Hierarchy
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-AN (Application Component) Analyzer⤷
CFM_AFW (Package) CFM Analysis Framework
Basic Data
| Data Element | AFW_KEYDATE |
| Short Description | Evaluation Date |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_KEYDATE | |
| Data Type | DATS | Date field (YYYYMMDD) stored as char(8) |
| Length | 8 | |
| Decimal Places | 0 | |
| Output Length | 10 | |
| Value Table |
Further Characteristics
| Search Help: Name | ||
| Search Help: Parameters | ||
| Parameter ID | KEYDATE | |
| Default Component name | ||
| Change document | ||
| No Input History | ||
| Basic direction is set to LTR | ||
| No BIDI Filtering |
Field Label
| Length | Field Label | |
| Short | 10 | Date |
| Medium | 25 | Evaluation Date |
| Long | 25 | Evaluation Date |
| Heading | 25 | Evaluation Date |
Documentation
Definition
Key date of the evaluation.
Use
The system uses the evaluation date for the following activities:
- Selection and processing of positions and flows
- Determination of the market data for the evaluations
- Saving of single records and final results to the result database (RDB)
Dependencies
Evaluation date in the single record procedure
- The system includes the relevant data through the evaluation date.
Evaluation date in the final results procedure
- In Market Risk Analyzer, the system selects single record data for the evaluation date, calculates the final results, and writes these to the RDB.
- In Portfolio Analyzer, you can specify an interval of evaluation data.
The system then calculates the key figures for the selected final results procedure for each key date in the date interval, and saves them on the RDB. This also applies for period-based key figures, such as PAYLDCC and PAYLDSNCCC; in this case, the system calculates a complete period for each key date.
Example: You entered the time interval 08/01/2000 to 09/01/2000 for the evaluation date. The key figure you want to calculate is PAYLDCC, and the yield period is one month. The system then calculates the yield for 31 complete month periods (the first period is 07/01/2000 to 08/01/2000, and the last period is 08/01/2000 to 09/01/2000).
Note: Note that such evaluations can take a long time.
Example
Supplementary Documentation - AFW_KEYDATE0001
Use
The following applies specifically to evaluation procedure 2 in the Portfolio Analyzer:
Dependencies
Example
When period-based key figures are calculated (key figure categories PAYLDCC, PAYLDSNCCC), the key date is interpreted as the last day of the period.
If you wanted, for example, to calculate the key figure YLDMTHLY belonging to category PA YLDCC and the period MONTH at the key date 05/01/2001, the system would calculate the yield between 04/01/2001 and 05/01/2001.
History
| Last changed by/on | SAP | 20020226 |
| SAP Release Created in |
