/BA1/TF4_STDYC - Standard Yield Curves
Standard Yield Curves information is stored in SAP table /BA1/TF4_STDYC.
It is part of development package /BA1/F4_YC in software component CA-FS-MKD. This development package consists of objects that can be grouped under "Market Data: Yield Curves".
It is part of development package /BA1/F4_YC in software component CA-FS-MKD. This development package consists of objects that can be grouped under "Market Data: Yield Curves".
Fields for table /BA1/TF4_STDYC
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
---|---|---|---|---|---|---|
MANDT | Client | X | MANDT | CLNT | 6 | |
MDCODE | Market Data Area | X | /BA1/F4_DTE_MDCODE | CHAR | 8 | /BA1/TF4_YCURVE |
YCTYPE | Yield Curve Type | X | /BA1/F4_DTE_YCTYPE | CHAR | 8 | /BA1/TF4_YCURVE |
CCY | Currency Key | X | WAERS | CUKY | 10 | /BA1/TF4_YCURVE |
SPRDTYPE | Spread Type | /BA1/F4_DTE_SPRDTYPE | CHAR | 8 | /BA1/TF4_SPRDTYP | |
DAY_CNT_METH | Interest Calculation Method | SZBMETH_NEW | CHAR | 2 | ||
CALC_METHOD | Calculation Procedure for Yield Curve | /BA1/F4_DTE_CALC_METH | CHAR | 4 | ||
EXTRAPOL_METH | Extrapolation Method for Yield Curves | /BA1/F4_DTE_XTRP_METH | CHAR | 4 | ||
MAX_AGE | Maximum Age of Interest Rate | /BA1/F4_DTE_MAX_AGE_IR | INT4 | 4 | ||
MAX_AGE_SPREAD | Maximum Age of Spread | /BA1/F4_DTE_MAX_AGE_SPRD | INT4 | 4 | ||
SKALID | Factory calendar | SKALID | CHAR | 4 | TFACD | |
PAYMNT_RHYTHM | Payment Frequency | /BA1/F4_DTE_PAYMNT_RHYTHM | CHAR | 4 | ||
COMP_FREQ | Compounding Frequency | /BA1/F4_DTE_COMP_FREQ | CHAR | 4 | ||
DAY_SHIFT | Working Day Shift for Yield Curve | /BA1/F4_DTE_DAY_SHIFT | NUMC | 4 | ||
WRK_DAY_SHIFT | Working Day Shift for Due Date | TB_SFWERK | NUMC | 2 | ||
MONTH_END_MAT | Maturity Dates at Month End | /BA1/F4_DTE_MONTH_END_MATURITY | CHAR | 2 | ||
PAR_CALC_METH | Process for Calculating Par Bond Yields | /BA1/F4_DTE_PAR_CALC_METH | CHAR | 2 | ||
PAR_CALC_SWITCH | Max. Term (Years) for Exponential Calc. of Par Bond Yield | /BA1/F4_DTE_PAR_CALC_SWITCH | DEC | 2 | ||
YC_MODEL | External Model for Yield Curve | /BA1/F4_DTE_YC_MODEL | CHAR | 10 | ||
XINTRAD | Yield Curve: Can be Used for Intraday Interest Rates | /BA1/F4_DTE_YC_XINTRAD | CHAR | 2 | ||
MAX_TIME | Maximum Time Interval for Intraday Interest Rates (Seconds) | /BA1/F4_DTE_MAX_TIME_IR | INT4 | 4 | ||
SZBMETH_INTERP | Day Count Convention for Interpolation | /BA1/F4_DTE_SZBMETH_INTERP | CHAR | 2 | ||
SKALID_INTERP | Factory Calender for Interpolation | /BA1/F4_DTE_SKALID_INTERP | CHAR | 4 | ||
YC_HORIZON_METH | Method to Calculate Yield Curve on the Horizon Date | /BA1/F4_DTE_YC_HORIZON_METH | CHAR | 2 |