SAP ABAP Class CL_TBA_LME_PERIODS (LME Period Determination Logic for Commodity Futures)

Hierarchy

☛ PI_BASIS (Software Component) Basis Plug-In
   ⤷ CA-GTF-TRB (Application Component) Financial Risk Management Basis
     ⤷ FTRMP_SFWS_C01S01 (Package) Treasury Basis Objects - Switched Objects EHP7 of EA-FINSERV

Meta Relationship - Using

#	Relationship type	Using	Short Description	Created on
1	Interface implementation (CLASS c. INTERFACES i_ref)	IF_BADI_INTERFACE	Tag Interface for BAdIs	20120726
2	Interface implementation (CLASS c. INTERFACES i_ref)	IF_BADI_TBA_DCS_DYN_PERIODS	Interface for BAdI: BADI_TBA_DCS_DYN_PERIODS	20120726

Properties

Class	CL_TBA_LME_PERIODS
Short Description	LME Period Determination Logic for Commodity Futures
Super Class
Instantiability of a Class	2	Public
Final	☐

General Data

Message Class
Program status
Category	0
Package	FTRMP_SFWS_C01S01	Treasury Basis Objects - Switched Objects EHP7 of EA-FINSERV
Created	20120726	SAP
Last change	20131127	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

Class CL_TBA_LME_PERIODS has no forward declaration.

Interfaces

#	Interface	Abstract	Final	Description	Created on
1	IF_BADI_INTERFACE	☐	☐	Tag Interface for BAdIs	20120726
2	IF_BADI_TBA_DCS_DYN_PERIODS	☐	☐	Interface for BAdI: BADI_TBA_DCS_DYN_PERIODS	20120726

Friends

Class CL_TBA_LME_PERIODS has no friend class.

Attributes

#	Attribute	Level	Visibility	Read only	Typing	Associated Type	Initial Value	Description	Created on
1	C_HIGHDATE	Constant	Protected	☐	Type reference (TYPE)	SYDATUM	'99991231'	Current Date of Application Server	20120726
2	C_PERIODTYPE_CP	Constant	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE	'CP'	DCS Period	20120726
3	C_PERIODTYPE_CSP	Constant	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE	'CSP'	Type of Contract Period	20120726
4	C_PERIODTYPE_EP	Constant	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE	'EP'	Type of Contract Period	20120726
5	C_PERIODTYPE_PSP	Constant	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE	'PSP'	Type of Contract Period	20120726
6	C_PERIODTYPE_QP	Constant	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE	'QP'	Type of Contract Period	20120726
7	C_PERIODTYPE_TP	Constant	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE	'TP'	Type of Contract Period	20120726
8	C_WEDNESDAY	Constant	Protected	☐	Type reference (TYPE)	SCAL-INDICATOR	'3'	Fatory calendar flag	20120726
9	MV_DAY_NUMBER	Instance attribute	Protected	☐	Type reference (TYPE)	INT2		Natural number	20120726
10	MV_DCSID	Instance attribute	Protected	☐	Type reference (TYPE)	TBA_DCSID		Derivative Contract Specification ID	20120726
11	MV_MONTH_NUMBER	Instance attribute	Protected	☐	Type reference (TYPE)	INT2		Natural number	20120726
12	MV_PDEF_ID	Instance attribute	Protected	☐	Type reference (TYPE)	TBA_PERIODDEF_ID		Period Definition Schema	20120823
13	MV_PERIODTYPE	Instance attribute	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE		Type of Contract Period	20120726
14	MV_PERIODTYPE_EXPDATELOGIC	Instance attribute	Protected	☐	Type reference (TYPE)	TBA_PERIODTYPE		Period Type Expiration Date Logic	20130319
15	MV_PHYSCOMM	Instance attribute	Protected	☐	Type reference (TYPE)	TBA_STOEFFCHEN		Physical Commodity	20120823
16	MV_PROMPT_CALENDAR	Instance attribute	Protected	☐	Type reference (TYPE)	SKALID		Prompt Day Calendar	20130410
17	MV_START_DATE	Instance attribute	Protected	☐	Type reference (TYPE)	SYDATUM		System Date	20130321
18	MV_TRADING_CALENDAR	Instance attribute	Protected	☐	Type reference (TYPE)	TBA_TRADING_CALENDAR		Trading Calendar	20130115
19	MV_WEEK_NUMBER	Instance attribute	Protected	☐	Type reference (TYPE)	INT2		Natural number	20120726

