SAP ABAP Data Element TBA_EXPIRATIONDATE (Expiration Date Logic)

Hierarchy

☛ PI_BASIS (Software Component) Basis Plug-In
   ⤷ CA-GTF-TRB (Application Component) Financial Risk Management Basis
     ⤷ FTR_BASIS_PERSISTENCY (Package) Treasury Basis Objects - Data Persistency

Basic Data

Data Element	TBA_EXPIRATIONDATE
Short Description	Expiration Date Logic

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	TBA_EXPIRATIONDATE
Data Type	NUMC	Character string with only digits
Length	3
Decimal Places	0
Output Length	3
Value Table

Further Characteristics

Search Help: Name
Search Help: Parameters
Parameter ID
Default Component name	EXPIRATION_DATA_LOGIC
Change document	☐
No Input History	☐
Basic direction is set to LTR	☐
No BIDI Filtering	☐

Field Label

	Length	Field Label
Short	10	Exp.Date
Medium	15	Exp. Date Logic
Long	21	Expiration Date Logic
Heading	21	Expiration Date Logic

Documentation

Definition

The expiration date logic determines the date or period that specifies the derivative.

For each key date, a period must be defined that corresponds to the expiration date logic. The last date of that period is used as derivative identifier.

Expiration date logics:

• Last Contract Date
• Last Cash Settlement Date
• Last Physical Settlement Date
• Last Trading Date
• Last Quotation Date
• Last Expiration Date

Use

The expiration date logic is used to determine the grid points of the DCS-based commodity curve.

Dependencies

The implementation of the BAdI: Period Determination Methods determines the expiration date logic that can be used.

Example

If the Last Trading Date is used as expiration date logic, the trading period must be defined for each key date.

History

Last changed by/on	SAP	20131122
SAP Release Created in	740