Calculadora Externa

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Função Z_BARWERT_ANALYSE
Texto fonte:
FUNCTION ZGCTP_BARWERT_USEREXIT_ANALYSE.
*"----------------------------------------------------------------------
*"*"Interface local:
*" IMPORTING
*" VALUE(I_EXPAR) LIKE VTVEXFM STRUCTURE VTVEXFM

*" TABLES
*" I_KOET STRUCTURE JBIKOET08
*" I_OPTI STRUCTURE JBIOPTI08
*" I_BEWEG STRUCTURE JBIBEWEG08
*" I_FML STRUCTURE JBIFML08
*" I_HIER STRUCTURE JBIHIER08
*" I_MSEG STRUCTURE JBIMSEG08
*" E_YC STRUCTURE VTVMDSIN
*" E_CR STRUCTURE VTVMDSCR
*" E_WP STRUCTURE VTVMDSWP
*" E_IX STRUCTURE VTVMDSIX
*" E_VO STRUCTURE VTVMDSVO
*" E_RF STRUCTURE VTVMDSRF
*" E_MESSAGES STRUCTURE VTVPVUEMSG
*"----------------------------------------------------------------------
vg_cenario = i_expar-scenario.
READ TABLE i_koet WITH KEY ngidnr = 1.
READ TABLE i_mseg WITH KEY ngidnr = 1.
READ TABLE i_beweg WITH KEY ngidnr = 1 ncfnr = 1.
* O código abaixo foi inserido:
FIELD-SYMBOLS:
<beweg> TYPE jbibeweg08.
DATA:
vl_ridxrt TYPE jbrdbbeweg-ridxrt, " No. interno da transação genérica
l_nrobj TYPE J_OBJNR,
l_bukrs TYPE vtbfha-bukrs,
l_rfha TYPE vtbfha-rfha,
l_rfhazunr TYPE vtbfha-rfhazunr,
l_rfhazul TYPE vtbfha-rfhazul,
l_sformref TYPE vtbfinko-sformref,
l_rkondgr TYPE vtbfinko-rkondgr,
l_rkond TYPE vtbfinko-rkond,
l_dguel_kp TYPE vtbfinko-dguel_kp,
l_pkond TYPE vtbafinko-pkond,
l_wyref TYPE i73gpa1-wyref.
* Busca algumas informações necessárias para o negócio.
LOOP AT i_beweg ASSIGNING <beweg>.
if <beweg>-objnr IS ASSIGNED.
l_nrobj = <beweg>-objnr.
else.
clear l_nrobj.
endif.
CLEAR: l_pkond, l_wyref.
Select SINGLE
bukrs
rfha
RFHAZUL
INTO (l_bukrs,
l_rfha,
l_rfhazul)
FROM VTBFHA
WHERE objnr = l_nrobj.
IF sy-subrc IS INITIAL.
SELECT SINGLE
sformref
rkondgr
rkond
dguel_kp
ppayment
szsref "VSI03+
INTO (l_sformref,
l_rkondgr,
l_rkond,
l_dguel_kp,
l_pkond,
l_wyref) "VSI03+
FROM vtbfinko
WHERE bukrs = l_bukrs AND
rfha = l_rfha AND
rfhazu = l_rfhazul AND
RKONDGR = i_BEWEG-rkondgr AND "VSI03+
( sbktyp = '15' OR
sbktyp = '20' ) AND
dguel_kp <= i_expar-evaldate.

IF sy-subrc IS INITIAL.
SELECT SINGLE
pkond
INTO l_pkond
FROM vtbafinko
WHERE bukrs = l_bukrs AND
rfha = l_rfha AND
rfhazu = l_rfhazul AND
rkondgr = l_rkondgr AND
rkond = l_rkond AND
dguel_kp = l_dguel_kp AND
sformref = l_sformref AND
svarname = 'V3'.
* IF sy-subrc IS INITIAL.
ENDIF.
ENDIF.
* SELECT SINGLE "VSI03-
* wyref "VSI03-
* INTO l_wyref "VSI03-
* FROM i73gpa1 "VSI03-
* WHERE objnr = l_nrobj. "VSI03-
* if sy-subrc IS NOT INITIAL. "VSI03-
* clear l_wyref. "VSI03-
* endif. "VSI03-
* ENDIF. "VSI03-
* ENDIF. "VSI03-
* ENDIF. "VSI03-
<beweg>-szsref = l_wyref.
<beweg>-soffset = l_pkond.
ENDLOOP.
LOOP AT i_beweg WHERE snwhr NE space.
CLEAR e_cr.
CLEAR e_yc.
IF i_beweg-snwhr NE i_expar-currency.
e_cr-fcurr = i_beweg-snwhr.
e_cr-tcurr = i_expar-currency.
APPEND e_cr.
ENDIF.
e_yc-waers = i_beweg-scwhr.
e_yc-szkart = i_mseg-bcurve.
APPEND e_yc.
ENDLOOP.
SORT e_cr.
DELETE ADJACENT DUPLICATES FROM e_cr.
SORT e_yc.
DELETE ADJACENT DUPLICATES FROM e_yc.
** LOOP AT i_beweg WHERE snwhr NE i_expar-currency
** AND snwhr NE space.
**
** CLEAR e_cr.
**
** e_cr-fcurr = i_beweg-snwhr.
** e_cr-tcurr = i_expar-currency.
**
** APPEND e_cr.
**
** ENDLOOP.
**
** SORT e_cr.
**
** DELETE ADJACENT DUPLICATES FROM e_cr.
**
** CLEAR e_yc.
**
** e_yc-waers = i_beweg-scwhr.
** e_yc-szkart = i_mseg-bcurve.
**
** APPEND e_yc.
ENDFUNCTION.
Função Z_BARWERT_BEWERTUNG
Texto Fonte:
FUNCTION zfctp_barwert_userexit_bewert.
*"--------------------------------------------------------------------
--
*" IMPORTING
*" VALUE(I_EXPAR) LIKE VTVEXFM STRUCTURE VTVEXFM

*" EXPORTING
*" VALUE(ENPV) LIKE VTVPVUEDATATYPES-RESULT
*" VALUE(E_CURRENCY) LIKE TCURC-WAERS
*" TABLES
*" I_OPTI STRUCTURE JBIOPTI08
*" I_BEWEG STRUCTURE JBIBEWEG08
*" I_FML STRUCTURE JBIFML08
*" I_HIER STRUCTURE JBIHIER08
*" I_MSEG STRUCTURE JBIMSEG08
*" I_YCURVE STRUCTURE VTVMDVIN
*" I_CURR STRUCTURE VTVMDVCR
*" I_RATE STRUCTURE VTVMDVWP
*" I_INDEX STRUCTURE VTVMDVIX
*" I_VOLA STRUCTURE VTVMDVVO
*" I_RF STRUCTURE VTVMDVRF
*" E_MESSAGES STRUCTURE VTVPVUEMSG
*" E_DETAIL STRUCTURE VTVDPROT
*"--------------------------------------------------------------------
--
* Global data declarations
tg_curr[] = i_curr[].
IF i_expar-currency IS INITIAL.
i_expar-currency = 'BRL'.
ENDIF.
* Inicializa variáveis.
CLEAR:
vg_nok,
vg_meth,
vg_log_flg,
vg_vf,
tg_curr,
vg_vp_aux,
tg_curr[],
tg_beweg[],
vg_cabec_log_flg,
tg_detail,
tg_detail[].
TYPE-POOLS: tv1, tvs, tvm, tvmz, rmsva.
DATA: prot_itab TYPE TABLE OF rmdprot WITH HEADER

