Co znaczy CONVEXITY ADJUSTMENT:
Adjustment of forward interest rates for interest-rate transactions that have variable components. Is used if the value date of a variable cash flow is different from the normal value date of the reference interest rate.
Convexity adjustment is used to value swaps, for example, that pay the interest rate of a 10-year bond every six months in exchange for a fixed interest rate.
SAP przykład użycia CONVEXITY-ADJUSTMENT pomoc. Jak działa convexity-adjustment kod programu ABAP. Wykorzystanie kodu Convexity-Adjustment w programie funtion module SE37. Obsługa funkcji convexity-adjustment
w klasie.
Słownik i definicje SAPa na C.