference (TYPE) | TBA_KEYDATE | Derivative Contract Key Date | 20121012 | |||
| 8 | IV_DATE_FROM | Call by reference | Type reference (TYPE) | DATS | Determine Periods/Keydates from | 20130301 | |||
| 9 | IV_DATE_TO | Call by reference | Type reference (TYPE) | DATS | Determine Periods/Keydates to | 20130301 | |||
| 10 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20121008 | |||
| 11 | IV_WITH_KEYDATE_TEXTS | Call by reference | Type reference (TYPE) | ABAP_BOOL | ABAP_FALSE | 20121010 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20121008 | ||
| 2 | Exception thrown when input param invalid | 20121008 |
Method GET_DCS_KDT Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IS_ATTR_LOF | Call by reference | Type reference (TYPE) | TBAS_DCS_ATTRIBUTES_LOF | DCS Attribute Structure Listed Options, Futures | 20120823 | |||
| 2 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120813 | |||
| 3 | IV_START_DATE | Call by reference | Type reference (TYPE) | DATS | SY-DATUM | Field of type DATS | 20130424 | ||
| 4 | RT_DCS_KDT | Value transfer | Type reference (TYPE) | TBAY_DCS_KDT | Texts for Keydates | 20120813 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20120813 | ||
| 2 | Exception thrown when input param invalid | 20120813 |
Method GET_DCS_LOF_ATTRIBUTES Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120808 | |||
| 2 | RS_DCS_LOF_ATTR | Value transfer | Type reference (TYPE) | TBAS_DCS_ATTRIBUTES_LOF | DCS Attribute Structure Listed Options, Futures | 20120808 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120808 |
Method GET_DCS_STRIKE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120814 | |||
| 2 | RT_DCS_STRIKE | Value transfer | Type reference (TYPE) | TBAY_DCS_STRIKE | Table type for TBAC_DCS_STRIKE | 20120814 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120814 |
Method GET_EXPDATELOGIC Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DERIVATIVETYPE | Call by reference | Type reference (TYPE) | TBA_DERIVATIVETYPE | Derivative Category | 20121024 | |||
| 2 | RT_EXPDATELOGICDEF | Value transfer | Type reference (TYPE) | TBAY_EXPLOGICDEF | Table type for expiration date logic | 20121024 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20121024 |
Method GET_KEYDATES Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ET_DCS_KDATS | Call by reference | Type reference (TYPE) | TBAY_DCS_KD | Key date and DCS | 20120808 | |||
| 2 | IV_DATE | Call by reference | Type reference (TYPE) | DATS | Startdate for Period Determination | 20120808 | |||
| 3 | IV_DATE_FROM | Call by reference | Type reference (TYPE) | DATS | Date from | 20120808 | |||
| 4 | IV_DATE_TO | Call by reference | Type reference (TYPE) | DATS | Date to | 20120808 | |||
| 5 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120808 | |||
| 6 | IV_MONTH | Call by reference | Type reference (TYPE) | INT2 | 2 byte integer (signed) | 20120808 | |||
| 7 | IV_TENOR | Call by reference | Type reference (TYPE) | TBA_TENOR | Special Quotations to identify the relevant Key Date | 20120808 | |||
| 8 | IV_YEAR | Call by reference | Type reference (TYPE) | INT4 | Natural number | 20120808 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20120808 | ||
| 2 | Exception thrown when input param invalid | 20120808 |
Method GET_KEYDATE_BY_QUOTDATE_TENOR Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ES_KEYDATE | Call by reference | Type reference (TYPE) | TBAS_DCS_KDT | Derivative Contract Key Date | 20130116 | |||
| 2 | ES_KEYDATE_PERIOD | Call by reference | Type reference (TYPE) | TBAS_DCS_PERDS | DCS Period | 20130422 | |||
| 3 | IV_DATE | Call by reference | Type reference (TYPE) | TBA_PRICEDATE | Date of Price Quotation | 20130116 | |||
| 4 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130116 | |||
| 5 | IV_TENOR | Call by reference | Type reference (TYPE) | TBA_TENOR | Time to Maturity | 20130116 | |||
| 6 | IV_WITH_KEYDATE_TXT | Call by reference | Type reference (TYPE) | ABAP_BOOL | ABAP_FALSE | text of Keydate required? | 20130116 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20130116 | ||
| 2 | Exception thrown when input param invalid | 20130116 |
Method GET_KEYDATE_FOR_DATE_PERTYPE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ET_DCS_KDATS | Call by reference | Type reference (TYPE) | TBAY_DCS_KD | Key Date | 20120808 | |||
| 2 | ET_DCS_KDT | Call by reference | Type reference (TYPE) | TBAY_DCS_KDT | Texts for Keydates | 20121010 | |||
| 3 | ET_DCS_PERDS | Call by reference | Type reference (TYPE) | TBAY_DCS_PERDS | DCS Periods | 20121002 | |||
| 4 | ET_KEYDATES | Call by reference | Type reference (TYPE) | TBAY_KEYDATES | Table type of Keydates | 20121030 | |||
| 5 | IV_DATE | Call by reference | Type reference (TYPE) | TBA_KEYDATE | Date in CHAR format | 20120808 | |||