LINE,
t_meo TYPE tvm_meo_tab WITH HEADER

LINE,
t_meth TYPE TABLE OF vtvfima WITH HEADER

LINE,
t_fob TYPE TABLE OF jbrfob WITH HEADER

LINE,
t_income TYPE ZCTCTP_INCOME,
e_eodd TYPE TABLE OF vtveodd,
t_error TYPE TABLE OF bapierr,
t_root TYPE tv1_knot_id,
t_sfgdt TYPE tvs_sfgdt_tab,
e_sfgdt TYPE tvs_sfgdt_typ,
wa_sfgdt TYPE LINE OF tvs_sfgdt_tab,
wa_mez TYPE LINE OF tvmz_mez_tab,
wa_fget TYPE tv1_fget_typ, " Master-FGET
con_gid_root TYPE tv1_knot_id,
rmfima_mez TYPE tvmz_mez_tab,

spara TYPE rmsva_spara,
t_mez TYPE tvmz_mez_tab,
t_fgdt TYPE tvv_fgdt_typ,
wa_result LIKE LINE OF t_meo-result_tab,
for_capfac TYPE TABLE OF zvtvmdvin WITH HEADER LINE.
DATA: wa_beweg LIKE i_beweg OCCURS 0 WITH HEADER LINE,
t_beweg_nxt LIKE i_beweg OCCURS 0 WITH HEADER LINE, "VSI01+
wa_beweg_nxt LIKE LINE OF t_beweg_nxt, "VSI01+
w_income LIKE LINE OF t_income.
DATA: BEGIN OF e_eval,
accrual TYPE f,
mtm_date TYPE tv_horizon,
n TYPE f,
cf TYPE f,
cdi TYPE f,
cdi_% TYPE f,
cf_% TYPE f,
fv TYPE f,
pv TYPE f,
END OF e_eval.
*** Variáveis ***
DATA: v_flag_standard_calc TYPE char1,
v_flag_swap_initial TYPE char1,
v_new TYPE char1,
v_objnr TYPE vtbfha-objnr,
v_glpar TYPE jbrglpar,

v_status TYPE sy-subrc,
v_szsrefvz TYPE char10,
v_soffset TYPE char12,
v_sign TYPE char1,
v_clean_price TYPE f,
v_rc TYPE sy-subrc,
vl_tabix TYPE i,
v_text TYPE t5nk9-message,
v_bcurve TYPE num4,
v_bcurveb TYPE num4,
v_index TYPE sy-tabix, "VSI01+
v_coef(15) TYPE p DECIMALS 7, "VSI01+
v_data2 TYPE datum,
v_key_date TYPE datum,
v_position_curr TYPE WAERS.
DATA : c_000(08) TYPE c VALUE '00000000'.
DATA : v_log_flg TYPE flag,
v_calc(15) TYPE p DECIMALS 2.
DATA : enpv2 TYPE vtvpvuedatatypes-result.
DATA : T_DIF_POS_IDENT TYPE DIFY_POS_IDENT_STANDARD,
st_dif_pos_ident LIKE LINE OF t_dif_pos_ident,
ID_TRANSACOES TYPE TPMY_GUID,
v_company_code TYPE bukrs,
v_DEAL_NUMBER TYPE TB_RFHA,
v_trans(32) TYPE c,
v_tab_flowt TYPE TRGR_DIS_FLOWTYPE,

t_ex_prot_tab_header TYPE TABLE OF trlis_ad_list_header,
st_ex_prot_tab_header TYPE LINE OF TRLIY_AD_LIST_HEADER,
v_sum TYPE TPM_AD_DELTA_PC,
v_foreign_amount TYPE p DECIMALS 2,
st_bukrs_deal TYPE ZTRGS_BUKRS_DEALNUMBER,
t_bukrs_deal TYPE TABLE OF trgs_bukrs_dealnumber.
DATA : R_RNGVALAREAS TYPE TABLE OF trgs_valuation_area,
R_line LIKE LINE OF r_rngvalareas.
* Esta função calcula o valor do NPV ou do Clean Price e retorna o

valor
* calculado na variável ENPV
* Se método 100 calcula o valor do NPV( Net Present Value)
* Se método 120 calcula o valor do Clean Price
break ct005992.
break ct006045.
r_line-sign = 'I'.
r_line-option = 'EQ'.
r_line-low = '001'.
r_line-high = '000'.
append r_line to r_rngvalareas.
READ TABLE i_koet INDEX 1.
CHECK i_expar-methode = '100' OR "NPV
( i_expar-methode = '120' AND
i_koet-gform = '001' ).
* Inícia as varáveis
FREE: t_meth,
t_sfgdt.
CLEAR: v_flag_standard_calc,
v_flag_swap_initial,
v_new,
v_objnr.
* READ TABLE i_koet INDEX 1.
*==> Rotina standard para recuperar os dados

--------------------------*
CALL FUNCTION 'RM_HSSPAR_FILL_FOR_SVA'
EXPORTING
i_analysis_type = '01'
* i_eval = '1010'
i_curr = i_expar-currency
i_hori = i_expar-horizon
i_date = i_expar-horizon
IMPORTING
e_spara_w = spara.
CALL FUNCTION 'RM_EVAL_INITIALIZE'
EXPORTING
i_spara = spara
EXCEPTIONS
init_error = 1
OTHERS = 2.
CALL FUNCTION 'RM_PROT_REPORT'
EXPORTING
date = spara-datum
hori = spara-horizont
eval = spara-auswertung
szen = spara-szenari
curr = spara-waers
EXCEPTIONS
OTHERS = 1.
CALL FUNCTION 'RM_FIMA_INITIALIZE'.
CLEAR t_meth.
t_meth-methode = i_expar-methode.
t_meth-horizont = i_expar-horizon.
APPEND t_meth.
t_meth-methode = '300'.
APPEND t_meth.
CALL FUNCTION 'ISB_ZUSPROT_INITIALIZE'
EXPORTING
level = 1
EXCEPTIONS
OTHERS = 1.
* Inicio nova versão - Vitor - 01/08/2011 <=======================
* CLEAR t_meth.
* wa_meth-methode = i_expar-methode.
* wa_meth-horizont = i_expar-horizon.
* APPEND wa_meth TO t_meth.
* LOOP AT e_t_beweg INTO wa_beweg
* WHERE ( ( szinsart EQ con_cf_var ) OR

