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TBAV_BADI_PER - Specify LME-Specific Period Determinations

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In this Customizing activity, you define London Metal Exchange-specific (LME) settings of the BAdI implementation for period determination. You can make the required settings for the determination of periods where daily, weekly, or monthly futures are identified.

For each combination of period determination method and physical commodity, you can specify the number of months for daily, weekly, and monthly futures.
In addition, you can enter the Valid From date to specify when the settings for period determination take effect.
The system considers only the last valid settings for a specific combination of a period determination method and a physical commodity.
You can also specify an individual calendar that is used to identify the non-trading periods of the LME.

Note:
Once you have entered the settings of a new combination of a period determination method and a physical commodity, the specified number of months for daily, weekly, and monthly futures can only be retained or increased.
Reducing the number of periods would lead to the loss of derivatives that might already be used by the period determination for several transactions, like security master data, CPE data, or market data.

By default, the implementations EI_BADI_TBA_DCS_DYN_PER_LME (for futures on the LME: period determination method LME) and EI_BADI_TBA_DCS_DYN_PER_LME_M (for LME mini-futures: period determination method LMEM) are provided.

For the period determination method LME, the following data could be applied:
On the London Metal Exchange and for the commodity Copper, futures are traded over three months daily, over the subsequent 3 months weekly, and over 123 months monthly.

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