SAP ABAP Class CL_TBA_TENOR_SERVICES (Service class for Tenor definition)

Hierarchy

☛ PI_BASIS (Software Component) Basis Plug-In
   ⤷ CA-GTF-TRB (Application Component) Financial Risk Management Basis
     ⤷ FTR_BASIS_DATA_ACCESS (Package) Treasury Basis Objects - Data Access

Properties

Class	CL_TBA_TENOR_SERVICES
Short Description	Service class for Tenor definition
Super Class
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	20120709	SAP
Last change	20130531	SAP
Shared Memory-enabled	☐
Fixed point arithmetic	☑
Unicode checks active	☑

Forward declarations

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

Interfaces

Class CL_TBA_TENOR_SERVICES has no interface implemented.

Friends

Class CL_TBA_TENOR_SERVICES has no friend class.

Attributes

#	Attribute	Level	Visibility	Read only	Typing	Associated Type	Initial Value	Description	Created on
1	GT_KEYDATE	Static Attribute	Private	☐	Type reference (TYPE)	TBAY_KEYDATE_BY_TENOR_BUFFER		Determine Keydate by Tenor Buffer	20130301
2	GT_POTENTIAL_KEYDATE	Static Attribute	Private	☐	Type reference (TYPE)	TBAY_KEYDATE_BY_TENOR_BUFFER		List of Potential Keydate/Tenor Combinations	20130415
3	GT_TENOR	Static Attribute	Private	☐	Type reference (TYPE)	GT_TBAS_TENOR_COMM		Puffertable Tenor definition	20120710
4	GT_TENOR_USAGE	Static Attribute	Private	☐	Type reference (TYPE)	TBAY_TENOR_USE		Tenor Usage	20130426
5	GV_TENOR_LIST_COMPLETE	Static Attribute	Private	☐	Type reference (TYPE)	ABAP_BOOL			20130321

Methods

#	Method	Level	Visibility	Method type	Description	Created on
1	CHECK_TENOR_USE_EXISTS	Static method	Public	Method	Checks if tenor usage exists	20130426
2	DETERMINE_KEYDATE	Static method	Public	Method	Determine key date from date and Tenor	20120709
3	DETERMINE_POTENTIAL_KEYDATE	Static method	Public	Method	Determine potential key date from date and Tenor	20130415
4	GET_LIST	Static method	Public	Method	Get List of all available Tenor Definitions	20130321
5	GET_TENOR_DEFINITION	Static method	Public	Method	Get Tenor definition	20120709
6	GET_TENOR_USE_LIST	Static method	Public	Method	Get List of all available Tenor Usages	20130426
7	SHIFT_DATE_BY_TENOR	Static method	Public	Method	Shift Date by Tenor	20130306

Events

Class CL_TBA_TENOR_SERVICES has no event.

Types

#	Type	Visibility	Typing	Associated Type	Description	Created on	Type Source
1	GT_TBAS_TENOR_COMM	Private	See coding			20120710	gt_tbas_tenor_comm TYPE SORTED TABLE OF tbas_tenor_comm WITH UNIQUE KEY tenor

Method Signatures

Method CHECK_TENOR_USE_EXISTS Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	EV_EXISTS	Value transfer	☐	Type reference (TYPE)	ABAP_BOOL			20130426
2	Importing	IV_MIC	Call by reference	☐	Type reference (TYPE)	TBA_MIC		Market Identifier Code	20130426
3	Importing	IV_PRICETYPE	Call by reference	☐	Type reference (TYPE)	TBA_PRICETYPE		Type of Price Quotation	20130426
4	Importing	IV_TENOR	Call by reference	☐	Type reference (TYPE)	TBA_TENOR		Time to Maturity	20130426

#	Exception	Resumable	Description	Created on
1	CX_TBA_INVALID_PARAMETER	☐	Exception thrown when input param invalid	20130426

