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
⤷ 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 |