SAP ABAP Data Element JBRDURAQ (Effective Duration)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-RA (Application Component) Risk Analysis
⤷
JBR (Package) Application development IS-B Risk Mangement
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBR (Package) Application development IS-B Risk Mangement
Basic Data
| Data Element | JBRDURAQ |
| Short Description | Effective Duration |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | JBRDURAQ | |
| Data Type | QUAN | Quantity field, points to a unit field with format UNIT |
| Length | 16 | |
| Decimal Places | 8 | |
| Output Length | 19 | |
| 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 | Duration |
| Medium | 18 | Effective Duration |
| Long | 20 | Effective Duration |
| Heading | 22 | Effective Duration |
Documentation
Definition
The effective duration is calculated as follows:
Effective duration = (ABS(PVBP) / NPV of initial scenario) * 100
with PVBP = NPV shifted - NPV of initial scenario
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