| 6 | IV_DATE_FROM | Call by reference | Type reference (TYPE) | DATS | Determine Periods/Keydates from | 20130301 | |||
| 7 | IV_DATE_TO | Call by reference | Type reference (TYPE) | DATS | Determine Periods/Keydates to | 20130301 | |||
| 8 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120808 | |||
| 9 | IV_PERIODTYPE | Call by reference | Type reference (TYPE) | TBA_PERIODTYPE | Type of Contract Period | 20120808 | |||
| 10 | IV_STARTDATE | Call by reference | Type reference (TYPE) | DATS | Date to derive the Periods | 20130118 | |||
| 11 | IV_WITH_KEYDATE_TEXTS | Call by reference | Type reference (TYPE) | ABAP_BOOL | ABAP_FALSE | 20121010 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20120808 | ||
| 2 | Exception thrown when input param invalid | 20120808 |
Method GET_KEYDATE_TENOR_COMBINATIONS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ET_KEYDATE_TENOR | Call by reference | Type reference (TYPE) | TBAY_KEYDATE_TENOR | List of Key Date and Time to Maturity Combinations | 20130417 | |||
| 2 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130417 | |||
| 3 | IV_PRICEDATE | Call by reference | Type reference (TYPE) | TBA_PRICEDATE | Date of Price Quotation | 20130417 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20130417 | ||
| 2 | Exception thrown when input param invalid | 20130417 |
Method GET_OPTIONS_FOR_UNDERLYING_DCS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ET_DCS | Call by reference | Type reference (TYPE) | TBAY_DCS | Derivative Contract Specification | 20121210 | |||
| 2 | ET_DCS_LOF | Call by reference | Type reference (TYPE) | TBAY_DCS_LOF | Table type for TBAC_DC_LOF | 20121210 | |||
| 3 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20121210 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20121210 |
Method GET_PERIODS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ET_KEYDATES_TXT | Call by reference | Type reference (TYPE) | TBAY_DCS_KDT | Texts for Keydates | 20130213 | |||
| 2 | ET_PERIODS | Call by reference | Type reference (TYPE) | TBAY_DCS_PERDS | DCS Periods | 20120808 | |||
| 3 | ET_UNDERLYING_KDS | Call by reference | Type reference (TYPE) | TBAY_DCS_UNDERLYING_KD | Keydates with underlying keydate | 20130308 | |||
| 4 | IS_ATTR_LOF | Call by reference | Type reference (TYPE) | TBAS_DCS_ATTRIBUTES_LOF | DCS Attribute Structure Listed Options, Futures | 20120823 | |||
| 5 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120808 | |||
| 6 | IV_KEYDATE | Call by reference | Type reference (TYPE) | TBA_KEYDATE | Key Date | 20120808 | |||
| 7 | IV_START_DATE | Call by reference | Type reference (TYPE) | TBA_PERIOD_START_DATE | DCS: Period Start Date | 20130213 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20120808 | ||
| 2 | Exception thrown when input param invalid | 20120808 |
Method GET_PERIODS_FOR_KEYDATE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | ET_PERIODS | Call by reference | Type reference (TYPE) | TBAY_DCS_PERDS | DCS Periods | 20120808 | |||
| 2 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120808 | |||
| 3 | IV_KEYDATE | Call by reference | Type reference (TYPE) | TBA_KEYDATE | Key Date | 20120808 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20120808 | ||
| 2 | Exception thrown when input param invalid | 20120808 |
Method GET_PERIODTYPE_FROM_EXPDATE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_EXPDATE | Call by reference | Type reference (TYPE) | TBA_EXPIRATIONDATE | Expiration date logic | 20120920 | |||
| 2 | RT_PERIODTYPE | Value transfer | Type reference (TYPE) | TBA_PERIODTYPE | Period Type | 20120920 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120920 |
Method GET_PERIODTYPE_FROM_REPDATE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_REPORTINGDATE | Call by reference | Type reference (TYPE) | TBA_REPORTINGDATE | Reporting Date | 20121227 | |||
| 2 | RV_PERIODTYPE | Value transfer | Type reference (TYPE) | TBA_PERIODTYPE | Period Type | 20121227 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20121227 |
Method GET_PERIOD_BY_PERIODTYPE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_CALENDAR | Call by reference | Type reference (TYPE) | SKALID | Factory calendar | 20120820 | |||
| 2 | IV_DATE_FROM | Call by reference | Type reference (TYPE) | DATS | Determine Periods/Keydates from | 20130301 | |||
| 3 | IV_DATE_TO | Call by reference | Type reference (TYPE) | DATS | Determine Periods/Keydates to | 20130301 | |||
| 4 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120820 | |||
| 5 | IV_KEYDATE | Call by reference | Type reference (TYPE) | TBA_KEYDATE | Derivative Contract Key Date | 20120820 | |||
| 6 | IV_PDEF_ID | Call by reference | Type reference (TYPE) | TBA_PERIODDEF_ID | Period Definition Schema | 20120820 | |||
| 7 | IV_PERIODTYPE | Call by reference | Type reference (TYPE) | TBA_PERIODTYPE | Type of Contract Period | 20120820 | |||
