SAP ABAP Interface /BA1/IF_F4_API_YIELDCURVES (Yield Curves API)
Hierarchy
☛
SAP_BS_FND (Software Component) SAP Business Suite Foundation
⤷
CA-FS-MKD (Application Component) Basic Market Data
⤷
/BA1/F4_BASIS (Package) Basic Market Data
SAP_BS_FND (Software Component) SAP Business Suite Foundation⤷
CA-FS-MKD (Application Component) Basic Market Data⤷
/BA1/F4_BASIS (Package) Basic Market Data
Meta Relationship - Used By
| # | Relationship type | Used by | Short Description | Created on |
|---|---|---|---|---|
| 1 | Interface composition (i COMPRISING i_ref) | /BA1/IF_F4_API_MARKET_DATA | Market Data API | 20020614 |
| 2 | Interface implementation (CLASS c. INTERFACES i_ref) | /BA1/CL_F4_API_MARKET_DATA | Market Data API | 20020614 |
| 3 | Interface implementation (CLASS c. INTERFACES i_ref) | /BA1/CL_F4_API_YC | Yield Curves API | 20020617 |
Properties
| Interface | /BA1/IF_F4_API_YIELDCURVES | |
| Short Description | Yield Curves API |
General Data
| Package | /BA1/F4_BASIS | Basic Market Data |
| Created | 20020614 | SAP |
| Last changed | 20110908 | SAP |
| Unicode checks active |
Forward declarations
Interface /BA1/IF_F4_API_YIELDCURVES has no forward declaration.
Interfaces
Interface /BA1/IF_F4_API_YIELDCURVES has no interface.
Friends
Interface /BA1/IF_F4_API_YIELDCURVES has no friend.
Attributes
Interface /BA1/IF_F4_API_YIELDCURVES has no attribute.
Methods
| # | Method | Level | Visibility | Method type | Description | Created on |
|---|---|---|---|---|---|---|
| 1 | YC_GET_DISCOUNT_FACTORS |
Instance method | Public | Method | Calculate Discount Factors | 20071214 |
| 2 | YC_GET_INTEREST_RATES |
Instance method | Public | Method | Calculate Interest Rates | 20071214 |
| 3 | YC_GET_INTRATE |
Instance method | Public | Method | Calculate Interest Rate | 20020614 |
| 4 | YC_GET_INTRATE_VECTOR |
Instance method | Public | Method | Deliver Historical Time Series of Interest Rates | 20020614 |
| 5 | YC_GET_ZERO_CURVE |
Instance method | Public | Method | Get Zero Bond Yield Curve | 20021206 |
| 6 | YC_PV_CALC |
Instance method | Public | Method | Specify Net Present Value by Discounting | 20020614 |
| 7 | YC_REFRATE_SOLVE |
Instance method | Public | Method | Specify Forward Interest Rate for Reference Interest | 20020614 |
| 8 | YC_SWAPRATE_CALC |
Instance method | Public | Method | Determine Swap Interest Rate | 20021002 |
Events
Interface /BA1/IF_F4_API_YIELDCURVES has no event.
Types
Interface /BA1/IF_F4_API_YIELDCURVES has no local type.
Method Signatures
Method YC_GET_DISCOUNT_FACTORS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Exporting |
E_TAB_DF | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_DF | Ergebnistabelle für Discountfaktoren | 20071214 | ||
| 2 |  Importing |
I_CCY | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20071214 | ||
| 3 | Importing |
I_CCY_REF | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20071214 | ||
| 4 | Importing |
I_FWD_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20071217 | ||
| 5 | Importing |
I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20071217 | ||
| 6 | Importing |
I_MDCODE_REF | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_REF_MDCODE | Marktdatenkreis | 20071214 | ||
| 7 | Importing |
I_QUOTATION_TIME | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_QUOT_TIME | Bestimmungszeitpunkt des Zinssatzes | 20080515 | ||
| 8 | Importing |
I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_SCENARIO | Szenario | 20071214 | ||
| 9 | Importing |
I_VALID_DATE | Call by reference | Type reference (TYPE) | DATUM | SY-DATUM | Datum | 20071214 | |
| 10 | Importing |
I_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart | 20071214 | ||
| 11 | Importing |
I_YCTYPE_REF | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_REF_YCTYPE | Zinskurvenart | 20071214 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 |  METHOD_FAILED |
keine Marktdaten gefunden | 20071218 |
Method YC_GET_INTEREST_RATES Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_TAB_IR | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_IR_TERM | Zinssätze zu Laufzeiten | 20071214 | ||
| 2 | Importing |
I_CCY | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20071214 | ||
| 3 | Importing |
I_CCY_REF | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20071214 | ||
| 4 | Importing |
I_FIXING_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20071217 | ||
| 5 | Importing |
I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20071217 | ||
| 6 | Importing |
I_MDCODE_REF | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_REF_MDCODE | Marktdatenkreis | 20071214 | ||
| 7 | Importing |
I_QUOTATION_TIME | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_QUOT_TIME | Bestimmungszeitpunkt des Zinssatzes | 20080515 | ||
| 8 | Importing |
I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_SCENARIO | Szenario | 20071214 | ||
