SAP ABAP Function Module TV_CONVEXITY_ADJUSTMENT (Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps)
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_CONVEXITY_ADJUSTMENT | Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps |
| Function Group | TVZI | Interest - function modules |
| Program Name | SAPLTVZI | |
| INCLUDE Name | LTVZIU08 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
ADJ_RATE | TYPE | JBD11-IGKM | Angepasster Forwardsatz | |||
| Exporting |
FOUND_VOLA | TYPE | ATZVO-VOLA | Falls intern gesucht, Wert der benutzten Vola | |||
 Importing |
AKT_DATUM | TYPE | SYST-DATUM | SY-DATUM | Aktuelles Datum | ||
| Importing |
BEWERTUNGSDATUM | TYPE | SYST-DATUM | SY-DATUM | Bewertungsdatum | ||
| Importing |
FIXINGDATUM | TYPE | SYST-DATUM | Datum, zu dem Forwardsatz fixiert wird | |||
| Importing |
SZSREF | TYPE | JBRBEWEG-SZSREF | Referenzsatz, der Forwardsatz zugrundeliegt | |||
| Importing |
FORWARD_RATE | TYPE | JBD11-IGKM | Anzupassender Forwardsatz in Prozent | |||
| Importing |
LAUFZ_TAGE | TYPE | VTBBEWE-ATAGE | Laufzeit des Referenzsatzes | |||
| Importing |
KALK_VOLA | TYPE | ATZVO-VOLA | evtl. Vola von aussen mitgeben | |||
| Importing |
SZENAME | TYPE | VTVSZZINS-SZENARI | ' ' | Szenarienname | ||
| Importing |
SHIFT_REGEL | TYPE | JBRREG | Regeln, nach denen Marktdaten verändert | |||
| Importing |
I_MSEG | TYPE | JBRMSEG | Marktsegment (Zinskurven, Volas etc.) zur Bewert | |||
 Tables |
YCTYPE | TYPE | VTV_SOPYC | Für Abzinsung zu benutzende Zkart und Währung | |||
 Exception |
MARKET_DATA_VOLA | TYPE | Vola konnte nicht besorgt werden | ||||
| Exception |
MARKET_DATA_RATES | TYPE | Abzinsungskurve konnte nicht geholt werden | ||||
| Exception |
REF_MAT_TOO_SMALL | TYPE | Laufzeit des Referenzsatzes zu klein | ||||
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 |
