| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| AKTDATUM | D | D | 8 | |||
| CSPREAD | FTR_CSPREAD | P | 6 | 0 | X | |
| DEVIATING_MATURITY | D | D | 8 | X | ||
| HORIZONT | D | D | 8 | |||
| KONDDATUM | D | D | 8 | |||
| SEQUENCE | VTVSZVERL-SZVERLAUF | C | 10 | X | Scenario Progression | |
| SHIFTREGEL | JBRREG | u | 16 | X | Rule Structure for Simulation Analyses | |
| SZENARIO | VTVSZKO-SZENARI | C | 10 | X | Business Scenario | |
| SZSREF | JBD15-REFERENZ | C | 10 | Reference Interest Rate |
| Parameter | Reference | Type | Length | Text |
|---|---|---|---|---|
| MATURITY | D | D | 8 | Due Date of Reference Interest Rate |
| PAR_RATE | JBD11-IGKM | P | 6 | Par Rate |
| SKALID | VTBKOND-SKALID | C | 2 | Factory Calendar |
| SZBMETH | JBD14-SZBMETH | C | 1 | Interest calculation method |
| YCTYPE | VTV_SOPYC | u | 9 | Structure for Transfer of Selected Yield Curves |
| ZERO_RATE | JBD11-IFR | P | 6 | Zero Coupon |
| Exception | Text |
|---|---|
| CURVE_NOT_DEFINED | |
| CURVE_NOT_FILLED | |
| NO_SEQUENCE | |
| REF_NOT_FOUND |