MANDT |
Client |
MANDT |
T000
|
CLNT |
|
3 |
0 |
|
SZKART |
Yield Curve Type |
JBSZKART |
|
NUMC |
|
4 |
0 |
|
WWAER |
Currency |
JBWWAER |
TCURC
|
CUKY |
|
5 |
0 |
|
SZBMETH |
Interest Calculation Method |
SZBMETH |
|
CHAR |
|
1 |
0 |
Possible values
1 |
360E/360 |
B |
360E/365 |
F |
360/360 (ISDA) |
H |
360/365 (ISDA) |
7 |
360/360 |
2 |
Act/360 |
E |
Act/364 |
3 |
Act/365 |
4 |
Act/366 |
5 |
Act/ActP (ICMA) |
6 |
Act/ActY (ISDA) |
G |
Act/ActE (AFB) |
A |
ActW/252 |
D |
365/360 |
C |
365/365 |
I |
360E/ActY |
8 |
*365/360 |
9 |
*365.25/360 |
P |
1/1 |
J |
m+act/360 |
K |
m+30/360 |
0 |
Not Specified |
|
SKALID |
Factory calendar |
SKALID |
|
CHAR |
|
2 |
0 |
|
SQUOTART |
Quotation type |
SQUOTART |
|
NUMC |
|
1 |
0 |
Possible values
|
RENDTYP |
Yield category |
JBRENDTYP |
|
CHAR |
|
1 |
0 |
Possible values
0 |
Par rate |
1 |
Zero bond yield |
|
RINTTYP |
Interpolation Procedure |
JBRINTTYP |
|
CHAR |
|
1 |
0 |
Possible values
0 |
Linear interpolation |
1 |
Cubic spline interpolation |
|
RINTBASTYP |
Interpolation basis |
JBRINTBASTYP |
|
CHAR |
|
1 |
0 |
Possible values
|
RWERTZL |
Read Procedure for Accessing Ref. Interest Rate Table |
JBRWERTZL |
|
CHAR |
|
1 |
0 |
Possible values
0 |
Read back |
1 |
Read directly |
2 |
Read back directly |
|
TIMEDEP |
Datafeed: Indicator for intraday rates/prices |
TB_TIMEDEP |
|
CHAR |
|
1 |
0 |
Possible values
NULL |
days related |
X |
< 1 day |
|
CCUSE |
Use Continuous Compounding |
JBDCCUSE |
|
CHAR |
|
1 |
0 |
Possible values
|
CCEXTRAPOL |
Extrapolation Acc. to Last Grid Point (Cont. Compounding) |
JBDCCEXTRAPOL |
|
INT4 |
|
10 |
0 |
Possible values
1 |
As for yield category |
2 |
Zero rate constant |
3 |
Par rate constant |
4 |
Continuous compounding forward rate constant |
|