SAP ABAP Data Element TV_MAC_DURATION (Macaulay Duration)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Data Element | TV_MAC_DURATION |
| Short Description | Macaulay Duration |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | DEC9_3SIGN | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 12 | |
| Decimal Places | 3 | |
| Output Length | 16 | |
| 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 | Mac. Dur. |
| Medium | 20 | Macaulay Duration |
| Long | 40 | Macaulay Duration |
| Heading | 40 | Macaulay Duration |
Documentation
Definition
The duration can currently be calculated for the operational valuation area only.
History
| Last changed by/on | SAP | 20060711 |
| SAP Release Created in |
