Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBC (Package) Customizing Treasury market risk management
IMG Activity
| ID | _V_JBD16CURR | Maintain Currency Replacement for Yield Curve Types |
| Transaction Code | S_ALR_87007848 | IMG Activity: _V_JBD16CURR |
| Created on | 19981222 | |
| Customizing Attributes | _V_JBD16CURR | Maintain Currency Replacement for Yield Curve Types |
| Customizing Activity | _V_JBD16CURR | Maintain Currency Replacement for Yield Curve Types |
Document
| Document Class | SIMG | Hypertext: Object Class - Class to which a document belongs. |
| Document Name | _V_JBD16CURR |
In this IMG activity, you set up a currency to be replaced and a replacement currency for a yield curve type as from a specified effective date.
Example
If yield curve type 0001 is supposed to use EURO instead of DEM as of 01/01/1999, maintain the following entry:
YCtype Eff.from CurrReplc Rep.curr.
0001 01/01/1999 DEM EURO
Every time yield curve type 0001 is accessed after 01/01/1999 with the currency DEM, the interest rates from the curve for the euro will be used. These will be adjusted to match the interest calculation method of the DEM curve.
If a yield curve is replaced by a replacement curve in risk management evaluations, this will be indicated in the details for the calculation base. No information is available about the reference interest rates or the grid points used for either curve.
Business Attributes
| ASAP Roadmap ID | 203 | Establish Master Data |
| Mandatory / Optional | 2 | Optional activity |
| Critical / Non-Critical | 2 | Non-critical |
| Country-Dependency | A | Valid for all countries |
Assigned Application Components
| Documentation Object Class | Documentation Object Name | Current line number | Application Component | Application Component Name |
|---|---|---|---|---|
| SIMG | _V_JBD16CURR | 0 | KFM0000015 O | |
| SIMG | _V_JBD16CURR | 1 | I070004700 O | |
| SIMG | _V_JBD16CURR | 2 | KFM0000001 | Treasury and Risk Management |
Maintenance Objects
| Maintenance object type | C | Customizing Object |
| Assigned objects | ||||||
|---|---|---|---|---|---|---|
| Customizing Object | Object Type | Transaction Code | Sub-object | Do not Summarize | Skip Subset Dialog Box | Description for multiple selections |
| V_JBD16CURR | V - View | SM30 | TR-MRM1 | Replacement of currencies for yield curve types |
History
| Last changed by/on | SAP | 20000810 |
| SAP Release Created in |
