SAP ABAP Function Module TV_FRA_BARWERT (Barwert eines Forward Rate Agreements)
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_FRA_BARWERT | Barwert eines Forward Rate Agreements |
| Function Group | TVZB | Method modules interest instruments |
| Program Name | SAPLTVZB | |
| INCLUDE Name | LTVZBU10 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
FRA_PV | TYPE | Gesamtbarwert | ||||
 Importing |
AKT_DATUM | TYPE | SYST-DATUM | SY-DATUM | Aktuelles Datum | ||
| Importing |
AUSW_DATUM | TYPE | SYST-DATUM | SY-DATUM | Bewertungsdatum | ||
| Importing |
BUY_SELL | TYPE | VZBEWEG-SSIGN | '+' | Buy = '+', Sell = '-' | ||
| Importing |
PROD_ART | TYPE | ATPA-SGSART | SGSART des Geschäfts | |||
| Importing |
RES_CURR | TYPE | JBDCFLOW-WWAERS | 'DEM' | Waehrung, in der Barwert berechnet werden soll | ||
| Importing |
SZENAME | TYPE | VTVSZZINS-SZENARI | ' ' | Szenarienname | ||
| Importing |
AUSWTYP | TYPE | ATVMO-AUSWT | Auswertungstyp (MRM: 01, andere) | |||
| Importing |
EXP_METH | TYPE | VTVMETHOD-METHOD | ' ' | Exposuremethode, falls Exp. gerechnet werden sol | ||
| Importing |
SHIFT_REGEL | TYPE | JBRREG | Shiftregelstruktur für Marktdaten | |||
| Importing |
I_MSEG | TYPE | JBRMSEG | Marktsegment, mit dem bewertet werden soll | |||
 Tables |
FRA_BEWEG | TYPE | JBRBEWEG | FRA wird in zwei Bewegungen aufgeteilt | |||
| Tables |
E_PV_TAB | TYPE | VTVCASHFL | Rückgabe d. erzeugten Bewegungen | |||
 Exception |
ISB_PV_CALCULATE | TYPE | Fehler bei Berechnung des Barwerts ISB | ||||
| Exception |
MARKET_DATA_RATES | TYPE | Fehler beim Lesen der Zinsen aus MD-Puffer | ||||
| Exception |
MARKET_DATA_SPOT | TYPE | Fehler beim Lesen der Kurse aus MD-Puffer | ||||
| Exception |
NO_DATA_IN_ATSYC | TYPE | SGSART nicht in ATPA eingetragen | ||||
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 |
