SAP Program RJBDXP11 - XPRA 3.0F - Convert Yield Curves/Reference Interest Rate Tables

Description
The reference interest rate definitions and yield curve types areimplemented with report RJBDXP1.
The following fields have been added to the tables and must beinitialized:
jbd14: yieltyp = yield type (par rate, zero bond yield)
rinttyp = interpolation type (linear interpolation)
rwertzl = flag for read-back (read-back, no read-back)
at56r: yieltyp = yield type
Using the parameter yieltyp you can define yield curves as par ratecurves or zero coupon curves. The prerequisite for this is theexistence of reference interest rates with the same yield type (at56r).
With the flag 'read-back' you define at the yield curve type thereading procedure for the interpolation of the yield curve foraccessing the market data table. (0 = Read-back, 1 = no read-back)
The parameter rinttyp specifies the procedure for interpolation of theyield curve, though at the moment only one procedure (lin. interpol.)is available and the parameter is not yet visible to the user.

Precondition
IS-B bis Rel. 30E