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/BA1/F4_YIELD_CURVE - BAdI: Model for External Yield Curve

/BA1/F4_YIELD_CURVE - BAdI: Model for External Yield Curve

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You can use this BAdI to integrate external yield curves into the system during runtime. An external yield curve consists of a table that contains discount factors with different due dates. The system interpolates the continuous zero interest rate between the yield curve grid points that are supplied, in the same way as for an internal yield curve.

Note:
For an accurate system reproduction of an external yield curve that is not interpolated linearly, you have to enter as many grid points as possible.

The Business Add-In is not activated in the standard system.

The BAdI cannot be used multiple times.

After you have called the IMG activity, proceed as follows:

  1. In the following dialog box, enter in the field "Implementation" a name for the BAdI implementation and choose Copy.
If implementations have already been created for the BAdI, a dialog box with the existing implementations will be displayed. In this dialog box, choose Create.
  1. In the corresponding field, enter a short text for implementation .
  2. In the tab Propertiesenter filter properties - if this is a filter-dependent BAdI.
  3. Choose the tab Interface.
The name of the implementing class is generated by the system based on the name of your impmlementation. You can change the name.
If the BAdI is a menu exit, the tab FCodes also appears.Enter a function here and, if necessary, additional data.
  1. Save your entries and assign a package.
  2. Position the cursor on a method. Call up the Class Builder by double-clicking it.
  3. Between the statements method <Interface-Name>~<Name of Method>. and endmethod, enter the coding you request for the implementation.
  4. Save and activate your coding, and navigate back to the screen Change Implementation.
  5. Save on the screen Change Implementation.
Note: You can first create an implementation for the BAdI and then activate this later on. In this case, close the processing function at this time.
  1. Choose Activate.
When the application program is executed, the coding you have created will be run.

See also:

Read External Yield Curve method






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