SAP ABAP Data Element JBRINTTYP (Interpolation Procedure)

Hierarchy

☛ SAP_APPL (Software Component) Logistics and Accounting
   ⤷ TR (Application Component) Treasury
     ⤷ JBST (Package) Standard objects of application development IS-B EGK

Basic Data

Data Element	JBRINTTYP
Short Description	Interpolation Procedure

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	JBRINTTYP
Data Type	CHAR	Character String
Length	1
Decimal Places	0
Output Length	1
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	6	IntCat
Medium	15	Interpolation
Long	23	Interpolation procedure
Heading	23	Interpolation procedure

Documentation

Definition

You define an interpolation procedure for each yield curve type. It determines which method is used to calculate missing grid points using existing reference interest rates. The following interpolation procedures are supported:

• Linear interpolation
• Cubic spline interpolation
  With cubic spline interpolation, third-degree polynomials are used for the interpolation. The advantage in comparison to linear interpolation is that instead of having a constant curve, continuous differentiation is possible, resulting in a "smoother" curve. Another characteristic is that when your initial data is monotone (such as a rising yield curve), the resulting curve is also monotone.

History

Last changed by/on	SAP	20011002
SAP Release Created in