SAP ABAP Data Element /BA1/F4_DTE_ZERO_CC_SPREAD (Continuous Compounding Zero Spread in Fixed Point Format)
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
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_ZERO_CC_SPREAD |
| Short Description | Continuous Compounding Zero Spread in Fixed Point Format |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | /BA1/F4_DECV5_10 | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 15 | |
| Decimal Places | 10 | |
| Output Length | 18 | |
| 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 | ZeroSprCC. |
| Medium | 15 | Zero Spread CC |
| Long | 33 | Zero Spread Contin. Compounding |
| Heading | 18 | Zero Spread CC. |
Documentation
Definition
Spread used for continuous compounding rate. The relation between the continuous compounding spread rate and the discount factor is as follows:
Discount factor = exp( - continuous compounding spread rates * actual term in days / 365 )
History
| Last changed by/on | SAP | 20110908 |
| SAP Release Created in | 20 |
