SAP ABAP Function Module ISB_RM_FUTURE_BARWERT (IS-B: RM Barwertrechner für Zinsfutures)

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

Basic Data

Function Module	ISB_RM_FUTURE_BARWERT	IS-B: RM Barwertrechner für Zinsfutures
Function Group	JBRV	IS-B: RM FIMA Enhancement
Program Name	SAPLJBRV	RM FIMA Enhancement
INCLUDE Name	LJBRVU02

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	FUTURE_BARWERT	TYPE	F		☐	☑
Exporting	FUTURE_DURATION	TYPE	F		☐	☑
Importing	LONG_SHORT	TYPE	JBRBEWEG-SSIGN	'+'	☑	☑
Importing	AKT_DATUM	TYPE	SYST-DATUM	SY-DATUM	☑	☑
Importing	FAELLIGKEIT	TYPE	SYST-DATUM	SY-DATUM	☑	☑
Importing	MATURITY	TYPE	SYST-DATUM	'00000000'	☑	☑
Importing	RES_CURR	TYPE	JBDCFLOW-WWAERS		☑	☑
Importing	MARKTSEGMENT	TYPE	JBRMSEG		☐	☑
Importing	YIELD_METHOD	TYPE	ATVC1-CALCVERF		☐	☑
Importing	BRIEFKURVE	TYPE	ATVMO-BCURVE		☐	☑
Importing	GELDKURVE	TYPE	ATVMO-BCURVE		☐	☑
Importing	SZENARIO	TYPE	VTVSZZINS-SZENARI	SPACE	☑	☑
Importing	SHIFT_REGEL	TYPE	JBRREG		☑	☑
Importing	FUTURE	TYPE	JBRBEST		☐	☑
Tables	EXPOSURE	TYPE	VTVCASHFL		☐	☑
Tables	DTB_UNDERLYING	TYPE	JBRBEWEG		☐	☑
Exception	INVALID_DATA	TYPE			☐	☑
Exception	NO_RESULT	TYPE			☐	☑

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	19970710
SAP Release Created in