SAP /BA1/F4_STR_STDYC_E table - Structure for Standard Yield Curves with Status Indicator details in SAP

Description: Client
Field Name: MANDT
Data Element: MANDT
Data Type: CLNT
length (Dec): 3(0)
Check table: *
Conversion Routine:
Domain Name: MANDT
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:

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Description: Market Data Area
Field Name: MDCODE
Data Element: /BA1/F4_DTE_MDCODE
Data Type: CHAR
length (Dec): 4(0)
Check table: /BA1/TF4_YCURVE
Conversion Routine:
Domain Name: /BA1/F4_MDCODE
MemoryID: /BA1/F4_MDCODE
AppClass:
SHLP: /BA1/F4_MDCODE
SHLP Field: MDCODE
ConvExit:

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Description: Yield Curve Type
Field Name: YCTYPE
Data Element: /BA1/F4_DTE_YCTYPE
Data Type: CHAR
length (Dec): 4(0)
Check table: /BA1/TF4_YCURVE
Conversion Routine:
Domain Name: /BA1/F4_RATE_TYPE
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Currency Key
Field Name: CCY
Data Element: WAERS
Data Type: CUKY
length (Dec): 5(0)
Check table: /BA1/TF4_YCURVE
Conversion Routine:
Domain Name: WAERS
MemoryID: FWS
AppClass: FB
SHLP:
SHLP Field:
ConvExit:

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Description: Spread Type
Field Name: SPRDTYPE
Data Element: /BA1/F4_DTE_SPRDTYPE
Data Type: CHAR
length (Dec): 4(0)
Check table: /BA1/TF4_SPRDTYP
Conversion Routine:
Domain Name: /BA1/F4_RATE_TYPE
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Interest Calculation Method
Field Name: DAY_CNT_METH
Data Element: SZBMETH_NEW
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: SZBMETH_NEW
MemoryID:
AppClass: FVV
SHLP:
SHLP Field:
ConvExit:

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Description: Calculation Procedure for Yield Curve
Field Name: CALC_METHOD
Data Element: /BA1/F4_DTE_CALC_METH
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_CALC_METH
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Extrapolation Method for Yield Curves
Field Name: EXTRAPOL_METH
Data Element: /BA1/F4_DTE_XTRP_METH
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_XTRP_METH
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Maximum Age of Interest Rate
Field Name: MAX_AGE
Data Element: /BA1/F4_DTE_MAX_AGE_IR
Data Type: INT4
length (Dec): 10(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_MAX_AGE
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Maximum Age of Spread
Field Name: MAX_AGE_SPREAD
Data Element: /BA1/F4_DTE_MAX_AGE_SPRD
Data Type: INT4
length (Dec): 10(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_MAX_AGE
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Factory calendar
Field Name: SKALID
Data Element: SKALID
Data Type: CHAR
length (Dec): 2(0)
Check table: TFACD
Conversion Routine:
Domain Name: WFCID
MemoryID:
AppClass: SCAL
SHLP: H_TFACD
SHLP Field: IDENT
ConvExit:

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Description: Payment Frequency
Field Name: PAYMNT_RHYTHM
Data Element: /BA1/F4_DTE_PAYMNT_RHYTHM
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_PAYMNT_RHYTHM
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Compounding Frequency
Field Name: COMP_FREQ
Data Element: /BA1/F4_DTE_COMP_FREQ
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_COMP_FREQ
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Working Day Shift for Yield Curve
Field Name: DAY_SHIFT
Data Element: /BA1/F4_DTE_DAY_SHIFT
Data Type: NUMC
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: NUMC2
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:

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Description: Working Day Shift for Due Date
Field Name: WRK_DAY_SHIFT
Data Element: TB_SFWERK
Data Type: NUMC
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: T_SWERK
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Maturity Dates at Month End
Field Name: MONTH_END_MAT
Data Element: /BA1/F4_DTE_MONTH_END_MATURITY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_MONTH_END_MATURITY
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Process for Calculating Par Bond Yields
Field Name: PAR_CALC_METH
Data Element: /BA1/F4_DTE_PAR_CALC_METH
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_PAR_CALC_METH
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Max. Term (Years) for Exponential Calc. of Par Bond Yield
Field Name: PAR_CALC_SWITCH
Data Element: /BA1/F4_DTE_PAR_CALC_SWITCH
Data Type: DEC
length (Dec): 3(0)
Check table:
Conversion Routine:
Domain Name: DEC3
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:

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Description: External Model for Yield Curve
Field Name: YC_MODEL
Data Element: /BA1/F4_DTE_YC_MODEL
Data Type: CHAR
length (Dec): 5(0)
Check table: *
Conversion Routine:
Domain Name: /BA1/F4_YC_MODEL
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Yield Curve: Can be Used for Intraday Interest Rates
Field Name: XINTRAD
Data Element: /BA1/F4_DTE_YC_XINTRAD
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: XFELD
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:

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Description: Maximum Time Interval for Intraday Interest Rates (Seconds)
Field Name: MAX_TIME
Data Element: /BA1/F4_DTE_MAX_TIME_IR
Data Type: INT4
length (Dec): 10(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_MAX_TIME
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Day Count Convention for Interpolation
Field Name: SZBMETH_INTERP
Data Element: /BA1/F4_DTE_SZBMETH_INTERP
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: SZBMETH_NEW
MemoryID:
AppClass: FVV
SHLP:
SHLP Field:
ConvExit:

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Description: Factory Calender for Interpolation
Field Name: SKALID_INTERP
Data Element: /BA1/F4_DTE_SKALID_INTERP
Data Type: CHAR
length (Dec): 2(0)
Check table:
Conversion Routine:
Domain Name: WFCID
MemoryID:
AppClass: SCAL
SHLP: H_TFACD
SHLP Field: IDENT
ConvExit:

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Description: Method to Calculate Yield Curve on the Horizon Date
Field Name: YC_HORIZON_METH
Data Element: /BA1/F4_DTE_YC_HORIZON_METH
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_YC_HORIZON_METH
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Category of a Yield Curve Type
Field Name: YC_CATEGORY
Data Element: /BA1/F4_DTE_YC_CATEGORY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_YC_CATEGORY
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Yield Curve Type Overnight Index Swap (for Discounting)
Field Name: YCTYPE_OIS
Data Element: /BA1/F4_DTE_YCTYPE_OIS
Data Type: CHAR
length (Dec): 4(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_RATE_TYPE
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Yield Curve Type Cross-Currency Swap
Field Name: YCTYPE_CCS
Data Element: /BA1/F4_DTE_YCTYPE_CCS
Data Type: CHAR
length (Dec): 4(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_RATE_TYPE
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Reference Currency for OIS Discounting with Multiple Curr.
Field Name: CCS_BASE_CCY
Data Element: /BA1/F4_DTE_YC_BASE_CCY
Data Type: CUKY
length (Dec): 5(0)
Check table: *
Conversion Routine:
Domain Name: WAERS
MemoryID:
AppClass: FB
SHLP:
SHLP Field:
ConvExit:

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Description:
Field Name: GRID_POINTS
Data Element: /BA1/F4_TAB_REFRATE_GRID
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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Description: Status of Yield Curve
Field Name: YC_STATUS
Data Element: /BA1/F4_DTE_YCSTATUS
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: /BA1/F4_YCSTATUS
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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