SVMETH |
Method for determining the next value date |
VVSVMETH |
|
NUMC |
|
1 |
0 |
Possible values
1 |
Regularly with fixed dates |
2 |
Regularly with fixed periods |
3 |
Relative to Due Date Before Working Day Shift |
4 |
Relative to Due Date after Working Day Shift |
5 |
Regularly, annually |
6 |
Relative to start of period |
7 |
Relative to each reference interest rate entry |
|
SVWERK |
Shift calculation date to working day |
VVSVWERK |
|
NUMC |
|
1 |
0 |
Possible values
0 |
No shift |
1 |
Next Working Day |
2 |
Next Working Day Modified |
3 |
Previous Working Day |
4 |
Previous Working Day Modified |
5 |
Next Working Day in Same Calendar Year |
6 |
Previous Working Day in Same Calendar Year |
|
SZEITANT |
Indicator for Pro Rata Temporis Calculations |
VVSZEITANT |
|
NUMC |
|
1 |
0 |
Possible values
0 |
Pro rate calculation in shortened/extended periods |
1 |
No consideration taken in shortened/extended periods |
2 |
Full consideration taken in shortened/extended periods |
3 |
Start period: pro rate; End period: no consideration taken |
4 |
Start period: pro rate; End period: full consideration taken |
5 |
Start period: No consideration; End period: Pro rata |
6 |
Start period: Full consideration; End period: Pro rata |
7 |
Start period: No consideration; End period: full considerat. |
8 |
Start period: Full consideration; End period: no considerat. |
|
AVGSTAGE |
Number of working days for value date |
AVGSTAGE |
|
NUMC |
|
2 |
0 |
|
AVGSTAGEVZ |
+/- sign for number of working days for value date |
AVGSTAGEVZ |
|
CHAR |
|
1 |
0 |
Possible values
|
SINCL |
Inclusive indicator for beginning and end of a period |
VVSINCL |
|
NUMC |
|
1 |
0 |
Possible values
0 |
Start date inclusive/end date exclusive |
1 |
Start date exclusive/end date inclusive |
|
SVULT |
Month-end indicator for calculation date |
VVSBULT |
|
CHAR |
|
1 |
0 |
Possible values
|
JSOFVERR |
Immediate settlement |
JSOFVERR |
|
CHAR |
|
1 |
0 |
Possible values
NULL |
Settlement According to Condition |
X |
Immediate Settlement |
Y |
Settlement on Due Date |
Z |
Settlement on Calculation Date |
P |
Settlement at End of Period |
E |
Clearing on Calculation Date (Interest Calc. Capital Only) |
|