SAP ABAP Function Module TV_BOND_BARWERT (Bond-Barwert)
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
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 | TV_BOND_BARWERT | Bond-Barwert |
| Function Group | TVZB | Method modules interest instruments |
| Program Name | SAPLTVZB | |
| INCLUDE Name | LTVZBU04 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
BO_BARWERT | TYPE | Barwertergebnis | ||||
| Exporting |
BO_BARWERT1 | TYPE | Barwertanteil in Währung Currency1 | ||||
| Exporting |
BO_BARWERT2 | TYPE | Barwertanteil in Währung Currency1 | ||||
| Exporting |
BO_CURRENCY1 | TYPE | JBDCFLOW-WWAERS | Währung1 des Barwertes | |||
| Exporting |
BO_CURRENCY2 | TYPE | JBDCFLOW-WWAERS | Währung2 des Barwertes | |||
| Exporting |
BO_DURATION | TYPE | Macaulay Duration der positiven CF | ||||
| Exporting |
BO_DURATION_NEG | TYPE | Macaulay Duration der negativen CF | ||||
| Exporting |
NO_FIXING | TYPE | 1 = Fixing fehlt | ||||
 Importing |
AKT_DATUM | TYPE | SYST-DATUM | SY-DATUM | aktuelles Datum z.B. heute | ||
| Importing |
AUSW_DATUM | TYPE | SYST-DATUM | SY-DATUM | Bewertungsdatum | ||
| Importing |
BUY_SELL | TYPE | JBRBEWEG-SSIGN | '+' | Buy = '+', Sell = '-' | ||
| Importing |
DELFZ | TYPE | SYST-DATUM | Laufzeitende | |||
| Importing |
RES_CURR | TYPE | JBDCFLOW-WWAERS | Auswertungswährung | |||
| Importing |
SZENAME | TYPE | VTVSZZINS-SZENARI | ' ' | Marktdatenszenario, gültig am AUSW_DATUM | ||
| Importing |
ABZINS_METHOD | TYPE | ATVC1-CALCVERF | '1000' | 1000 = Parcouponmethode | ||
| Importing |
ABZINS_KURVE_G | TYPE | ATVMO-BCURVE | Abzinsungskurve Geld | |||
| Importing |
ABZINS_KURVE_B | TYPE | ATVMO-BCURVE | Abzinsungskurve Brief | |||
| Importing |
SHIFT_REGEL | TYPE | JBRREG | Regel für Marktdatenschift | |||
| Importing |
I_MSEG | TYPE | JBRMSEG | ||||
 Tables |
BO_BEWEG | TYPE | JBRBEWEG | Bewegungen des Bonds | |||
| Tables |
E_EXPOSURE_TAB | TYPE | VTVCASHFL | Exposuretabelle | |||
 Exception |
BOND_DATA | TYPE | Bondaten nicht zulässig | ||||
| Exception |
MARKET_DATA_RATES | TYPE | Fehler Marktdaten Zinsen | ||||
| Exception |
MARKET_DATA_SPOT | TYPE | Fehler Marktdaten Kursen | ||||
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 |