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	ADD_CASH_SETTLEMENT_PERIOD	Instance method	Protected	Method	Add a cash settlement period	20120726
2	ADD_DAILY_FUTURES	Instance method	Protected	Method	Add daily futures	20120726
3	ADD_MONTHLY_FUTURES	Instance method	Protected	Method	Add monthly futures	20120726
4	ADD_PHYSICAL_SETTLEMENT_PERIOD	Instance method	Protected	Method	Add a physical settlement period	20120726
5	ADD_QUOTATION_PERIOD	Instance method	Protected	Method	Add a quotation period	20120726
6	ADD_TRADING_PERIOD	Instance method	Protected	Method	Add a trading period	20120726
7	ADD_WEEKLY_FUTURES	Instance method	Protected	Method	Add weekly futures	20120726
8	CHECK_3RD_WEDNESDAY	Instance method	Protected	Method	Check if the day is the 3rd wednesday in a month	20120726
9	CHECK_DATE	Instance method	Protected	Method	Check if the resulted day of a calulation is a valid date	20120726
10	CHECK_SATURDAY	Instance method	Protected	Method	Check if the day is a saturday	20130118
11	CHECK_WEDNESDAY	Instance method	Protected	Method	Check if the day is a wednesday	20120726
12	CHECK_WORKDAY	Instance method	Protected	Method	Check if the day is a workday	20120726
13	GET_CLOSED_PERIODS	Instance method	Public	Method		20130111
14	GET_KEYDATE_TEXTS	Instance method	Protected	Method	Get the text for all key dates of the DCS	20121010
15	GET_PERIODS	Instance method	Public	Method		20130111
16	GET_PERIOD_CUSTOMIZING	Instance method	Protected	Method	Get the customizing for the period of daily-, weekly-,..	20120726
17	INITIALIZE	Instance method	Protected	Method	Initialize Attributes	20130108
18	SHIFT_DATE_TO_KEYDATE	Instance method	Public	Method		20130111
19	SHIFT_DATE_TO_WORKDAY	Instance method	Protected	Method	Shift the date if it is not on a business day	20121022
20	SHIFT_MONTH	Instance method	Protected	Method	Shift months	20120726
21	SHIFT_TO_MONTHEND	Instance method	Protected	Method	Shift the date to the monthend	20121022
22	SHIFT_WORKDAY	Instance method	Protected	Method	Shift workdays	20120726

Events

Class CL_TBA_LME_PERIODS has no event.

Types

Class CL_TBA_LME_PERIODS has no local type.

Method Signatures

Method ADD_CASH_SETTLEMENT_PERIOD Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20120726
2	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_KEYDATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

Method ADD_DAILY_FUTURES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20120726
2	Importing	IV_BEGIN	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_END	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

Method ADD_MONTHLY_FUTURES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20120726
2	Importing	IV_BEGIN	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_END	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

Method ADD_PHYSICAL_SETTLEMENT_PERIOD Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20120726
2	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_KEYDATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

Method ADD_PHYSICAL_SETTLEMENT_PERIOD on class CL_TBA_LME_PERIODS has no exception.

Method ADD_QUOTATION_PERIOD Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20120726
2	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_FREQU	Call by reference	☐	Type reference (TYPE)	CHAR1		Single-Character Flag	20120726
4	Importing	IV_KEYDATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

Method ADD_TRADING_PERIOD Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20120726
2	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_FREQU	Call by reference	☐	Type reference (TYPE)	CHAR1		Single-Character Flag	20120726
4	Importing	IV_KEYDATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

Method ADD_WEEKLY_FUTURES Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20120726
2	Importing	IV_BEGIN	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_END	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

Method CHECK_3RD_WEDNESDAY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
2	Returning	RV_3RD_WEDNESDAY	Value transfer	☐	Type reference (TYPE)	FLAG		General Flag	20120726

Method CHECK_3RD_WEDNESDAY on class CL_TBA_LME_PERIODS has no exception.

Method CHECK_DATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
2	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726

Method CHECK_DATE on class CL_TBA_LME_PERIODS has no exception.

Method CHECK_SATURDAY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20130118
2	Returning	RV_SATURDAY	Value transfer	☐	Type reference (TYPE)	FLAG		General Flag	20130118

Method CHECK_SATURDAY on class CL_TBA_LME_PERIODS has no exception.

Method CHECK_WEDNESDAY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
2	Returning	RV_WEDNESDAY	Value transfer	☐	Type reference (TYPE)	FLAG		General Flag	20120726

Method CHECK_WEDNESDAY on class CL_TBA_LME_PERIODS has no exception.

