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BADI_FTBB_YC_SC_EVAL - BAdI: Derive Basis Spread Curves for Evaluation Purposes

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This Business Add-In (BAdI) is used in Treasury and Risk Management (FIN-FSCM-TRM) to derive basis spread curves for evaluation purposes, such as discounting. The BAdI filter Basis Spread Curve Derivation ID for Evaluation Curves is the only procedure for deriving basis spread curves for evaluation purposes (see also the Customizing activity Define Basis Spread Curve Derivation ID).

Either a BAdI implementation for such a procedure can be delivered by SAP (see the example), or you can create your own coding corresponding to the basis spread curve derivation ID that you have created for evaluation purposes.

Evaluation purposes such as discounting are usually based on yield curves for which the yield curve type is assigned to evaluation types or valuation rules (see also the Customizing activity Define and Set Up Evaluation Types). If you have assigned basis spread curve types to the relevant evaluation types or valuation rules, this calculation can also be based on basis spread curves. The possible basis spread curves are then taken from the assigned basis spread curve type.

You can use the standard implementation BADII_BSPRD_DER_EVAL_001, which adjusts each discounting yield curve against a curve with currency USD and a tenor of 3 months by adding suitable basis spread curves.

For information about the implementation of BAdIs in the context of the Enhancement Concept, see SAP Library for SAP NetWeaver under BAdIs - Embedding in the Enhancement Framework.

See also

This BAdI uses the interface IF_EX_FTBBYC_SPREADCURVES_EVAL. For more information, display the interface in the class builder.

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