* ( ( szsref NE space ) AND
* ( cfknz = con_8 ) ) ) AND
* ( ( ddispo IS INITIAL AND
* dfaell GE i_expar-evaldate )
* OR ddispo GE i_expar-evaldate ) .
* wa_jbrfob-objnr = wa_beweg-objnr.
* vl_objnr = wa_beweg-objnr.
* APPEND wa_jbrfob TO t_jbrfob.
* IF wa_beweg-dzfest GE i_expar-evaldate.
* DELETE e_t_beweg.
* ELSE.
** Referenzzins hätte schon gefixt sein müssen.
* miss_fix = con_1.
* ENDIF.
* ENDLOOP.
* SORT t_jbrfob.
* DELETE ADJACENT DUPLICATES FROM t_jbrfob COMPARING ALL FIELDS.
* BREAK-POINT.
* CALL FUNCTION 'RM_FIMA_EVAL_SELECTION'
* EXPORTING
* i_date = i_expar-evaldate
* i_anwtyp = '1'
* i_sicht = vl_sicht
* IMPORTING
* e_sfgdt = t_sfgdt
* TABLES
* i_jbrfob = t_jbrfob
* CHANGING
* c_done = vl_done.
* CALL FUNCTION 'RM_FG_EVAL_ENRICH'
* EXPORTING
* spara = spara
* TABLES
* i_meth = t_meth
* CHANGING
* m_sfgdt = t_sfgdt.
* LOOP AT t_sfgdt INTO wa_sfgdt.
* READ TABLE t_sfgdt INTO wa_sfgdt INDEX 1.
* t_fgdt = wa_sfgdt-fgdt.
* t_fget_t = t_fgdt-fget_t.
* READ TABLE t_fget_t INTO wa_fget_t INDEX 1.
* t_gid = wa_fget_t-gid.
* READ TABLE t_gid INTO wa_gid INDEX 1.
* vl_ngidnr = wa_gid.
* t_beweg_aux = wa_fget_t-beweg_t.
* t_mseg = wa_fget_t-mseg.
* t_best = wa_fget_t-best.
* LOOP AT t_beweg_aux INTO wa_beweg_aux.
* IF wa_beweg_aux-cashflow-dzfest LT i_expar-evaldate.
* DELETE t_beweg_aux INDEX sy-tabix.
* ENDIF.
* ENDLOOP.
* CALL FUNCTION 'RM_MM_FILL_VARIABLE_CASHFLOW'
* EXPORTING
* i_akt_datum = i_expar-evaldate
* i_ausw_datum = i_expar-evaldate
* i_res_curr = i_expar-currency
* i_bssign = '-'
* i_mseg = t_mseg
* vari_i_fgcf = t_beweg_aux
* i_best = t_best
* IMPORTING
* vari_e_fgcf = t_beweg_imp.
* ENDLOOP.
* SORT t_beweg_imp BY cashflow-ssign ASCENDING
* cashflow-bcwhr ASCENDING
* cashflow-dfaell ASCENDING.
* LOOP AT t_beweg_imp INTO wa_beweg_aux.
* MOVE-CORRESPONDING wa_beweg_aux-cashflow TO wa_beweg.
* wa_beweg-objnr = vl_objnr.
* APPEND wa_beweg TO e_t_beweg.
* ENDLOOP.
* Final nova versão - Vitor - 01/08/2011

<=======================
DATA: v_datastr TYPE jbrrmbid,
v_anwtyp_c TYPE afwch_segmchartype,
v_anwtyp_n TYPE tv_anwtyp,
v_internal_view TYPE jbrsichtid.
CALL FUNCTION 'AFWCH_ACTIVE_DATASTR_GET'
IMPORTING
e_datastr = v_datastr
e_segm_char_type = v_anwtyp_c
e_internal_view = v_internal_view.
*-- Zeitmesspunkt Selektion Anfang
CALL FUNCTION 'RM_ZZ_TIME_AT_BEGIN'
EXPORTING
tmekey = '1001'
name = 'SELECTION'.
DATA: f1(12),
f2.
v_anwtyp_n = v_anwtyp_c.
CLEAR t_fob.
t_fob-objnr = i_koet-objnr.
APPEND t_fob.
CALL FUNCTION 'RM_FIMA_EVAL_SELECTION'
EXPORTING
i_date = i_expar-evaldate
i_anwtyp = v_anwtyp_n
i_sicht = v_internal_view
IMPORTING
e_sfgdt = t_sfgdt
TABLES
i_jbrfob = t_fob
CHANGING
c_bpid = f1
c_done = f2.
*-- Zeitmesspunkt Anreicherung Ende
CALL FUNCTION 'RM_ZZ_TIME_AT_END'
EXPORTING
tmekey = '1001'.
*-- Zeitmesspunkt Anreicherung Anfang
EXPORTING
tmekey = '1002'
name = 'ENRICHMENT'.
CALL FUNCTION 'RM_FG_EVAL_ENRICH'
EXPORTING
spara = spara
TABLES
i_meth = t_meth
CHANGING
m_sfgdt = t_sfgdt.
DATA: t_beweg_aux TYPE jbry_beweg,
t_mseg TYPE tv0_mseg_typ,
t_best TYPE tv0_best_typ,
t_beweg_imp TYPE tv0_beweg_tab,
t_fget_t TYPE jbry_fget,
t_gid TYPE jbry_int4.
DATA: wa_beweg_aux TYPE jbrs_beweg,
wa_fget_t TYPE LINE OF jbry_fget,
wa_gid TYPE LINE OF jbry_int4.

DATA: vl_ngidnr TYPE jbibeweg08-ngidnr.
LOOP AT t_sfgdt INTO wa_sfgdt.
READ TABLE t_sfgdt INTO wa_sfgdt INDEX 1.
t_fgdt = wa_sfgdt-fgdt.
t_fget_t = t_fgdt-fget_t.
READ TABLE t_fget_t INTO wa_fget_t INDEX 1.
t_gid = wa_fget_t-gid.
READ TABLE t_gid INTO wa_gid INDEX 1.
vl_ngidnr = wa_gid.
t_beweg_aux = wa_fget_t-beweg_t.
t_mseg = wa_fget_t-mseg.
t_best = wa_fget_t-best.
LOOP AT t_beweg_aux INTO wa_beweg_aux.
IF wa_beweg_aux-cashflow-dzfest LT i_expar-evaldate.
DELETE t_beweg_aux INDEX sy-tabix.
ENDIF.
ENDLOOP.
ENDLOOP.
break ct006399.
sort i_beweg by rkondgr bnwhr.
t_beweg_nxt[] = i_beweg[].
* Determinação de coeficiente para juros variáveis.
LOOP AT i_beweg WHERE cfknz = 1.
v_index = sy-tabix + 1.
DO.
READ TABLE t_beweg_nxt INTO wa_beweg_nxt INDEX v_index.

IF wa_beweg_nxt-cfknz = 1 or
sy-subrc IS NOT INITIAL.
exit.
ELSE.
v_index = v_index + 1.
ENDIF.
ENDDO.
IF sy-subrc = 0 AND
i_beweg-rkondgr = wa_beweg_nxt-rkondgr.
if i_beweg-bcwhr = 0.
i_beweg-bcwhr = wa_beweg_nxt-bnwhr - i_beweg-bnwhr.
IF i_beweg-bnwhr <> 0.
v_coef = i_beweg-bcwhr / i_beweg-bnwhr.
ELSE.
v_coef = 1.
ENDIF.
MODIFY i_beweg.
ENDIF.
ELSE.
if i_beweg-bcwhr = 0 AND
i_beweg-cfknz = 1.
i_beweg-bcwhr = i_beweg-bnwhr * v_coef.
MODIFY i_beweg.
endif.
ENDIF.
ENDLOOP.
sort i_beweg by rkondgr ncfnr.

* LOOP AT t_beweg_imp INTO wa_beweg_aux.
* MOVE-CORRESPONDING wa_beweg_aux-cashflow TO wa_beweg.
* wa_beweg-objnr = vl_objnr.
* APPEND wa_beweg TO e_t_beweg.
* ENDLOOP.
*-- Zeitmesspunkt Anreicherung Ende
CALL FUNCTION 'RM_ZZ_TIME_AT_END'
EXPORTING
tmekey = '1002'.
READ TABLE t_sfgdt INDEX 1 INTO wa_sfgdt.
CLEAR v_glpar.
t_fgdt = wa_sfgdt-fgdt.
MOVE-CORRESPONDING spara TO v_glpar.
REFRESH t_root.
APPEND 1 TO t_root.
*-- Zeitmesspunkt Bewertung Anfang
EXPORTING
tmekey = '1003'
name = 'VALUATION'.
*-- Detailprotokoll Anfang Geschäft
PERFORM prot_sfgdt_begin(saplrmpr) USING wa_sfgdt-abest-bpid.

