SAP ABAP Function Module TV_SWAP_FESTSATZ (Festsatz 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_FESTSATZ | Festsatz eines Zins- oder Währungszinsswaps |
| Function Group | TVZB | Method modules interest instruments |
| Program Name | SAPLTVZB | |
| INCLUDE Name | LTVZBU06 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
CURR_FESTSATZ | TYPE | VTVMETHOD-WAERS | Währung d. Festsatzes | |||
| Exporting |
FESTSATZ | TYPE | berechneter Festsatz | ||||
 Importing |
ACT_PV | TYPE | Swapbarwert, zu dem Festsatz gerechnet wird | ||||
| Importing |
AKT_DATUM | TYPE | SYST-DATUM | SY-DATUM | Aktuelles Datum | ||
| Importing |
AUSW_DATUM | TYPE | SYST-DATUM | SY-DATUM | Bewertungsdatum | ||
| Importing |
BUY_SELL | TYPE | JBRBEWEG-SSIGN | '+' | Buy = '+', Sell = '-' | ||
| Importing |
PV_CURRENCY | TYPE | VTVMETHOD-WAERS | Währung des ACT_PV | |||
| Importing |
SZENAME | TYPE | VTVSZZINS-SZENARI | ' ' | Szenarienname | ||
| Importing |
PV_CURVE_G | TYPE | ATVMO-BCURVE | Zinskurvenart Geld für Abzinsung | |||
| Importing |
PV_CURVE_B | TYPE | ATVMO-BCURVE | Zinskurvenart Brief für Abzinsung | |||
| Importing |
I_SHIFT_REGEL | TYPE | JBRREG | Shiftregel für Marktdaten | |||
| Importing |
I_MSEG | TYPE | JBRMSEG | Marktdatenparameter | |||
 Tables |
SW_BEWEG | TYPE | JBRBEWEG | Bewegungen des Swaps | |||
 Exception |
FIXSUM_EQ_ZERO | TYPE | |||||
| 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 | ||||
| Exception |
TOO_MANY_CURRENCIES | TYPE | Festsatzseite hat mehr als eine Währung | ||||
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 |
