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V_FTBBYC056R - Define Reference Interest Rates

V_FTBBYC056R - Define Reference Interest Rates

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Define reference interest rates with attributes such as payment frequency, currency, interest calculation method, yield curve type for forward calculation, working day shift, and maturity at month end.

In this activity, you set up reference interest rates by configuring their attributes. You enter the concrete values of the reference interest rates under Enter Interest Rates.

Reference interest rates are relevant for different functions. For example, they are needed for net present value calculation and for the definition of interest conditions of special financial transactions. In this configuration activity, you enter the master data for reference interest rates. You enter the specific values of the reference interest rates using the different apps available on the SAP Fiori launchpad in

Note:

If you have activated the business function TRM, Yield Curve Framework (FIN_TRM_YCF) but you have not activated the yield curve framework in the activity Activate Yield Curve Framework, see the following documentation relevant for this Customizing activity: Define Reference Interest Rates

This present text refers to cases when the yield curve framework is activated.

Requirements

Standard settings

  1. If you have already created reference interest rates, they are displayed in a list.
If you select a reference rate and choose Goto -> Detail, the detail screen appears, showing the attributes of the reference interest rates.
When you create a new reference interest rate by choosing New Entries, the detail screen appears immediately.
  1. Define a reference interest rate as follows:
    1. Enter a name for the reference interest rate. The name must not contain any spaces.
    2. Enter a payment frequency and a compounding frequency.
    3. In the Name of Reference Interest Rate area, enter a description (short text) and a long text for the reference interest rate.
    4. In the Properties of Reference Interest Rate area, fill the following fields:
- Currency: This is the currency for which the reference interest rate is valid.
- Interest calculation method that will be used to determine the reference interest rates
- Term
- Time Unit: Here, you specify the time unit (such as days, months, or years) that is valid for the term entered.
Example:
For the 3-month EURIBOR, you enter 3 in the field Term and choose Month in the Time Unit field.
- Yield Curve Type for Forward Calculation: Enter a yield curve type when you want to use the reference interest rate to calculate forward rates.
  1. In the Additional Information for Reference Interest Rate area, fill the following fields:
- Date From: The date from which the reference interest rate is valid.
- Financial Location: Where the reference interest rate is created. It is used solely for information purposes.
- Calendar ID: Choose the calendar on which the reference interest rate is based. The calendar has to be maintained for costing to be performed on swaps.
- Fixing Period: Enter the period in days
- Working Day Shift
- Maturity at Mth End
  1. Save your entries.

Market interest rate values can be entered manually or via the datafeed.






PERFORM Short Reference   ABAP Short Reference  
This documentation is copyright by SAP AG.

Length: 4980 Date: 20240523 Time: 203435     sap01-206 ( 64 ms )