PERFORM prot_sfgdt_head(saplrmpr) USING wa_sfgdt.
REFRESH t_meo.
CALL FUNCTION 'RM_MD_INITIALIZE_CACHE'
EXPORTING
datum = sy-datum
df_zins = '20080114'
cr_kurst_g = 'BRL'
cr_kurst_b = 'BRL'.
CALL FUNCTION 'RM_FIMA_BASIS'
EXPORTING
glpar = v_glpar
meth = t_meth[]
fgets = t_fgdt-fget_t
root = t_root
IMPORTING
meo = t_meo[]
status = v_status.
*<== Rotina Standard --------------------------------------------*
* Verifica se é uma transação de CDI, Swap ou termo de moeda se não

for fazer o cálculo
* standard
IF i_koet-gform = '001' OR
i_koet-gform = '041' OR
i_koet-gform = '051'.
* Se não tiver curva para o dia da valorização buscar do dia anterior
DATA: v_data_aux LIKE sy-datum.
wa_beweg[] = i_beweg[].
READ TABLE t_meo WITH KEY method = 300.
DESCRIBE TABLE i_beweg LINES vg_lines.
* Necessário para posterior utilização. Não toque!!!
CLEAR: tg_beweg[], tg_beweg.
LOOP AT i_beweg.
MOVE-CORRESPONDING i_beweg TO tg_beweg.
APPEND tg_beweg.
CLEAR tg_beweg.
ENDLOOP.
* Variáveis para Cálculos de Cenário.
DATA:
vl_bcurve TYPE numc4,
vl_bcurveb TYPE numc4,
h_reg TYPE jbrreg,
v_enpv2 LIKE enpv,
tl_messages TYPE TABLE OF vtvpvuemsg,
tl_detail TYPE TABLE OF vtvdprot,
h_jbd11 LIKE jbd11 OCCURS 0 WITH HEADER LINE,
h_jbd11_aux LIKE jbd11 OCCURS 0 WITH HEADER LINE,
h_ycurve TYPE TABLE OF vtvmdvin WITH HEADER LINE,
l_expar LIKE i_expar,
vl_cenario_flg TYPE flag,

vl_objnr_aux LIKE i_beweg-objnr.
**********************************************************************
**
* ********************************************************************
*
* * I N Í C I O D O C Á L C U L O D E E N P V *
*
* ********************************************************************
*
**********************************************************************
**
**********************************************************************
**
* LOOP AT I_BEWEG...
*
**********************************************************************
**
LOOP AT i_beweg." WHERE dfaell Ge i_expar-evaldate.
IF i_beweg-dfaell < i_expar-evaldate.
CONTINUE.
* ELSEIF i_beweg-dfaell = i_expar-evaldate.
* enpv = enpv + i_beweg-bnwhr.
* CONTINUE.
ENDIF.
vl_tabix = sy-tabix.
READ TABLE wa_beweg WITH KEY objnr = i_koet-objnr.

MOVE: wa_beweg-soffset TO e_eval-cdi_%,
wa_beweg-szsrefvz TO v_szsrefvz.
IF e_eval-cdi_% IS INITIAL.
e_eval-cdi_% = 1.
ELSE.
e_eval-cdi_% = e_eval-cdi_% / 100.
ENDIF.
* Verifica se existe Moeda montante nominal.
IF i_koet-snomwhr IS INITIAL.
e_messages-text = text-m01.
APPEND e_messages.
CLEAR: enpv, enpv2.
EXIT.
ENDIF.
SELECT SINGLE bcurve
bcurveb
FROM atrmo
INTO (v_bcurve, v_bcurveb)
WHERE rmbewreg EQ i_koet-rmbewreg.
CLEAR v_text.
PERFORM f_get_fwd_rate TABLES for_capfac
i_koet
USING v_bcurve
v_bcurveb
* i_koet-snomwhr "VSI03-
i_beweg-snwhr "VSI03+
i_expar-evaldate
i_beweg-dfaell
i_koet-objnr
i_koet-gform "VSI03+
CHANGING v_rc
v_text.
* IF v_rc <> 0.
IF NOT v_text IS INITIAL.
e_messages-text = v_text.
APPEND e_messages.
CLEAR: enpv, enpv2.
EXIT.
ELSE.
READ TABLE for_capfac INDEX 1.
ENDIF.
* PERFORM: f_calc_npv USING for_capfac "VSI- 27/10/11
PERFORM: f_calc_npv TABLES for_capfac "VSI+ 27/10/11
using i_beweg
CHANGING enpv.
* Atualiza o valor presente para posterior utilização

------------------
READ TABLE tg_beweg WITH KEY objnr = i_beweg-objnr
ncfnr = i_beweg-ncfnr.
IF sy-subrc = 0.
tg_beweg-bcwhr = vg_vf.
tg_beweg-bnwhr = vg_enpv.
tg_beweg-fatded = for_capfac-capfact.
write vg_meth to tg_beweg-abastage.
tg_beweg-nok = vg_nok.
MODIFY tg_beweg INDEX sy-tabix.
ENDIF.
* Guarda dados que serão utilizados na sub-rotina f_construir_log.
CLEAR eg_beweg.
eg_beweg = i_beweg.
eg_beweg-bcwhr = vg_vf.
* Constrói o log
PERFORM f_construir_log TABLES i_curr "VSI02+
USING
v_bcurve
v_bcurveb
i_mseg-kurstg
i_expar-methode
i_expar-evaldate
vl_tabix
enpv
i_expar-currency
i_curr-rate
i_koet-snomwhr "VSI02+
i_mseg-kurstb. "VSI03+
* PERFORM: f_conv_curr_cenario TABLES i_curr "VSI-

27/10/11
* USING i_koet-snomwhr "VSI-
27/10/11
* i_expar-currency "VSI-
27/10/11
* i_expar-scenario "VSI-
27/10/11
* CHANGING enpv. "VSI-

27/10/11
IF i_expar-methode = '100'. "VSI+

27/10/11
PERFORM: f_conv_curr_cenario TABLES i_curr "VSI-

27/10/11
USING i_koet-snomwhr "VSI-

27/10/11
i_expar-currency "VSI-
27/10/11
i_expar-scenario "VSI-
27/10/11
CHANGING enpv. "VSI-

27/10/11
ENDIF. "VSI-
27/10/11
* Se operação de swap calcular o valor do npv
* NPV = aplicação BRL + aplicação USD
*** IF i_koet-objnr+01(01) = 6. "VSI02-
*** IF v_sign EQ '+'. "VSI02-
*** LOOP AT t_meo-result_tab INTO wa_result WHERE amount LT

0.
*** PERFORM f_conv_curr TABLES i_curr

"VSI02-
*** USING wa_result-curr

"VSI02-
*** i_expar-currency
"VSI02-
*** CHANGING wa_result-amount.

"VSI02-
*** ADD wa_result-amount TO enpv.

"VSI02-
*** ENDLOOP.
"VSI02-
*** ELSE.
"VSI02-
*** enpv = enpv * ( - 1 ).

"VSI02-
*** LOOP AT t_meo-result_tab INTO wa_result WHERE amount GT

0.
*** PERFORM f_conv_curr TABLES i_curr

"VSI02-
*** USING wa_result-curr

"VSI02-
*** i_expar-currency
"VSI02-
*** CHANGING wa_result-amount.

"VSI02-
*** ADD wa_result-amount TO enpv.

