SAP Function RM_RH_BUFFER_RULE_FOR_YC - Structure of Rule Buffer with Historical Data for Yield Curve Grid Points

Parameter Reference Type Length Default Optional Text
AKTDAT D D 8
REGELTYP JBRREG-REGELTYP N 2
W_HSDEF JBRIHSDEF u 46

Parameter Reference Length Optional Text
T_JBRRHBLT TVRM_BLTTAB 0

Functionality
Structure of a historical buffer for grid points of yield curves (riskfactors). Parametrization: yield curve type and currency, optional:scope of term for underlying instrument. Stating these dates can reducethe number of risk factors that have to be buffered for historicalmarket price changes.
DATUM_VON = Start of term for instrument. If this value is not given,then the system assumes a fictitious start of term of date 0.
DATUM_BIS = End of term for instrument. If this value is not given, thesystem assumes that the instrument has a fictitious term without an end.