SAP ABAP Table /BA1/F4_STR_YLD_CRV_CALC (Structure for Calculating a Standard Yield Curve)

Hierarchy

☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_YC (Package) Market Data: Yield Curves

Basic Data

Table Category	INTTAB	Structure
Structure	/BA1/F4_STR_YLD_CRV_CALC	Table Relationship Diagram
Short Description	Structure for Calculating a Standard Yield Curve

Delivery and Maintenance

Pool/cluster
Delivery Class
Data Browser/Table View Maintenance	Display/Maintenance Allowed with Restrictions

Components

	Field	Key	Data Element	Domain	Data Type	Length	Decimal Places	Short Description	Check table
1	.INCLUDE	☐				0	0	Standard Yield Curves
2	MANDT	☐	MANDT	MANDT	CLNT	3	0	Client	*
3	MDCODE	☐	/BA1/F4_DTE_MDCODE	/BA1/F4_MDCODE	CHAR	4	0	Market Data Area	/BA1/TF4_YCURVE
4	YCTYPE	☐	/BA1/F4_DTE_YCTYPE	/BA1/F4_RATE_TYPE	CHAR	4	0	Yield Curve Type	/BA1/TF4_YCURVE
5	CCY	☐	WAERS	WAERS	CUKY	5	0	Currency Key	/BA1/TF4_YCURVE
6	SPRDTYPE	☐	/BA1/F4_DTE_SPRDTYPE	/BA1/F4_RATE_TYPE	CHAR	4	0	Spread Type	/BA1/TF4_SPRDTYP
7	DAY_CNT_METH	☐	SZBMETH_NEW	SZBMETH_NEW	CHAR	1	0	Interest Calculation Method
8	CALC_METHOD	☐	/BA1/F4_DTE_CALC_METH	/BA1/F4_CALC_METH	CHAR	2	0	Calculation Procedure for Yield Curve
9	EXTRAPOL_METH	☐	/BA1/F4_DTE_XTRP_METH	/BA1/F4_XTRP_METH	CHAR	2	0	Extrapolation Method for Yield Curves
10	MAX_AGE	☐	/BA1/F4_DTE_MAX_AGE_IR	/BA1/F4_MAX_AGE	INT4	10	0	Maximum Age of Interest Rate
11	MAX_AGE_SPREAD	☐	/BA1/F4_DTE_MAX_AGE_SPRD	/BA1/F4_MAX_AGE	INT4	10	0	Maximum Age of Spread
12	SKALID	☐	SKALID	WFCID	CHAR	2	0	Factory calendar	TFACD
13	PAYMNT_RHYTHM	☐	/BA1/F4_DTE_PAYMNT_RHYTHM	/BA1/F4_PAYMNT_RHYTHM	CHAR	2	0	Payment Frequency
14	COMP_FREQ	☐	/BA1/F4_DTE_COMP_FREQ	/BA1/F4_COMP_FREQ	CHAR	2	0	Compounding Frequency
15	DAY_SHIFT	☐	/BA1/F4_DTE_DAY_SHIFT	NUMC2	NUMC	2	0	Working Day Shift for Yield Curve
16	WRK_DAY_SHIFT	☐	TB_SFWERK	T_SWERK	NUMC	1	0	Working Day Shift for Due Date
17	MONTH_END_MAT	☐	/BA1/F4_DTE_MONTH_END_MATURITY	/BA1/F4_MONTH_END_MATURITY	CHAR	1	0	Maturity Dates at Month End
18	PAR_CALC_METH	☐	/BA1/F4_DTE_PAR_CALC_METH	/BA1/F4_PAR_CALC_METH	CHAR	1	0	Process for Calculating Par Bond Yields
19	PAR_CALC_SWITCH	☐	/BA1/F4_DTE_PAR_CALC_SWITCH	DEC3	DEC	3	0	Max. Term (Years) for Exponential Calc. of Par Bond Yield
20	YC_MODEL	☐	/BA1/F4_DTE_YC_MODEL	/BA1/F4_YC_MODEL	CHAR	5	0	External Model for Yield Curve	*
21	XINTRAD	☐	/BA1/F4_DTE_YC_XINTRAD	XFELD	CHAR	1	0	Yield Curve: Can be Used for Intraday Interest Rates
22	MAX_TIME	☐	/BA1/F4_DTE_MAX_TIME_IR	/BA1/F4_MAX_TIME	INT4	10	0	Maximum Time Interval for Intraday Interest Rates (Seconds)
23	VALID_DATE	☐	DATUM	DATUM	DATS	8	0	Date
24	READ_DATE	☐	DATUM	DATUM	DATS	8	0	Date
25	FOUND_DATE	☐	DATUM	DATUM	DATS	8	0	Date
26	SPRD_FOUND_DATE	☐	DATUM	DATUM	DATS	8	0	Date
27	GRD_PTS_CALC	☐	/BA1/F4_TAB_REFRATE_CALC		TTYP	0	0

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	/BA1/F4_STR_YLD_CRV_CALC	CCY	/BA1/TF4_YCURVE	CCY	KEY	1	1
2	/BA1/F4_STR_YLD_CRV_CALC	MDCODE	/BA1/TF4_YCURVE	MDCODE	KEY	1	1
3	/BA1/F4_STR_YLD_CRV_CALC	SKALID	TFACD	IDENT	KEY	1	CN
4	/BA1/F4_STR_YLD_CRV_CALC	SPRDTYPE	/BA1/TF4_SPRDTYP	SPRDTYPE	KEY	1	CN
5	/BA1/F4_STR_YLD_CRV_CALC	YCTYPE	/BA1/TF4_YCURVE	YCTYPE	KEY	1	1

History

Last changed by/on	SAP	20130604
SAP Release Created in	10