Hierarchy
⤷ TR (Application Component) Treasury
⤷ JBST (Package) Standard objects of application development IS-B EGK
Basic Data
Data Element | JBSZKART |
Short Description | Yield Curve Type |
Data Type
Category of Dictionary Type | D | Domain |
Type of Object Referenced | No Information | |
Domain / Name of Reference Type | JBSZKART | |
Data Type | NUMC | Character string with only digits |
Length | 4 | |
Decimal Places | 0 | |
Output Length | 4 | |
Value Table | JBD14 |
Further Characteristics
Search Help: Name | ||
Search Help: Parameters | ||
Parameter ID | KURVENART | |
Default Component name | ||
Change document | ||
No Input History | ||
Basic direction is set to LTR | ||
No BIDI Filtering |
Field Label
Length | Field Label | |
Short | 5 | YCTyp |
Medium | 13 | YC Type |
Long | 13 | YC Type |
Heading | 5 | YCTyp |
Documentation
Definition
A yield curve type contains one yield curve structure for each different currency. On the validity date, the yield curve structure generates a yield curve, which serves as the basis for NPV calculation.
Example
- A yield curve type covers a market segment such as the swap market or the bond market.
- A yield curve is used to determine the opportunity interest rate (e.g. for a product group).
Use
You can assign as many currencies as you'd like to every yield curve type. The yield curve structures are based on the reference interest rates assigned. These reference rates are used to form the grid points for the currencies.
You can only assign reference interest rates whose quotation type and yield category (with terms greater than one year) which are the same as those of the yield curve.
Supplementary Documentation - JBSZKART 0001
Use
Procedure
Examples
Dependencies
Supplementary Documentation - JBSZKART 0002
This type of yield curve is only relevant to swaps. It produces the MCM rates for valuation of incoming payments. Valuation is from the point of view of the broker, which means that the yield curve is used like the ask curve.
History
Last changed by/on | SAP | 20011002 |
SAP Release Created in |