"VSI02-
*** ENDLOOP.
"VSI02-
*** ENDIF.
"VSI02-
*** ENDIF.
"VSI02-
vl_objnr_aux = i_beweg-objnr.
ENDLOOP.
* Se operação de swap / termo de moeda calcular o valor do npv
IF i_koet-gform = '041' OR "VSI02+
i_koet-gform = '051'. "VSI02+

CLEAR : enpv, v_calc. "VSI02+
LOOP AT tg_beweg. "VSI02+
* PERFORM: f_conv_curr TABLES i_curr "VSI02+
* USING tg_beweg-snwhr "VSI02+
* i_expar-currency "VSI02+
* CHANGING tg_beweg-bnwhr. "VSI02+
CALL FUNCTION 'CONVERT_TO_LOCAL_CURRENCY' "VSI03+
EXPORTING "VSI03+
DATE = i_expar-evaldate "VSI03+
FOREIGN_AMOUNT = tg_beweg-bnwhr "VSI03+
FOREIGN_CURRENCY = tg_beweg-snwhr "VSI03+
LOCAL_CURRENCY = i_koet-snomwhr "VSI03+
TYPE_OF_RATE = i_mseg-kurstb "VSI03+
IMPORTING "VSI03+
LOCAL_AMOUNT = tg_beweg-bnwhr. "VSI03+
IF SY-SUBRC <> 0.
* message error
ENDIF.
enpv = enpv + tg_beweg-bnwhr. "VSI02+
v_calc = v_calc + tg_beweg-bnwhr. "VSI03+
ENDLOOP. "VSI02+
EXPORTING "VSI03+
DATE = i_expar-evaldate "VSI03+
FOREIGN_AMOUNT = v_calc "VSI03+
FOREIGN_CURRENCY = i_koet-snomwhr "VSI03+
LOCAL_CURRENCY = i_expar-currency "VSI03+

TYPE_OF_RATE = i_mseg-kurstb "VSI03+
IMPORTING "VSI03+
LOCAL_AMOUNT = v_calc. "VSI03+
IF SY-SUBRC = 0.
enpv = v_calc.
ENDIF.
ENDIF. "VSI02+
IF i_expar-methode = '120' AND
i_koet-gform = '001'.
SELECT SINGLE WYCCD RFHA
FROM i73gpa1
INTO (ST_BUKRS_DEAL-COMPANY_CODE,
ST_BUKRS_DEAL-DEAL_NUMBER)
WHERE objnr = i_koet-objnr.
APPEND st_bukrs_deal TO t_bukrs_deal.
CALL FUNCTION 'TPM_AD_SELECT_TRL_POSITIONS'
EXPORTING
* IM_FLG_SECURITIES =
* IM_FLG_LOANS =
* IM_FLG_OPTION_FUTURE =
IM_FLG_DEALS = 'X'
* IM_RNGCOMPANYCODES =
IM_RNGVALAREAS = r_rngvalareas
* IM_RNGPRODUCTTYPES =
* IM_RNGVALCLASSES =
* IM_RNG_FUND =
* IM_RNG_GRANT_NBR =
* IM_RNGSECURITYIDS =
* IM_RNGSECURITYACCOUNTS =
* IM_RNGACCOUNTGROUPS =
* IM_RNGPORTFOLIOS =
* IM_RNGTRADERS =
* IM_RNGLOANCONTRACTS =
* IM_RNGSECURITYPIDS =
* IM_RNGPOSITIONACCOUNTS =
IM_TAB_BUKRS_DEALNUMBER = T_BUKRS_DEAL
* IM_RNG_PRODUCT_CATS =
* IM_RNG_POSITION_CURR =
* IM_RNG_ACCOUNT_REF =
* IM_RNG_CHANGENAME =
* IM_RNG_CHANGEDATE =
* IM_RNG_TRANSACTION_CURR =
* IM_RNG_EXT_REF =
IM_KEY_DATE = i_expar-evaldate
IMPORTING
* EX_TAB_POSITION_GUID =
EX_TAB_DIF_POS_IDENT = T_DIF_POS_IDENT.
loop at t_dif_pos_ident INTO st_dif_pos_ident.
move st_dif_pos_ident-identified_oid to v_trans.
append v_trans to
id_transacoes.
endloop.
v_data2 = c_000.
*** CALL FUNCTION 'TPM_AD_ACCRUAL_DEFERRAL'
*** EXPORTING
*** IM_PROGR = 'X'
*** IM_KEYDAT = i_expar-evaldate
*** IM_INCLUD = 'X'

*** IM_ULTIMO = space
*** IM_TEST = 'X'
*** IM_FIDATE = v_data2
*** IM_RDATE = v_data2
*** IM_RFIDAT = v_data2
*** IM_DOCDAT = v_data2
*** IM_FIPER = '00'
*** IM_RDOC = v_data2
*** IM_RFIPER = '00'
*** IM_TAB_FLOWT = v_tab_flowt
*** IM_FLG_POST = space
*** IM_TAB_POSITIONS_GUID = id_transacoes
**** IM_TCODE =
*** IMPORTING
**** EX_FLG_ACCRUED =
*** EX_PROT_TAB_HEADER = t_ex_prot_tab_header.
**** EX_PROT_TAB_ITEM =
**** EX_TAB_PH_MESSAGE =
**** EX_TAB_ACCP =
**** EX_TAB_ACCR =
*** clear v_sum.
*** LOOP AT t_ex_prot_tab_header INTO st_ex_prot_tab_header.
*** v_sum = v_sum + st_ex_prot_tab_header-position_amt.
*** v_key_date = st_ex_prot_tab_header-key_date.
*** v_position_curr = st_ex_prot_tab_header-position_curr.
***
*** ENDLOOP.
CALL FUNCTION 'ZTPM_AD_ACCRUAL_DEFERRAL'
EXPORTING
im_keydat = i_expar-evaldate
im_includ = 'X'
im_ultimo = space
im_test = 'X'
im_tab_flowt = v_tab_flowt
im_tab_positions_guid = id_transacoes
IMPORTING
ex_tab_income = t_income
EXCEPTIONS
erro = 1
OTHERS = 2.
LOOP AT t_income INTO w_income.
v_sum = v_sum + w_income-position_amt.
v_key_date = w_income-key_date.
if w_income-position_curr IS NOT INITIAL.
v_position_curr = w_income-position_curr.
endif.
ENDLOOP.
if v_position_curr IS NOT INITIAL.
CALL FUNCTION 'CONVERT_TO_FOREIGN_CURRENCY'
EXPORTING
* CLIENT = SY-MANDT
DATE = V_KEY_DATE
FOREIGN_CURRENCY = i_expar-currency
LOCAL_AMOUNT = v_sum
LOCAL_CURRENCY = V_POSITION_CURR
* RATE = 0
TYPE_OF_RATE = i_mseg-kurstb
* READ_TCURR = 'X'
IMPORTING
* EXCHANGE_RATE =
FOREIGN_AMOUNT = v_foreign_amount.
* FOREIGN_FACTOR =
* LOCAL_FACTOR =
* EXCHANGE_RATEX =
* DERIVED_RATE_TYPE =
* FIXED_RATE =
* EXCEPTIONS
* NO_RATE_FOUND = 1
* OVERFLOW = 2
* NO_FACTORS_FOUND = 3
* NO_SPREAD_FOUND = 4
* DERIVED_2_TIMES = 5
* OTHERS = 6
IF SY-SUBRC = 0.
enpv = enpv - v_foreign_amount.
ENDIF.
endif.
ENDIF.
**********************************************************************
**
* ********************************************************************
*
* * F I M D O C Á L C U L O D E E N P V *
*
* ********************************************************************
*
**********************************************************************
**
ENDIF.
* Exporta os dados para a construção do Log.
CLEAR:
e_detail,
e_detail[].
e_detail[] = tg_detail[].
ENDFUNCTION.
*&--------------------------------------------------------------------
-*
*& Form f_get_in_param
*&--------------------------------------------------------------------
-*
* text
*---------------------------------------------------------------------
-*
* <->I_KOET text
* <->I_MSEG text
* <->I_BEWEG text
* -->EVALDATE text
* -->OBJNR text
* <--ACCRUAL text
* <--%_CDI text
*---------------------------------------------------------------------
-*
FORM f_get_in_param TABLES i_koet STRUCTURE jbikoet08
i_mseg STRUCTURE jbimseg08
i_beweg STRUCTURE jbibeweg08
USING evaldate
objnr
CHANGING accrual
%_cdi TYPE f.
READ TABLE i_beweg WITH KEY dberbis = evaldate.
accrual = i_beweg-bnwhr.
SELECT SINGLE ppayment
FROM vtbfinko
INTO %_cdi
WHERE bukrs EQ objnr+02(04)
AND rfha EQ objnr+06(13)
AND rfhazu EQ 2
AND skoart EQ 8021.
IF %_cdi IS INITIAL.
%_cdi = 1.
ELSE.
%_cdi = %_cdi / 100.
ENDIF.
ENDFORM. " f_get_in_param

