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Yield Curve Types: New Attribute "Interpolation Basis" ( RELNTR_MRM_46C_JBGK )
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Short text
Yield Curve Types: New Attribute "Interpolation Basis"
Scope of Functions
A new attribute "interpolation basis" has been added to yield curve maintenance. If the yield curve has yield category "par rate", this allows you to carry out the interpolation on the basis of par rates (as before) or on the basis of zero coupons.
Effects on Existing Data
The enhancement does not affect existing yield curve values.
Effects on Customizing
The attribute has been added to the settings for yield curves. The initial value of the new attribute is set in such a way that it corresponds to the existing system behavior.
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Length: 752 Date: 20240604 Time: 005910 sap01-206 ( 26 ms )