| 8 | IV_PHYSCOMM | Call by reference | Type reference (TYPE) | TBA_STOEFFCHEN | Physical Commodity | 20120820 | |||
| 9 | IV_START_DATE | Call by reference | Type reference (TYPE) | DATS | Start date for key date calculation | 20130222 | |||
| 10 | RS_PERIOD | Value transfer | Type reference (TYPE) | TBAS_PERIOD | Period of Time | 20120820 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20120820 | ||
| 2 | Exception thrown when input param invalid | 20120820 |
Method GET_REPORTINGDATELOGIC Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DERIVATIVETYPE | Call by reference | Type reference (TYPE) | TBA_DERIVATIVETYPE | Derivative Category | 20121227 | |||
| 2 | RT_REPDATELOGICDEF | Value transfer | Type reference (TYPE) | TBAY_REPDATEDEF | Table type for reporting date | 20121227 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20121227 |
Method GET_REPORTINGDATE_FOR_DCS_KD Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130110 | |||
| 2 | IV_KEYDATE | Call by reference | Type reference (TYPE) | TBA_KEYDATE | Derivative Contract Key Date | 20130110 | |||
| 3 | RV_REPORTINGDATE | Value transfer | Type reference (TYPE) | TBA_REPORTING_DATE | Reporting Date | 20130110 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20130110 | ||
| 2 | Exception thrown when input param invalid | 20130110 |
Method GET_REPORTING_DATE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DATE | Call by reference | Type reference (TYPE) | SYDATUM | System Date | 20130118 | |||
| 2 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20130118 | |||
| 3 | IV_TENOR | Call by reference | Type reference (TYPE) | TBA_TENOR | Time to Maturity | 20130425 | |||
| 4 | RV_REPORTING_DATE | Value transfer | Type reference (TYPE) | TBA_REPORTING_DATE | Reporting Date | 20130118 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception class for invalid customizing | 20130118 | ||
| 2 | Exception thrown when input param invalid | 20130118 |
Method GET_TICK Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_DATE | Call by reference | Type reference (TYPE) | TBA_DCS_VALIDFROM | SY-DATUM | Derivative Contract Specification: Valid From | 20121213 | ||
| 2 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20121213 | |||
| 3 | IV_MIC | Call by reference | Type reference (TYPE) | TBA_MIC | Market Identifier Code | 20121213 | |||
| 4 | RS_TICK | Value transfer | Type reference (TYPE) | TBAS_DCS_TICK | DCS Tick Structure | 20121213 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20121213 |
Method IS_LEAP_YEAR Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IV_YEAR | Call by reference | Type reference (TYPE) | INT4 | Natural number | 20120808 | |||
| 2 | RV_LEAP_YEAR | Value transfer | Type reference (TYPE) | ABAP_BOOL | 20120808 |
Method IS_LEAP_YEAR on class CL_TBA_DCS_LOF_SERVICES has no exception.
Method SET_DCS_CTY Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IS_DCS_CTY | Call by reference | Type reference (TYPE) | TBAC_DCS_CTY | Definition Contract Specification LOF Commodity | 20120813 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120813 |
Method SET_DCS_KD Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IT_DCS_KD | Call by reference | Type reference (TYPE) | TBAY_DCS_KD | Key date and DCS | 20120813 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120813 |
Method SET_DCS_KDT Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IT_DCS_KDT | Call by reference | Type reference (TYPE) | TBAY_DCS_KDT | Texts for Keydates | 20120814 | |||
| 2 | IV_DCSID | Call by reference | Type reference (TYPE) | TBA_DCSID | Derivative Contract Specification ID | 20120814 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120814 |
Method SET_DCS_KD_PRDS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IT_DCS_KD_PRDS | Call by reference | Type reference (TYPE) | TBAY_DCS_KD_PRDS | Key date and DCS | 20120813 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120813 |
Method SET_DCS_LOF Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IS_DCS_LOF | Call by reference | Type reference (TYPE) | TBAC_DCS_LOF | Derivative Contrac Specification for Listed Options, Futures | 20120810 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120810 |
Method SET_DCS_MIC_CTY Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IT_DCS_MIC_CTY | Call by reference | Type reference (TYPE) | TBAY_DCS_MIC_CTY | Table type for TBAC_DCS_MIC | 20120813 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120813 |
Method SET_DCS_STRIKE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | IT_DCS_STRIKE | Call by reference | Type reference (TYPE) | TBAY_DCS_STRIKE | Table type for TBAC_DCS_STRIKE | 20120814 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | Exception thrown when input param invalid | 20120814 |
History
| Last changed by/on | SAP | 20131127 |
| SAP Release Created in | 740 |