SAP ABAP Function Module /BA1/F4_REFRATE_SENSITIVITIES (Calculate Sensitivities for Reference Rate)
Hierarchy
☛
SAP_BS_FND (Software Component) SAP Business Suite Foundation
⤷
CA-FS-MKD (Application Component) Basic Market Data
⤷
/BA1/F4_YC (Package) Market Data: Yield Curves
SAP_BS_FND (Software Component) SAP Business Suite Foundation⤷
CA-FS-MKD (Application Component) Basic Market Data⤷
/BA1/F4_YC (Package) Market Data: Yield Curves
Basic Data
| Function Module | /BA1/F4_REFRATE_SENSITIVITIES | Calculate Sensitivities for Reference Rate |
| Function Group | /BA1/F4_API_IR | API Layer for Interest |
| Program Name | /BA1/SAPLF4_API_IR | |
| INCLUDE Name | /BA1/LF4_API_IRU08 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
E_MOD_DURATION | TYPE | F | Modified Duration | |||
| Exporting |
E_CONVEXITY | TYPE | F | Convexity | |||
 Importing |
I_MDCODE | TYPE | /BA1/F4_DTE_MDCODE | Market Data Area | |||
| Importing |
I_REF_RATE | TYPE | /BA1/F4_DTE_REFERENCE | Reference Interest Rate | |||
| Importing |
I_FIXING_DATE | TYPE | DATUM | Date | |||
| Importing |
I_INTEREST_RATE | TYPE | F | ||||
 Exception |
FAILED | TYPE | Failed | ||||
Processing Type
| Normal Function Module | |
 Remote-Enabled Module |
BaseXML supported |
| Update Module | Start immediately |
| Immediate Start, No Restart | |
| Start Delayed | |
| Coll.run | |
| JAVA Module Callable from ABAP | |
| Remote-Enabled JAVA Module | |
| Module Callable from JAVA |
History
| Last changed by/on | SAP | 20110909 |
| SAP Release Created in | 10 |