| 9 | Importing |
I_VALID_DATE | Call by reference | Type reference (TYPE) | DATUM | SY-DATUM | Datum | 20071214 | |
| 10 | Importing |
I_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart | 20071214 | ||
| 11 | Importing |
I_YCTYPE_REF | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_REF_YCTYPE | Zinskurvenart | 20071214 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | METHOD_FAILED |
keine Marktdaten gefunden | 20071218 |
Method YC_GET_INTRATE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_FOUND_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum gefunden am | 20020625 | ||
| 2 | Exporting |
E_GRID_POINT | Call by reference | Type reference (TYPE) | CHAR1 | Kennzeichen Stützstelle | 20020726 | ||
| 3 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | Zinssatz | 20020621 | ||
| 4 | Importing |
I_CCY | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20020614 | ||
| 5 | Importing |
I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Horizontdatum | 20020614 | ||
| 6 | Importing |
I_MATURITY_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum Fälligkeit Zins | 20020614 | ||
| 7 | Importing |
I_QUOTATION_TIME | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_QUOT_TIME | Bestimmungszeitpunkt des Zinssatzes | 20080515 | ||
| 8 | Importing |
I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_SCENARIO | Szenario ID | 20020614 | ||
| 9 | Importing |
I_START_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum Start Zinslaufzeit | 20020614 | ||
| 10 | Importing |
I_TERM | Call by reference | Type reference (TYPE) | I | Laufzeit | 20020614 | ||
| 11 | Importing |
I_TIME_UNIT | Call by reference | Type reference (TYPE) | TIMEUNIT | Zeiteinheit | 20020614 | ||
| 12 | Importing |
I_VALID_DATE | Call by reference | Type reference (TYPE) | DATUM | Markdatenlesedatum | 20020614 | ||
| 13 | Importing |
I_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart | 20020614 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | METHOD_FAILED |
keine Marktdaten gefunden | 20020624 |
Method YC_GET_INTRATE_VECTOR Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_TAB_IRATE_VECTOR | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_INTRATE_VECTOR | Zinsvektor | 20020614 | ||
| 2 | Importing |
I_CCY | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20020614 | ||
| 3 | Importing |
I_FROM_DATE | Call by reference | Type reference (TYPE) | DATUM | Datumsintervall Beginn | 20020614 | ||
| 4 | Importing |
I_MATURITY_DATE | Call by reference | Type reference (TYPE) | DATUM | Fälligkeitsdatum bezogen auf I_TO_DATE | 20020614 | ||
| 5 | Importing |
I_TERM | Call by reference | Type reference (TYPE) | I | Laufzeit bis Fälligkeit | 20020614 | ||
| 6 | Importing |
I_TIME_UNIT | Call by reference | Type reference (TYPE) | TIMEUNIT | Zeiteinheit der Laufzeit | 20020614 | ||
| 7 | Importing |
I_TO_DATE | Call by reference | Type reference (TYPE) | DATUM | Datumsintervall Ende | 20020614 | ||
| 8 | Importing |
I_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart | 20020614 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | METHOD_FAILED |
keine Marktdaten gefunden | 20020624 |
Method YC_GET_ZERO_CURVE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_FOUND_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum gefunden am | 20021206 | ||
| 2 | Exporting |
E_TAB_ZERO_CURVE | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_ZERO_CURVE | Zero-Zinskurve | 20021206 | ||
| 3 | Importing |
I_CCY | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20021206 | ||
| 4 | Importing |
I_FWD_DATE | Call by reference | Type reference (TYPE) | DATUM | Forward-Datum Zinskurve | 20021206 | ||
| 5 | Importing |
I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Horizontdatum | 20021206 | ||
| 6 | Importing |
I_MATURITY_DATE | Call by reference | Type reference (TYPE) | DATUM | Fälligkeitsdatum (Ende Zinskurve) | 20061218 | ||
| 7 | Importing |
I_QUOTATION_TIME | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_QUOT_TIME | Bestimmungszeitpunkt des Zinssatzes | 20080515 | ||
| 8 | Importing |
I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_SCENARIO | Szenario ID | 20021206 | ||
| 9 | Importing |
I_VALID_DATE | Call by reference | Type reference (TYPE) | DATUM | Markdatenlesedatum | 20021206 | ||
| 10 | Importing |
I_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart | 20021206 | ||
| 11 | Importing |
I_ZERO_SPREAD | Call by reference | Type reference (TYPE) | F | CCZeroSpread (Paralleshift) (ACT(365) | 20030723 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | METHOD_FAILED |
keine Marktdaten gefunden | 20021206 |
Method YC_PV_CALC Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Changing |
C_TAB_CF_PV | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_CF_PV | Ergebnistabelle für Barwerte von Cashflows | 20020614 | ||
