SAP ABAP Data Element /BA1/F4_DTE_ZERO_SHIFT (Absolute Zero Interest Rate Shift as a Percentage)
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_SCEN (Package) Market Data: Scenarios
SAP_BS_FND (Software Component) SAP Business Suite Foundation⤷
CA-FS-MKD (Application Component) Basic Market Data⤷
/BA1/F4_SCEN (Package) Market Data: Scenarios
Basic Data
| Data Element | /BA1/F4_DTE_ZERO_SHIFT |
| Short Description | Absolute Zero Interest Rate Shift as a Percentage |
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 | PERCENTAGE_RATE | |
| Change document | ||
| No Input History | ||
| Basic direction is set to LTR | ||
| No BIDI Filtering |
Field Label
| Length | Field Label | |
| Short | 10 | Zero Shift |
| Medium | 19 | Abs. Zero Shift (%) |
| Long | 20 | Abs. Zero Shift (%) |
| Heading | 19 | Abs. Zero Shift (%) |
Documentation
Definition
The percentage shift of the continuously compounding zero bond interest rate in a yield curve.
Use
You can specify the zero bond interest rate shift
- As a parallel yield curve shift for all yield curves
- As a parallel yield curve shift for all yield curves of a currency
- As a parallel shift for a yield curve (currency and yield curve type specified)
- As a single shift for a grid point of a yield curve (currency, yield curve, and reference interest rate specified)
In the case of a single shift, linear interpolation is used to calculate the shift in relation to adjacent grid points.
Dependencies
Example
History
| Last changed by/on | SAP | 20110908 |
| SAP Release Created in | 20 |