*&--------------------------------------------------------------------
-*
*& Form f_get_fwd_rate
*&--------------------------------------------------------------------
-*
* text
*---------------------------------------------------------------------
-*
* <--FOR_RATES text
* -->SIGN text
* -->CURVETYPE text
* -->CURVETYPE_B text
* -->CURRENCY text
* -->VALUEDATE text
* -->GRIDDATE text
* <--RC text
*---------------------------------------------------------------------
-*
FORM f_get_fwd_rate TABLES for_capfac STRUCTURE zvtvmdvin
for_koet STRUCTURE JBIKOET08
USING bcurve
bcurveb
currency
valuedate
griddate
objnr
vgform "VSI03+
CHANGING rc
text TYPE t5nk9-message.
* Define Yield Curve data
CLEAR for_capfac.
REFRESH for_capfac. "ALT
for_capfac-curvetype = bcurve. "Yield Curve Type
for_capfac-currency = currency. "Currency of transaction
for_capfac-valuedate = valuedate. "Yield curve date
for_capfac-griddate = griddate.
for_capfac-objnr = objnr.
APPEND for_capfac.
* call function 'ZFORWARD_RATES' "Vitor -
CALL FUNCTION 'ZFCTP_FORWARD_RATES' "Vitor +
EXPORTING
valuedate = valuedate
IMPORTING
valuetext = text
e_nok = vg_nok
e_meth = vg_meth
TABLES
request = for_capfac
i_koet = for_koet
EXCEPTIONS
error_found = 1
OTHERS = 2.
IF NOT text IS INITIAL.
EXIT.
ENDIF.
rc = sy-subrc.
DATA: v_cf TYPE zvtvmdvin-capfact,
v_cf2 TYPE zvtvmdvin-capfact,
v_forma TYPE i73gpa1-WYFCJ.
v_cf = for_capfac-capfact.
IF bcurve NE bcurveb AND bcurveb NE space.
* Define Yield Curve data
CLEAR for_capfac.
REFRESH for_capfac. "ALT
for_capfac-curvetype = bcurveb. "Yield Curve Type
for_capfac-currency = currency. "Currency of transaction
for_capfac-valuedate = valuedate. "Yield curve date
for_capfac-griddate = griddate.
for_capfac-objnr = objnr.
APPEND for_capfac.
* call function 'ZFORWARD_RATES' "Vitor -
CALL FUNCTION 'ZFCTP_FORWARD_RATES' "Vitor +
EXPORTING
valuedate = valuedate
IMPORTING
valuetext = text
e_nok = vg_nok
e_meth = vg_meth
TABLES
request = for_capfac
EXCEPTIONS
error_found = 1
OTHERS = 2.
IF NOT text IS INITIAL.
EXIT.
ENDIF.
rc = sy-subrc.
v_cf2 = for_capfac-capfact.
SELECT SINGLE WYFCJ
FROM i73gpa1
INTO v_forma
WHERE objnr = objnr.
IF v_forma = '0' OR "VSI02+
( ( vgform = '041' OR "VSI03+
vgform = '051' ) AND "VSI03+
currency NE 'BRL' ). "VSI03+
v_cf = ( v_cf + v_cf2 ) - 1.
ELSE.
v_cf = ( v_cf * v_cf2 ).
ENDIF.
MOVE: v_cf TO for_capfac-capfact.
MODIFY for_capfac INDEX 1.
ENDIF.
ENDFORM. " f_get_fwd_rate
*&--------------------------------------------------------------------
-*
*& Form f_calc_npv
*&--------------------------------------------------------------------
-*
* text
*---------------------------------------------------------------------
-*
* -->FOR_CAPFAC text
* <--ENPV text
* <--EV text
*---------------------------------------------------------------------
-*
FORM f_calc_npv
* USING "VSI- 27/10/22
* for_capfac STRUCTURE zvtvmdvin "VSI- 27/10/22
TABLES "VSI+ 27/10/22
for_capfac STRUCTURE zvtvmdvin "VSI+ 27/10/22

USING
i_beweg TYPE jbibeweg08
vgform
"VSI03+
CHANGING
enpv.
DATA: cf LIKE for_capfac-capfact,
cf_% LIKE for_capfac-capfact,
vl_enpv_aux LIKE vg_enpv,
n LIKE for_capfac-griddays,
pc LIKE vtbfinko-ppayment.
DATA: BEGIN OF ev,
accrual TYPE f,
mtm_date TYPE tv_horizon,
n TYPE f,
cf TYPE f,
cdi TYPE f,
cdi_% TYPE f,
cf_% TYPE f,
fv TYPE f,
pv TYPE f,
END OF ev.
DATA: vl_14d(10) TYPE p DECIMALS 14.
ev-n = for_capfac-griddays.
ev-cf = for_capfac-capfact.
ev-mtm_date = for_capfac-valuedate.
DATA: fxexposure TYPE ais_fxexp.
FIELD-SYMBOLS:
<beweg> LIKE i_beweg.
ASSIGN i_beweg TO <beweg>.
**********************************************************************
**
* Faz o cálculo do valor futuro e valor presente

*
**********************************************************************
**
* IF NOT <beweg>-szsref IS INITIAL.
** Lógica 1
* IF <beweg>-pkond <> 0 AND <beweg>-soffset <> 0.
* IF NOT vg_meth IS INITIAL AND
* NOT vg_nok IS INITIAL.
* vg_vf =
* ( ( ( ( ( for_capfac-capfact ** ( 1 / vg_nok ) ) - 1 ) *
* ( <beweg>-soffset / 100 ) + 1 ) ** vg_nok ) *
* ( ( ( <beweg>-pkond / 100 ) + 1 ) ** ( vg_nok / vg_meth ) ) )
* * <beweg>-bcwhr.
*
* PERFORM f_update_beweg USING <beweg>.
** Calcula o valor presente.
* enpv = vg_vf / for_capfac-capfact.
* vg_enpv = enpv.
* vg_vp_aux = vg_vp_aux + enpv.
* enpv = vg_vp_aux.
* EXIT.
* ENDIF.
* ENDIF.
** Lógica 2
* IF <beweg>-pkond <> 0.
* IF NOT vg_meth IS INITIAL AND NOT vg_nok IS INITIAL.
** Busca a Forma de Cálculo
* DATA vl_WYFCJ TYPE i73gpa1-WYFCJ.
* SELECT SINGLE WYFCJ
* FROM i73gpa1
* INTO vl_WYFCJ
* WHERE objnr = <beweg>-objnr.
** IF vl_WYFCJ = '1'. "VSI02+
* If vl_WYFCJ = '0' OR "VSI03+
* ( ( vgform = '041' OR "VSI03+
* vgform = '051' ) AND "VSI03+

