SAP ABAP IMG Activity SIMG_CFJB01JB62 (Define Reference Interest Rate)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBRC (Package) Customizing for SAP Banking Risk Management
IMG Activity
ID SIMG_CFJB01JB62 Define Reference Interest Rate  
Transaction Code S_KK4_13000266   IMG Activity: SIMG_CFJB01JB62 
Created on 19990830    
Customizing Attributes SIMG_CFJB01JB62   Define Reference Interest Rate 
Customizing Activity SIMG_CFJB01JB62   Define Reference Interest Rate 
Document
Document Class SIMG   Hypertext: Object Class - Class to which a document belongs.
Document Name SIMG_CFJB01JB62    

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).
      3. 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
      5. This is the currency for which the reference interest rate is valid.
    5. Interest Calculation Method
      6. This determines which interest calculation method will be used for determining reference interest rates.
    6. Quotation Type
      7. This determines for which quotation type the reference interest rate is valid.
    7. (Interest) Term
      8. Here you set the term of the reference interest rate in days, months, or years.
    8. Time Unit
      9. 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
      10. 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
      11. This is the date from which the reference interest rate is valid.
    11. Financial Location
      12. Here you name the financial location where the reference interest rate is created. It is purely informational.
    12. Calendar ID
      13. 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 SIMG_CFJB01JB62 0 I070004705 O  
SIMG SIMG_CFJB01JB62 1 I510000051 O  
SIMG SIMG_CFJB01JB62 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
JBVT056R V - View SM30 IS-B1 Reference Interest Rates 
History
Last changed by/on SAP  20000810 
SAP Release Created in