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. |