Kontakt

Ansicht
Dokumentation

ES_FTBBYC_SC_DER - Notes on Implementation

ES_FTBBYC_SC_DER - Notes on Implementation

ABAP Short Reference   General Material Data  
This documentation is copyright by SAP AG.
SAP E-Book

All Business Add-Ins (BAdIs) grouped under this structure node belong to the same enhancement spot ES_FTBBYC_SPREAD_CURVES_DER.

They all derive spread curves that are added to yield curves for different purposes.

The output interface parameters are the same for all BAdIs, but the input interface parameters differ depending on the different purposes.

Examples:

  • Derive the basis spread curves that are added to yield curves and used for the forward calculation of reference interest rates.
  • Derive the basis spread curves that are added to yield curves for which the yield curve types are assigned to evaluation types/valuation rules.

If you want to define your own rule to derive the basis spread curves for forward curves, you first create a customer-specific basis spread curve derivation ID for forward curves (see the Customizing activity Define Basis Spread Curve Derivation ID), and then you create an implementation of the BAdI: Derive Basis Spread Curves for Forward Calculation with this derivation ID as the BAdI filter value.

The same holds for the derivation of a basis spread curve for evaluation purposes and the corresponding implementation of the BAdI: Derive Basis Spread Curves for Evaluation Purposes.

Additional Notes:

  • If you do not want to add basis spread curves to yield curves for forward calculation or for evaluation purposes such as discounting, there is no need to implement any BAdI or to use the BAdI implementations delivered by SAP.
  • There is a one-to-one relationship between a basis spread derivation ID for forward curves and an active BAdI implementation for deriving basis spread curves for forward calculation, as this derivation ID is also the filter value of this BAdI implementation. The same holds for the relationship between a basis spread derivation ID for evaluation purposes and an active BAdI implementation for deriving basis spread curves for evaluation purposes.
  • All BAdIs belonging to the enhancement spot ES_FTBBYC_SPREAD_CURVES_DER can be implemented in different classes. There is no need to implement BAdIs in the same class.





Addresses (Business Address Services)   BAL Application Log Documentation  
This documentation is copyright by SAP AG.

Length: 2552 Date: 20240523 Time: 192638     sap01-206 ( 47 ms )