SAP ABAP Data Element KL_AUSMWAE (Calculation Base for Market Value Change Period)
Hierarchy
☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA-CL (Application Component) Default Risk and Limit System
     ⤷ FTBK (Package) Risk Management Counterparty/Issuer Risks
Basic Data
Data Element KL_AUSMWAE
Short Description Calculation Base for Market Value Change Period  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type KL_AUSPRMW    
Data Type NUMC   Character string with only digits 
Length 2    
Decimal Places 0    
Output Length 2    
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 Base MVCP 
Medium 15 Calc.Base MVCP 
Long 25 Mkt Value Change Period 
Heading 40 Calculation Base for MWC Period 
Documentation

Definition

Here, you indicate how the market value change period is to be determined.

For the values:

  • Term end
  • Interest commitment
  • Capital commitment

You choose either term end, interest commitment, or capital commitment as the calculation base for the market value change period.

For 'fixed values', you additionally have to enter the value of the market value change period in months.

If the market value change period is not relevant, set the value to 'ignore'

The term end is determined in two ways:

  • From the term end of the underlying for options whose underlying has a set term end (such as for options on bonds, FRAs, and swaps).
  • From the term end of the option itself for options on indexes, stocks, and foreign exchange transactions.
  • FRAs from the day of settlement.

History
Last changed by/on SAP  20030326 
SAP Release Created in