SAP ABAP Function Module RMMDYC_PRESENT_VALUE_CALC (Net Present Value Calculation with Continuous Compounding)

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	RMMDYC_PRESENT_VALUE_CALC	Net Present Value Calculation with Continuous Compounding
Function Group	RMMDYC	RM Interface to Yield Curves
Program Name	SAPLRMMDYC	RM-Schnittstelle zu Zinskurven
INCLUDE Name	LRMMDYCU02

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	E_PREVA	TYPE	F		☐	☐
Exporting	E_INCOMING_PV	TYPE	VTVFGCF-BCWHR		☐	☐	Cash Flow Amount in Currency
Exporting	E_OUTGOING_PV	TYPE	VTVFGCF-BCWHR		☐	☐	Cash Flow Amount in Currency
Exporting	E_INCOMING_DURATION	TYPE	F		☐	☐	Duration Incoming Side
Exporting	E_OUTGOING_DURATION	TYPE	F		☐	☐	Duration Outgoing Side
Exporting	E_CFPV_TAB	TYPE	TVM0_RESULT_TAB		☐	☐
Importing	AKTDATUM	TYPE	D		☐	☐
Importing	KONDDATUM	TYPE	D		☐	☐
Importing	HORIZONT	TYPE	D		☐	☐
Importing	SZKART	TYPE	JBD11-SZKART		☐	☐	Yield Curve Type
Importing	WGKM	TYPE	JBD11-WGKM		☐	☐	Currency of Transaction
Importing	SZENARIO	TYPE	VTVSZKO-SZENARI		☑	☐	Business Scenario
Importing	SHIFTREGEL	TYPE	JBRREG		☑	☐	Rule Structure for Simulation Analyses
Importing	SEQUENCE	TYPE	VTVSZVERL-SZVERLAUF		☑	☐	Scenario Progression
Importing	I_FGCF	TYPE	TV0_BEWEG_TAB		☐	☐
Importing	I_CSPREAD	TYPE	FTR_CSPREAD		☑	☐
Exception	CURVE_NOT_DEFINED	TYPE			☐	☐
Exception	CURVE_NOT_FILLED	TYPE			☐	☐
Exception	NO_SEQUENCE	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	20091125
SAP Release Created in