SAP ABAP Data Element /BA1/F4_DTE_DAY_SHIFT (Working Day Shift for Yield Curve)
Hierarchy
SAP_BS_FND (Software Component) SAP Business Suite Foundation
   CA-FS-MKD (Application Component) Basic Market Data
     /BA1/F4_YC (Package) Market Data: Yield Curves
Basic Data
Data Element /BA1/F4_DTE_DAY_SHIFT
Short Description Working Day Shift for Yield Curve  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type NUMC2    
Data Type NUMC   Character string with only digits 
Length 2    
Decimal Places 0    
Output Length 2    
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 Day Shift 
Medium 16 Day Shift 
Long 20 Day Shift 
Heading DayShift 
Documentation

Definition

This field determines the interest rate fixing period in the yield curve conditions in working days. This field takes effect only if a calendar is also specified.

Use

Dependencies

Example

If an interest rate is valid on a Friday, and you enter a working day shift of two working days here, then the first interest period will commence on the following Tuesday (assuming that Saturday and Sunday are the only non-working days within this fixing period).

History
Last changed by/on SAP  20110908 
SAP Release Created in 10