Method DETERMINE_KEYDATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	ES_KEYDATE_PERIOD	Call by reference	☐	Type reference (TYPE)	TBAS_DCS_PERDS		DCS Period	20130319
2	Exporting	EV_KEYDATE	Call by reference	☐	Type reference (TYPE)	TBA_KEYDATE		Derivative Contract Key Date	20130319
3	Importing	IV_BASE_DATE	Call by reference	☐	Type reference (TYPE)	DATS		Date in CHAR format	20120709
4	Importing	IV_DCSID	Call by reference	☐	Type reference (TYPE)	TBA_DCSID		Derivative Contract Specification ID	20130110
5	Importing	IV_START_DATE	Call by reference	☐	Type reference (TYPE)	DATS	SY-DATUM	Start Date for Period Determination	20130409
6	Importing	IV_TENOR	Call by reference	☐	Type reference (TYPE)	TBA_TENOR		special quotations to identify the relevant key date	20120709
7	Returning	RV_KEYDATE	Value transfer	☐	Type reference (TYPE)	DATS		Date in CHAR format	20120709

#	Exception	Resumable	Description	Created on
1	CX_TBA_INVALID_CUSTOMIZING	☐	Exception class for invalid customizing	20130110
2	CX_TBA_INVALID_PARAMETER	☐	Exception thrown when input param invalid	20120709

Method DETERMINE_POTENTIAL_KEYDATE Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Exporting	EV_POTENTIAL_KEYDATE	Call by reference	☐	Type reference (TYPE)	TBA_KEYDATE		Derivative Contract Key Date	20130415
2	Importing	IV_BASE_DATE	Call by reference	☐	Type reference (TYPE)	DATS		Base Date, for which Key Date shall be determined	20130415
3	Importing	IV_DCSID	Call by reference	☐	Type reference (TYPE)	TBA_DCSID		Derivative Contract Specification ID	20130415
4	Importing	IV_SHIFT_TO_WORKDAY	Call by reference	☐	Type reference (TYPE)	ABAP_BOOL	ABAP_TRUE	Shift Base Date + Time to Maturity to Workday	20130417
5	Importing	IV_TENOR	Call by reference	☐	Type reference (TYPE)	TBA_TENOR		special quotations to identify the relevant key date	20130415

#	Exception	Resumable	Description	Created on
1	CX_TBA_INVALID_CUSTOMIZING	☐	Exception class for invalid customizing	20130415
2	CX_TBA_INVALID_PARAMETER	☐	Exception thrown when input param invalid	20130415

Method GET_LIST Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	ET_TENOR	Value transfer	☐	Type reference (TYPE)	TBAY_TENOR_COMM		List of Tenor Definitions	20130321

Method GET_LIST on class CL_TBA_TENOR_SERVICES has no exception.

Method GET_TENOR_DEFINITION Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Importing	IV_TENOR	Call by reference	☐	Type reference (TYPE)	TBA_TENOR		special quotations to identify the relevant key date	20120709
2	Returning	RS_TBAS_TENOR	Value transfer	☐	Type reference (TYPE)	TBAS_TENOR_COMM		Communication structure Tenor definition	20120709

#	Exception	Resumable	Description	Created on
1	CX_TBA_INVALID_PARAMETER	☐	Exception thrown when input param invalid	20120709

Method GET_TENOR_USE_LIST Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	ET_TENOR_USE	Value transfer	☐	Type reference (TYPE)	TBAY_TENOR_USE		Tenor Usage	20130426

Method GET_TENOR_USE_LIST on class CL_TBA_TENOR_SERVICES has no exception.

Method SHIFT_DATE_BY_TENOR Signature

#	Type	Parameter	Pass Value	Optional	Typing Method	Associated Type	Default value	Description	Created on
1	Returning	EV_DATE	Value transfer	☐	Type reference (TYPE)	DATS		Date in CHAR format	20130306
2	Importing	IV_BASE_DATE	Call by reference	☐	Type reference (TYPE)	DATS		Date in CHAR format	20130306
3	Importing	IV_TENOR	Call by reference	☐	Type reference (TYPE)	TBA_TENOR		special quotations to identify the relevant key date	20130306

#	Exception	Resumable	Description	Created on
1	CX_TBA_INVALID_PARAMETER	☐	Exception thrown when input param invalid	20130306

History

Last changed by/on	SAP	20130531
SAP Release Created in	740