SAP ABAP IMG Activity REFERENZZINSEN (Define Reference Interest Rates)

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	REFERENZZINSEN	Define Reference Interest Rates
Transaction Code	S_ALR_87007840	IMG Activity: REFERENZZINSEN
Created on	19981222
Customizing Attributes	REFERENZZINSEN	Define Reference Interest Rate
Customizing Activity	REFERENZZINSEN	Define Reference Interest Rate

Document

Document Class	SIMG	Hypertext: Object Class - Class to which a document belongs.
Document Name	REFERENZZINSEN

In this activity, you set up reference interest rates by configuring their attributes. You will assign concrete values to them in the application.

Activities

1. If you have already created reference interest rates, they will be displayed to you in a list.

   If you select a particular reference rate and choose Goto -> Detail, the detail screen will appear, which contains the attributes of the reference interest rates.

   When creating a new reference interest rate using New Entries, the detail screen appears immediately.

2. Define a reference interest rate as follows:
1. Assign every Reference Interest Rate a name. The name can not contain any blank spaces.
2. The yield category determines whether the interest rate is interpreted as a par rate (annual distribution) or a zero coupon rate (distribution at the end of the term). You can not use other distribution frequencies (e.g. semiannual).
If you want to depict other distribution frequencies, you have to transform the interest rates into par rates externally (outside of R/3), and subsequently import them into the R/3 system as par rates.
3. Enter a Short and Long Text as a description of the reference interest rate.
4. Currency
This is the currency for which the reference interest rate is valid.
5. Interest Calculation Method
This determines which interest calculation method will be used for determining reference interest rates.
6. Quotation Type
This determines for which quotation type the reference interest rate is valid.
7. (Interest) Term
Here you set the term of the reference interest rate in days, months, or years.
8. Time Unit
Here you determine which time unit (e.g. days, months, years) is valid for the term you enter.
9. Yield Curve Type for Forward Calculation
The field F. yield curve type is to be filled if this reference interest rate is used in calculating forward rates. Normally, the forward curve type is identical to the yield curve type of the reference interest rate.
10. Date from
This is the date from which the reference interest rate is valid.
11. Financial Location
Here you name the financial location where the reference interest rate is created. It is purely informational.
12. Calendar ID
Here you choose the calendar upon which the reference interest rate is based. The calendar has to be maintained in order to cost swaps.
13. Fixing Period
14. Work Day Rule
3. Save your entries.

Further notes

Market interest rates can be maintained manually or via datafeed.

Business Attributes

ASAP Roadmap ID	203	Establish Master Data
Mandatory / Optional	1	Mandatory 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	REFERENZZINSEN	0	KFM0000007	Transaction Manager

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
JBVT056R	V - View	SM30	TR-MRM1	☐	☐	Reference Interest Rates

History

Last changed by/on	SAP	19990414
SAP Release Created in