SAP ABAP Function Module RMMDYC_SOLVE_INT_REF (Expand Interest Reference Rate)

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_SOLVE_INT_REF	Expand Interest Reference Rate
Function Group	RMMDYC	RM Interface to Yield Curves
Program Name	SAPLRMMDYC	RM-Schnittstelle zu Zinskurven
INCLUDE Name	LRMMDYCU01

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	ZERO_RATE	TYPE	JBD11-IFR		☐	☐	Zero Coupon
Exporting	PAR_RATE	TYPE	JBD11-IGKM		☐	☐	Par Rate
Exporting	MATURITY	TYPE	D		☐	☐	Due Date of Reference Interest Rate
Exporting	YCTYPE	TYPE	VTV_SOPYC		☐	☐	Structure for Transfer of Selected Yield Curves
Exporting	SZBMETH	TYPE	JBD14-SZBMETH		☐	☐	Interest calculation method
Exporting	SKALID	TYPE	VTBKOND-SKALID		☐	☐	Factory Calendar
Importing	SZSREF	TYPE	JBD15-REFERENZ		☐	☐	Reference Interest Rate
Importing	AKTDATUM	TYPE	D		☐	☐
Importing	KONDDATUM	TYPE	D		☐	☐
Importing	HORIZONT	TYPE	D		☐	☐
Importing	SZENARIO	TYPE	VTVSZKO-SZENARI		☑	☐	Business Scenario
Importing	SHIFTREGEL	TYPE	JBRREG		☑	☐	Rule Structure for Simulation Analyses
Importing	SEQUENCE	TYPE	VTVSZVERL-SZVERLAUF		☑	☐	Scenario Progression
Importing	DEVIATING_MATURITY	TYPE	D		☑	☐
Importing	CSPREAD	TYPE	FTR_CSPREAD	0	☑	☐
Exception	CURVE_NOT_DEFINED	TYPE			☐	☐
Exception	CURVE_NOT_FILLED	TYPE			☐	☐
Exception	REF_NOT_FOUND	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