* <beweg>-scwhr NE 'BRL' ). "VSI03+
* vg_vf =
* ( ( ( ( <beweg>-pkond / 100 ) + 1 ) **
* ( vg_nok / vg_meth ) ) * ( for_capfac-capfact ) )
* * <beweg>-bcwhr.
* vg_enpv = enpv.
* enpv = vg_vp_aux.
* EXIT.
* ELSE.
* vg_vf =
* ( ( ( ( <beweg>-pkond / 100 ) * ( vg_nok / vg_meth ) + 1 )

+
* ( for_capfac-capfact ) ) - 1 ) * <beweg>-bnwhr.
* vg_enpv = enpv.
* enpv = vg_vp_aux.
* EXIT.
* ENDIF.
* ENDIF.
* ENDIF.
** Lógica 3
* IF <beweg>-pkond = 0 AND <beweg>-soffset <> 0.
* IF NOT vg_nok IS INITIAL.
* vg_vf =
* ( ( ( ( ( for_capfac-capfact ** ( 1 / vg_nok ) ) - 1 ) *
* ( <beweg>-soffset / 100 ) ) + 1 ) ** vg_nok )
* * <beweg>-bcwhr.
* vg_enpv = enpv.
* enpv = vg_vp_aux.
* EXIT.
* ENDIF.
* ENDIF.
** Lógica 4
* IF <beweg>-pkond = 0 AND <beweg>-soffset = 0.
* vg_vf = for_capfac-capfact * <beweg>-bcwhr.
* vg_enpv = enpv.
* enpv = vg_vp_aux.
* EXIT.
* ENDIF.
** Lógica 5
* IF <beweg>-szsref = 'CDI' OR <beweg>-szsref = cg_cdipre.
* IF NOT vg_meth IS INITIAL AND
* NOT vg_nok IS INITIAL AND
* <beweg>-pkond <> 0.
* vg_vf =
* ( ( ( ( ( ( for_capfac-capfact * ( ( ( <beweg>-pkond / 100 )
* + 1 ) ** ( vg_nok / vg_meth ) ) ) ** ( 1 / vg_nok ) ) - 1 ) *
* ( <beweg>-soffset / 100 ) ) + 1 ) ** vg_nok ) * <beweg>-bcwhr.

*
* vg_enpv = enpv.
* enpv = vg_vp_aux.
* EXIT.
* ENDIF.
* ENDIF.
* ELSE. " <beweg>-szsref igual a vazio
* Calcula o valor presente.
vg_vf = <beweg>-bcwhr.
* enpv = vg_vf / for_capfac-capfact. "VSI- 27/10/11
IF <beweg>-SZSREF = 'CDI' AND
( <beweg>-DBERVON > FOR_CAPFAC-VALUEDATE OR
<beweg>-DBERVON = ' ') AND
( <beweg>-CFKNZ = '0' OR
<beweg>-CFKNZ = '1' ) AND
for_capfac-capfact = 1.
enpv = 0.
for_capfac-capfact = 0.
MODIFY for_capfac INDEX 1.
ELSE.
enpv = vg_vf / for_capfac-capfact.
ENDIF.
vg_enpv = enpv.
vg_vp_aux = vg_vp_aux + enpv.
enpv = vg_vp_aux.
* ENDIF.
ENDFORM. " f_calc_npv
*&--------------------------------------------------------------------
-*
*& Form f_update_beweg
*&--------------------------------------------------------------------
-*
FORM f_update_beweg
USING
p_beweg TYPE jbibeweg08.
DATA:
el_beweg TYPE jbrdbbeweg,
vl_ridxrt TYPE jbrdbbeweg-ridxrt.
vl_ridxrt = p_beweg-objnr+2.
SELECT *
UP TO 1 ROWS
FROM jbrdbbeweg
INTO el_beweg
WHERE ridxrt = vl_ridxrt
AND ngidnr = p_beweg-ngidnr
AND ncfnr = p_beweg-ncfnr.
ENDSELECT.
IF sy-subrc = 0.
el_beweg-bcwhr = vg_vf.
UPDATE jbrdbbeweg FROM el_beweg.
ENDIF.
ENDFORM. "f_update_beweg
*&--------------------------------------------------------------------
-*
*& Form f_conv_curr
*&--------------------------------------------------------------------
-*
* text
*---------------------------------------------------------------------
-*
* -->I_CURR text
* -->FCURR text
* -->TCURR text
* <--ENPV text
*---------------------------------------------------------------------
-*
FORM f_conv_curr TABLES i_curr STRUCTURE vtvmdvcr
USING fcurr
tcurr
CHANGING enpv.
DATA: rate LIKE vtvmdvcr-rate.
CHECK NOT fcurr IS INITIAL.
IF fcurr NE tcurr.
READ TABLE i_curr WITH KEY fcurr = fcurr
tcurr = tcurr.
IF sy-subrc <> 0.
enpv = 0.
EXIT.
ENDIF.
IF i_curr-rate < 0.
rate = -1 / i_curr-rate.
ELSE.
rate = i_curr-rate.
ENDIF.
rate = rate * i_curr-tfact / i_curr-ffact.
enpv = enpv * rate.
ENDIF.
ENDFORM. " f_conv_curr
*&--------------------------------------------------------------------
-*
*& Form f_conv_curr
*&--------------------------------------------------------------------
-*
FORM f_conv_curr_cenario TABLES i_curr STRUCTURE vtvmdvcr
USING fcurr
tcurr
cenario
CHANGING enpv.
DATA: rate LIKE vtvmdvcr-rate.
CHECK NOT fcurr IS INITIAL.
IF fcurr NE tcurr.
READ TABLE i_curr WITH KEY fcurr = fcurr
tcurr = tcurr.
IF sy-subrc <> 0.
enpv = 0.
EXIT.
ENDIF.
IF i_curr-rate < 0.
rate = -1 / i_curr-rate.
ELSE.
rate = i_curr-rate.
ENDIF.
* Usa a taxa de câmbio do cenário, caso exista.
IF NOT cenario IS INITIAL.
DATA: wa TYPE vtvszcr.
SELECT SINGLE *
FROM vtvszcr
INTO wa
WHERE szenari = cenario
AND fcurr = tcurr
AND tcurr = fcurr.
IF sy-subrc = 0.
rate = wa-bukurs.
ENDIF.
ENDIF.
rate = rate * i_curr-tfact / i_curr-ffact.
enpv = enpv * rate.
ENDIF.
ENDFORM. "f_conv_curr_cenario
*&--------------------------------------------------------------------
-*
*& Form f_construir_log
*&--------------------------------------------------------------------
-*
* Constrói o log HTML para o OBJNR corrente
*---------------------------------------------------------------------
-*
FORM f_construir_log TABLES i_curr STRUCTURE vtvmdvcr "VSI02+
USING
p_curve
p_curveb
p_kurstg
p_methode
p_evaldate
p_tabix
p_enpv
p_currency
p_rate
p_curr_pos "VSI02+
vgform "VSI03+
v_type_of_rate. "VSI03+
*---------------------------------------------------------------------
-*
* Declarações Locais
*---------------------------------------------------------------------
-*
DATA:
BEGIN OF el_fluxo_caixa_fix, " Largura Total: 75 Caracteres
c1(10), " Data de
c2(10), " Data Até
c3(4), " Dias
c4(5), " DiasC
c5(8), " Tx.Juros
c6(15), " Nominal
c7(5), " Moeda
c8(15), " Mont.
c9(5), " Moeda
END OF el_fluxo_caixa_fix,
BEGIN OF el_curvjuros, " Largura Total: 78 Caracteres
c2(10), " Data (1)
c8(15), " Mont. (2)
c10(11), " Bônus par (3)
c11(11), " Cupom Zero (4)
c12(11), " Fat.Ded. (5)
c13(15), " VAL (6)
c9(5), " Moeda (7)
END OF el_curvjuros,
BEGIN OF el_val_atual, " Largura Total: 46 Caracteres
c13(15), " VAL
c14(5), " Moeda
c15(11), " T/C
c16(18), " ValAtual em moedEx
END OF el_val_atual,
vl_text TYPE text50,
vl_valor TYPE char15,
vl_valor_exp TYPE char20,
vl_14d(10) TYPE p DECIMALS 14,
vl_taxa TYPE tcurr-ukurs,
vl_val_total LIKE tg_beweg-bnwhr,
vl_val_total2 LIKE tg_beweg-bnwhr,
vl_cupomzero TYPE vtvpvuedatatypes-result,
vl_neg_posit TYPE char20,
vl_aux TYPE char50,
vl_data TYPE char10.
* I N Í C I O D A C O N S T R U Ç Ã O D O L O G
*
**********************************************************************
**
* Busca a Forma de Cálculo
DATA vl_WYFCJ TYPE i73gpa1-WYFCJ.
SELECT SINGLE WYFCJ
FROM i73gpa1
INTO vl_WYFCJ
WHERE objnr = eg_beweg-objnr.

