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_SCTYPE |
| Short Description | Spread Curve Type |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | /BA1/F4_RATE_TYPE | |
| Data Type | CHAR | Character String |
| Length | 4 | |
| Decimal Places | 0 | |
| Output Length | 4 | |
| Value Table |
Further Characteristics
| Search Help: Name | /BA1/F4_SH_SCTYPE | |
| Search Help: Parameters | YCTYPE | |
| 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 | SprCurvTyp |
| Medium | 15 | SpreadCurveType |
| Long | 20 | Spread Curve Type |
| Heading | 10 | SprCurvTyp |
Documentation
Definition
Depicts a "family" of spread curves that have the same type but different currencies, and can also be defined as the difference between two yield curve types.
Use
The yield curve types to be saved in the spread curve type are included in the calculation of the spread as follows:
- Yield curve types to be added are added to the spread
- Yield curve types to be subtracted are subtracted from the spread
Dependencies
The system can create a spread curve during runtime only if both the yield curve to be added, and the yield curve to be subtracted, can be generated during runtime. This means that both yield curves must have been defined in Customizing with the appropriate currency.
Example
A spread curve type contains a family of spread curves of a credit rating class in all currencies. The yield curve type that is to be added is then assigned to this rating class, and the yield curve type to be subtracted is assigned to a rating class without default risk.
History
| Last changed by/on | SAP | 20110908 |
| SAP Release Created in | 20 |
