SAP ABAP Function Module TV_SWAP_BARWERT (Barwert eines Zins- oder Währungszinsswaps)
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_SWAP_BARWERT | Barwert eines Zins- oder Währungszinsswaps |
| Function Group | TVZB | Method modules interest instruments |
| Program Name | SAPLTVZB | |
| INCLUDE Name | LTVZBU02 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
CURR1 | TYPE | VTVMETHOD-WAERS | 1. Waehrung, in der Cashflow stattfindet | |||
| Exporting |
CURR2 | TYPE | VTVMETHOD-WAERS | 2. Waehrung (Croos Currency Swap) | |||
| Exporting |
SW_PV_CURR1 | TYPE | Barwert des Cashflows in Waehrung 1 | ||||
| Exporting |
SW_PV_CURR2 | TYPE | Barwert des Cashflows in Waehrung 2 | ||||
| Exporting |
SW_PV_TOTAL | TYPE | Gesamtbarwert | ||||
| Exporting |
SW_PV_EIN | TYPE | Fixer Anteil am Barwert | ||||
| Exporting |
SW_PV_AUS | TYPE | Variabler Anteil am Barwert | ||||
 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 |
RES_CURR | TYPE | JBDCFLOW-WWAERS | Waehrung, in der Barwert berechnet werden soll | |||
| Importing |
SZENAME | TYPE | VTVSZZINS-SZENARI | ' ' | Szenarienname | ||
| Importing |
PV_CURVE_G | TYPE | ATVMO-BCURVE | Abzinsungskurve geld | |||
| Importing |
PV_CURVE_B | TYPE | ATVMO-BCURVE | Abzinsungskurve brief | |||
| Importing |
EXP_METH | TYPE | VTVMETHOD-METHOD | ' ' | Exposure-Methode ('300':FX, '310': Zins ) | ||
| Importing |
I_SHIFT_REGEL | TYPE | JBRREG | Regeln, nach denen Marktdaten verändert werden | |||
| Importing |
I_MSEG | TYPE | JBRMSEG | Segment d. Marktparameter | |||
 Tables |
SW_BEWEG | TYPE | JBRBEWEG | Bewegungen des Swaps | |||
| Tables |
E_PV_TAB | TYPE | VTVCASHFL | Einzelbarwerte der Bewegungen | |||
 Exception |
ISB_PV_COMPUTE | 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 | ||||
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 |