| 2 | Exporting |
E_FOUND_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum gefunden am | 20020625 | ||
| 3 | Exporting |
E_PRESENT_VALUE | Call by reference | Type reference (TYPE) | F | Barwert | 20020621 | ||
| 4 | Importing |
I_CCY | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20020614 | ||
| 5 | Importing |
I_FWD_DATE | Call by reference | Type reference (TYPE) | DATUM | Forwarddatum | 20020614 | ||
| 6 | Importing |
I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Horizontdatum | 20020614 | ||
| 7 | Importing |
I_QUOTATION_TIME | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_QUOT_TIME | Bestimmungszeitpunkt des Zinssatzes | 20080515 | ||
| 8 | Importing |
I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_SCENARIO | Szenario ID | 20020614 | ||
| 9 | Importing |
I_VALID_DATE | Call by reference | Type reference (TYPE) | DATUM | Marktdatenlesedatum | 20020614 | ||
| 10 | Importing |
I_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart | 20020614 | ||
| 11 | Importing |
I_ZERO_SPREAD | Call by reference | Type reference (TYPE) | F | CCZeroSpread (Paralleshift) (ACT/365) | 20030723 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | METHOD_FAILED |
Barwertberechung fehlgeschlagen | 20020624 |
Method YC_REFRATE_SOLVE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_CCY | Call by reference | Type reference (TYPE) | WAERS | Zinskurvenwährung, mit der gerechnet wurde | 20020614 | ||
| 2 | Exporting |
E_DAY_CNT_METH | Call by reference | Type reference (TYPE) | SZBMETH_NEW | Zinsberechnungsmethode | 20021024 | ||
| 3 | Exporting |
E_FOUND_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum Marktdaten gefunden am | 20020614 | ||
| 4 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | Forwardzinssatz | 20020614 | ||
| 5 | Exporting |
E_SKALID | Call by reference | Type reference (TYPE) | SKALID | Fabrikkalender | 20021024 | ||
| 6 | Exporting |
E_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart, mit der gerechnet wurde | 20020614 | ||
| 7 | Importing |
I_FIXING_DATE | Call by reference | Type reference (TYPE) | DATUM | Fixing-Datum Referenzzins | 20020614 | ||
| 8 | Importing |
I_HIST_FIXING_MODE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_HIST_FIXING_MODE | historisches Zinsfixing: Interpolation oder direktes Lesen | 20040326 | ||
| 9 | Importing |
I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Horizontdatum | 20020614 | ||
| 10 | Importing |
I_MDSET | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_MDSET | Marktdatensatz | 20021218 | ||
| 11 | Importing |
I_QUOTATION_TIME | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_QUOT_TIME | Bestimmungszeitpunkt des Zinssatzes | 20080515 | ||
| 12 | Importing |
I_REF_RATE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_REFERENCE | Referenzzins | 20020614 | ||
| 13 | Importing |
I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_SCENARIO | Szenario ID | 20020614 | ||
| 14 | Importing |
I_VALID_DATE | Call by reference | Type reference (TYPE) | DATUM | Marktdatenlesedatum | 20020614 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | METHOD_FAILED |
Barwertberechung fehlgeschlagen | 20020624 |
Method YC_SWAPRATE_CALC Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Changing |
C_TAB_INTEREST_CF | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_CF_PV | Ergebnistabelle für Barwerte von Cashflows | 20021002 | ||
| 2 | Changing |
C_TAB_NOMINAL_CF | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_CF_PV | Ergebnistabelle für Barwerte von Cashflows | 20021002 | ||
| 3 | Exporting |
E_FOUND_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20021002 | ||
| 4 | Exporting |
E_INTRATE | Call by reference | Type reference (TYPE) | F | Swap-Zinssatz | 20021002 | ||
| 5 | Importing |
I_ACCRUED_AMOUNT | Call by reference | Type reference (TYPE) | F | Stückzins (Tage/Basistage) | 20050422 | ||
| 6 | Importing |
I_CCY | Call by reference | Type reference (TYPE) | WAERS | Währungsschlüssel | 20021002 | ||
| 7 | Importing |
I_HORIZON_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20021002 | ||
| 8 | Importing |
I_QUOTATION_TIME | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_QUOT_TIME | Bestimmungszeitpunkt des Zinssatzes | 20080515 | ||
| 9 | Importing |
I_SCENARIO | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_SCENARIO | Szenario ID | 20021002 | ||
| 10 | Importing |
I_START_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20021002 | ||
| 11 | Importing |
I_VALID_DATE | Call by reference | Type reference (TYPE) | DATUM | Datum | 20021002 | ||
| 12 | Importing |
I_YCTYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_YCTYPE | Zinskurvenart | 20021002 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | METHOD_FAILED |
Methode fehlgeschlagen | 20021002 |
History
| Last changed by/on | SAP | 20110908 |
| SAP Release Created in | 20 |