Method CHECK_WORKDAY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IV_CALENDAR	Call by reference	☑	Type reference (TYPE)	WFCID		Calendar	20130328
2	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Returning	RV_WORKDAY	Value transfer	☐	Type reference (TYPE)	FLAG		General Flag	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

Method GET_CLOSED_PERIODS Signature

Method GET_CLOSED_PERIODS on class CL_TBA_LME_PERIODS has no parameter.
Method GET_CLOSED_PERIODS on class CL_TBA_LME_PERIODS has no exception.

Method GET_KEYDATE_TEXTS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CT_TEXT	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_KDT		Texts for Keydates	20121010
2	Importing	IT_PERIODS	Call by reference	☐	Type reference (TYPE)	TBAY_DCS_PERDS		DCS Periods	20121010

Method GET_KEYDATE_TEXTS on class CL_TBA_LME_PERIODS has no exception.

Method GET_PERIODS Signature

Method GET_PERIODS on class CL_TBA_LME_PERIODS has no parameter.
Method GET_PERIODS on class CL_TBA_LME_PERIODS has no exception.

Method GET_PERIOD_CUSTOMIZING Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IV_VALIDFROM	Call by reference	☐	Type reference (TYPE)	TBA_PDEF_VALIDFROM	SY-DATUM	LME-Specific Period Determination: Valid From	20130108

#	Exception	Resumable	Description	Created on
1	CX_TBA_INVALID_CUSTOMIZING	☐	Exception class for invalid customizing	20120726
2	CX_TBA_INVALID_PARAMETER	☐	Exception thrown when input param invalid	20120726

Method INITIALIZE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IV_CALENDAR	Call by reference	☐	Type reference (TYPE)	SKALID		Factory calendar	20130108
2	Importing	IV_DCSID	Call by reference	☐	Type reference (TYPE)	TBA_DCSID		Derivative Contract Specification ID	20130108
3	Importing	IV_PDEF_ID	Call by reference	☐	Type reference (TYPE)	TBA_PERIODDEF_ID		Period Definition Schema	20130108
4	Importing	IV_PHYSCOMM	Call by reference	☐	Type reference (TYPE)	TBA_STOEFFCHEN		Physical Commodity	20130108

#	Exception	Resumable	Description	Created on
1	CX_TBA_MISSING_CALENDAR	☐	Missing Calendar	20130108

Method SHIFT_DATE_TO_KEYDATE Signature

Method SHIFT_DATE_TO_KEYDATE on class CL_TBA_LME_PERIODS has no parameter.
Method SHIFT_DATE_TO_KEYDATE on class CL_TBA_LME_PERIODS has no exception.

Method SHIFT_DATE_TO_WORKDAY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	EV_KEYDATE	Value transfer	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20121022
2	Importing	IV_CALENDAR	Call by reference	☐	Type reference (TYPE)	SKALID		Factory calendar	20130116
3	Importing	IV_CORRECT_OPTION	Call by reference	☐	Type reference (TYPE)	SCAL-INDICATOR	'+'	Fatory calendar flag	20130118
4	Importing	IV_KEYDATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20121022

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20121022

Method SHIFT_MONTH Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
2	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
3	Importing	IV_DIRECTION	Call by reference	☐	Type reference (TYPE)	CHAR1	'+'	Single-Character Flag	20120726
4	Importing	IV_MONTHS	Call by reference	☐	Type reference (TYPE)	INT2		Natural number	20120726

Method SHIFT_MONTH on class CL_TBA_LME_PERIODS has no exception.

Method SHIFT_TO_MONTHEND Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Changing	CV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20121022

Method SHIFT_TO_MONTHEND on class CL_TBA_LME_PERIODS has no exception.

Method SHIFT_WORKDAY Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
2	Importing	IV_CALENDAR	Call by reference	☐	Type reference (TYPE)	SKALID		Factory calendar	20130115
3	Importing	IV_CORRECT_OPTION	Call by reference	☐	Type reference (TYPE)	SCAL-INDICATOR		Fatory calendar flag	20120726
4	Importing	IV_DATE	Call by reference	☐	Type reference (TYPE)	SYDATUM		Current Date of Application Server	20120726
5	Importing	IV_DAYS	Call by reference	☐	Type reference (TYPE)	INT4		Natural number	20120726

#	Exception	Resumable	Description	Created on
1	CX_TBA_CALENDAR_EVALUATION	☐	Calendar Evaluation	20120726

History

Last changed by/on	SAP	20131127
SAP Release Created in	740