Programme SAP RJBD14XPRA - TR Market Risk Management: Initialize Interpolation Basis

Title
Initialization of the New Attribute "Interpolation Basis" for YieldCurve Types.

Purpose
With Release 4.6C a new attribute "interpolation basis" has been addedfor the yield curve types. This new field (JBD14-RINTBASTYP) must beset/initialized in such a way that the interpolation procedure of theexisting yield curve types is not changed.
For more information about the use of the attribute, refer to the F1help for the field Interpolation basis in the Customizing stepDefine Yield Curve Type.

Selection
The report program processes all the yield curve types for which nointerpolation basis has been defined.

Output
After the report program has been run, the interpolation basis is setconsistently for all yield curve types. The program initializes theinterpolation basis in accordance with the yield category. The fixedvalues of the corresponding domains have been set up to use theassignment "JBD14-RINTBASTYP = JBD14-RENDTYP".

Activities
This report program/XPRA sets the initial value for the interpolationbasis. No further activities are necessary.