SAP ABAP Data Element /BA1/F4_DTE_CCY_RISK_FACTOR (Currency of Risk Factor)
Hierarchy
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SAP_BS_FND (Software Component) SAP Business Suite Foundation
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CA-FS-MKD (Application Component) Basic Market Data
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/BA1/F4_BASIS (Package) Basic Market Data
SAP_BS_FND (Software Component) SAP Business Suite Foundation⤷
CA-FS-MKD (Application Component) Basic Market Data⤷
/BA1/F4_BASIS (Package) Basic Market Data
Basic Data
| Data Element | /BA1/F4_DTE_CCY_RISK_FACTOR |
| Short Description | Currency of Risk Factor |
Data Type
| Category of Dictionary Type | Direct Type Entry | |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | ||
| Data Type | CUKY | Currency key, referenced by CURR fields |
| Length | 5 | |
| Decimal Places | 0 | |
| Output Length | 5 | |
| Value Table |
Further Characteristics
| Search Help: Name | ||
| Search Help: Parameters | ||
| Parameter ID | ||
| Default Component name | ||
| Change document | ||
| No Input History | ||
| Basic direction is set to LTR | ||
| No BIDI Filtering |
Field Label
| Length | Field Label | |
| Short | 10 | RskFctCrcy |
| Medium | 20 | Risk Factor Currency |
| Long | 30 | Risk Factor Currency |
| Heading | 30 | Risk Factor Currency |
Documentation
Definition
Specifies the currency of the risk factor for which sensitivities are calculated. This currency is not necessarily the same as the currency of the sensitivity results (delta and gamma position).
Use
Dependencies
Example
The net present value for a financial transaction in USD is calculated in USD by discounting it using a yield curve. Before the sensitivities are calculated, the system translates the net present values into the result currency EUR. In this case, the system indicates the risk factor currency USD although the net present values and the sensitivities calculated are available in result currency EUR.
History
| Last changed by/on | SAP | 20130604 |
| SAP Release Created in |
