SAP ABAP Function Module RM_GET_HISTORY_INTEREST_RATE (Historical Time Series of Interest Rates)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     ⤷ FTBB (Package) Risk Management Basis

Basic Data

Function Module	RM_GET_HISTORY_INTEREST_RATE	Historical Time Series of Interest Rates
Function Group	RMRH	Risk Management: Risk Hierarchy Rules
Program Name	SAPLRMRH	Rule Shifter for Risk Hierarchies
INCLUDE Name	LRMRHU40

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Importing	START_DATE	TYPE	D		☐	☑
Importing	REFERENZ	TYPE	T056R-REFERENZ		☐	☑	Reference Interest Rate
Importing	ACT_RATE	TYPE	F		☑	☑
Importing	REGELFLAG	TYPE	JBRHSREG-SAMPTYP		☑	☑	Determination Category for Sample Elements
Importing	REGELBASIS	TYPE	JBRREG-REGELID		☑	☑	Market Data Shift Rule in Risk Management
Importing	HISTORY	TYPE	JBRIHSDEF-HISTORY		☐	☑	Historical Period
Importing	OFFSET	TYPE	JBRIHSDEF-UNWIND		☐	☑	Retention Period for Historical Simulation in RM
Importing	KALENDER	TYPE	JBRIHSDEF-KALENDER		☐	☑	Factory Calendar
Importing	MISSLIMIT	TYPE	JBRIHSDEF-MISSLIMIT		☐	☑	Number of Errors in the Yield Curve
Tables	E_KRSVEK	TYPE	JBRSKRSVEK		☑	☐	Structure of a Rate Change Vector
Tables	E_HSREG	TYPE	JBRSIMREG		☑	☐	Buffer for Historical Market Price Changes
Tables	CT_T056P	TYPE	T056P		☑	☐	Reference Interest Table
Exception	VIRTUAL_NO_COMPUTE	TYPE			☐	☐
Exception	NEG_REL_SHIFT	TYPE			☐	☐	Negative Market Data (Not Permitted)

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	20040819
SAP Release Created in