SAP ABAP Data Element /BA1/F4_DTE_SPRDTYPE (Spread Type)

Hierarchy

☛ 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_SPRDTYPE
Short Description	Spread 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

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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	Sprd Type
Medium	15	Spread Type
Long	20	Spread Type
Heading	9	Sprd Type

Documentation

Definition

This field contains the key of a spread type.

Use

You can define spread types as attributes for any yield curve. However, the system does not use these attributes to identify the yield curves. Before the system generates a yield curve with a spread from market data, it adds the reference interest rate and the interest rate spread at each grid point.

Dependencies

Example

You might create a spread type for a mortgage bond spread compared to government bond yields, and another spread type for a spread based on rating agency information compared to government bond yields.

History

Last changed by/on	SAP	20110908
SAP Release Created in	20