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Calculation of Macaulay Duration in Sensitivity Analysis (Changed) ( RELNBANKCFM_MR_200_MACAU )

TXBHW - Original Tax Base Amount in Local Currency   rdisp/max_wprun_time - Maximum work process run time  
This documentation is copyright by SAP AG.

Short text

Calculation of Macaulay Duration in Sensitivity Analysis (Changed)

Use

From SAP R/3 Enterprise Financial Services 2.00 (EA-FINSERV 200), and retrospectively for SAP Banking Release 4.63 and SAP R/3 Enterprise Financial Services 1.10 (EA-FINSERV 110), you can calculate Macaulay duration for transactions with variable interest rates. This applies for floaters and swaps, for example. You can also calculate the Macaulay duration for transactions with variable interest rates and spreads.

Effects on Existing Data

Effects on Data Transfer

Effects on System Administration

Effects on Customizing

Further Information

Vendor Master (General Section)   rdisp/max_wprun_time - Maximum work process run time  
This documentation is copyright by SAP AG.

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