SAP ABAP IMG Activity BADI_TBA_DCS_DYN_PER (BAdI: Period Determination Methods)
Hierarchy
☛ PI_BASIS (Software Component) Basis Plug-In
   ⤷ CA-GTF-TRB (Application Component) Financial Risk Management Basis
     ⤷ FTR_BASIS_PERSISTENCY (Package) Treasury Basis Objects - Data Persistency
IMG Activity
ID BADI_TBA_DCS_DYN_PER BAdI: Period Determination Methods  
Transaction Code S_BRK_62000005   (empty) 
Created on 20121010    
Customizing Attributes BADI_TBA_DCS_DYN_PER   BAdI: Period Determination Methods 
Customizing Activity BADI_TBA_DCS_DYN_PER   BAdI: Period Determination Methods 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name BADI_TBA_DCS_DYN_PER    

Use

You can use this BAdI to specify BAdI implementations for the automatic period determination. This BAdI is a filter-dependent BAdI. As a filter you use a period determination method that you have defined before in the Customizing activity Specify Period Determination Methods.

Standard settings

Filtered BAdI Implementations:

  • EI_BADI_TBA_DCS_DYN_PER_CMECOP -CME Copper Period Definition:
    This implementation contains an example of the period determination of futures for copper on the CME group market. It supports the following period categories: contract period, physical settlement period, quotation period, and trading period. By default, the period determination method CMEHG is used (see Specify Period Determination Methods).
  • EI_BADI_TBA_DCS_DYN_PER_CMELOA - CME Light Sweet Crude Oil American Opt. Period Logic:
    This implementation contains an example of the period determination of Light Sweet Crude Oil American Options on the CME group market. It supports the following period categories: contract period, expiration period, quotation period,and trading period. By default, the period determination method CMELOA is used (see Specify Period Determination Methods).
  • EI_BADI_TBA_DCS_DYN_PER_LME - LME Period Definition:
    This implementation contains an example of the period determination for futures on the London Metal Exchange (LME). It supports the period categories contract period, cash settlement period, physical settlement period, quotation period, and trading period. For this implementation, you need to have made the settings in the Customizing activity Specify LME-Specific Period Determinations. By default, the period determination method LME is used (see Specify Period Determination Methods).
  • EI_BADI_TBA_DCS_DYN_PER_LME_M - LME Period Definition LME Mini Futures:
    This implementation contains an example of the period determination for mini futures on the London Metal Exchange (LME). It supports the following period categories: contract period, cash settlement period, physical settlement period, quotation period, and trading period. For this implementation, you need to have made the settings in the Customizing activity Specify LME-Specific Period Determinations. By default, the period determination method LME is used (see Specify Period Determination Methods).
  • EI_BADI_TBA_DCS_DYN_PER_LME_O - LME Period Definition LME Options:
    This implementation contains an example of the period determination of options on the London Metal Exchange (LME). It supports the following period categories: contract period, quotation period, trading period, and expiration period. For this implementation, you need to have made the settings in the Customizing activity Specify LME-Specific Period Determinations. By default, the period determination method LMEO is used (see Specify Period Determination Methods).
  • EI_BADI_TBA_DCS_DYN_PER_NYMCRU - CME Nymex Crude Period Definition:
    This implementation contains an example of the period determination of futures for crude oil on the CME group market. It supports the following period categories: contract period, physical settlement period, quotation period, and trading period. By default, the period determination method NYMEXCRUDE is used (see Specify Period Determination Methods).
  • EI_BADI_TBA_DCS_DYN_PER_EX - Example Implementation:
    This is an example implementation for the BAdI that can be used as a copy template for new BAdI implementations. It generates daily keydates with a minimum set of period categories: contract period, quotation period, trading period.

This BAdI provides the following methods:

  • Get_periods: This method determines the periods that might be relevant for the respective market or exchange, like contract period, cash settlement period, physical settlement period, trading period, quotation period, or expiration period. Here you must only enter the periods that are relevant for the respective derivative type. For a specific derivative, this method determines the periods that are valid from a fixed date.
  • Get_closed_periods: Similar to the method above, this method determines specific periods for derivatives in the past.
  • Shift_date_to_keydate: This method determines the key date for a quotation date.

With these methods, single derivatives are identified by a key date. Consequently, this date must be specified in all methods. You can add short texts to the key dates.

Activities

Example

See also

For information about implementing BAdIs as part of the enhancement framework, see SAP Library for SAP NetWeaver Platform on SAP Help Portal at http://help.sap.com/nw_platform. Choose a release and then choose Application Help. In SAP Library, choose SAP NetWeaver: Function-Oriented View -> Application Server -> Application Server ABAP -> Application Development on AS ABAP -> ABAP Customer Development -> Enhancement Framework.

Business Attributes
ASAP Roadmap ID 204   Establish Functions and Processes 
Mandatory / Optional 2   Optional activity 
Critical / Non-Critical 1   Critical 
Country-Dependency A   Valid for all countries 
Maintenance Objects
Maintenance object type E   Business Add-In - Definition 
History
Last changed by/on SAP  20121026 
SAP Release Created in 740