* IF p_tabix = 1 . " vg_cabec_log_flg IS INITIAL.
IF vg_log_flg IS INITIAL.
vg_log_flg = 'X'.
*---------------------------------------------------------------------
-*
* Dds. Mercado
*---------------------------------------------------------------------
-*
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
tg_detail-objnr = eg_beweg-objnr.
tg_detail-type = con_empty.
APPEND tg_detail.
* Linha azul
-----------------------------------------------------------
CLEAR tg_detail.
tg_detail-type = con_new.
APPEND tg_detail.
CLEAR tg_detail.
tg_detail-type = con_text.
tg_detail-text = 'Dds. Mercado'(001).
APPEND tg_detail.
*---------------------------------------------------------------------
-*
* Tps. Curva Juros
*---------------------------------------------------------------------
-*
CLEAR tg_detail.
tg_detail-type = con_heading.
tg_detail-text = 'Tps. Curva Juros'(002).
APPEND tg_detail.
* Curva 1
--------------------------------------------------------------
* Busca a descrição da curva
CLEAR jbd1t.
SELECT SINGLE xzkart
FROM jbd1t
INTO jbd1t-xzkart
WHERE spras = sy-langu
AND szkart = p_curve.
CLEAR tg_detail.
tg_detail-type = con_list.
CONCATENATE 'Proc'(003) p_curve jbd1t-xzkart
INTO tg_detail-text SEPARATED BY ''.
APPEND tg_detail.
* Curva 2
--------------------------------------------------------------
IF NOT p_curveb IS INITIAL.
* Busca a descrição da curva
CLEAR jbd1t.
SELECT SINGLE xzkart
FROM jbd1t
INTO jbd1t-xzkart
AND szkart = p_curve.
CLEAR tg_detail.
CONCATENATE 'PrçVd'(004) p_curveb jbd1t-xzkart
APPEND tg_detail.
ENDIF.
*---------------------------------------------------------------------
-*
* Taxas de Câmbio
*---------------------------------------------------------------------
-*
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
APPEND tg_detail.
CLEAR tg_detail.
tg_detail-text = 'Taxas de Câmbio'(029).
APPEND tg_detail.
* Busca a descrição da taxa
CLEAR tcurw.
SELECT SINGLE curvw
FROM tcurw
INTO tcurw-curvw
AND kurst = p_kurstg.
* Taxa 1
--------------------------------------------------------------
CLEAR tg_detail.
CONCATENATE 'Proc'(003) p_kurstg tcurw-curvw
APPEND tg_detail.
* Taxa 2
--------------------------------------------------------------
CLEAR tg_detail.
CONCATENATE 'PrçVd'(004) p_kurstg tcurw-curvw
APPEND tg_detail.
* ENDIF.
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
APPEND tg_detail.
* Linha azul
-----------------------------------------------------------
CLEAR tg_detail.
tg_detail-type = con_new.
APPEND tg_detail.
*---------------------------------------------------------------------
-*
* Avaliação
*---------------------------------------------------------------------
-*
CLEAR tg_detail.
tg_detail-text = 'Avaliação'(005).
APPEND tg_detail.
CLEAR tg_detail.
tg_detail-text = 'MétCálc DatCond Cenário'(006).

APPEND tg_detail.
IF p_methode = '100'.
vl_text = 'Valor atual líquido'(007).
ELSEIF p_methode = '120'.
vl_text = 'Preço efetivo'(008).
ENDIF.
WRITE p_evaldate TO vl_data.
CLEAR tg_detail.
CONCATENATE p_methode vl_text vl_data
APPEND tg_detail.
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
APPEND tg_detail.
*---------------------------------------------------------------------
-*
* Flxs.caix.fix.:
*---------------------------------------------------------------------
-*
CLEAR tg_detail.
tg_detail-text = 'Flxs.caix.fix.:'(009).
APPEND tg_detail.
*=====================================================================
=*
* Início da Construção da Primeira tabela do Log
*=====================================================================
=*
CLEAR el_fluxo_caixa_fix.
el_fluxo_caixa_fix-c1 = 'Data de'(010). " Data de
el_fluxo_caixa_fix-c2 = 'Data Até'(011). " Data Até
el_fluxo_caixa_fix-c3 = 'Dias'(012). " Dias
el_fluxo_caixa_fix-c4 = 'DiasC'(013). " DiasC
el_fluxo_caixa_fix-c5 = 'Tx.Juros'(014). " Tx.Juros
el_fluxo_caixa_fix-c6 = 'Nominal'(015). " Nominal
el_fluxo_caixa_fix-c7 = 'Moeda'(016). " Moeda
el_fluxo_caixa_fix-c8 = 'Mont.'(017). " Mont.
el_fluxo_caixa_fix-c9 = 'Moeda'(016). " Moeda
* Prepara as Colunas da tabela

-----------------------------------------
CLEAR tg_detail.
tg_detail-type = con_cols.
tg_detail-width = 75.
tg_detail-keywidth = 20.
tg_detail-border = 'X'.
CALL FUNCTION 'RM_PROT_GEN_STRING'

EXPORTING
i_ref = el_fluxo_caixa_fix
CHANGING
c_text = tg_detail-text.
APPEND tg_detail.
* Títulos das Colunas (Cabeçalho)

--------------------------------------
CLEAR tg_detail.
WRITE el_fluxo_caixa_fix TO tg_detail-text.
APPEND tg_detail.
ENDIF. " Até aqui só escreve uma vez...
*---------------------------------------------------------------------
--
* Registros da tabela
*---------------------------------------------------------------------
--
CLEAR el_fluxo_caixa_fix.
el_fluxo_caixa_fix-c1 = vl_data. " Data de
WRITE eg_beweg-dfaell TO vl_data.

el_fluxo_caixa_fix-c2 = vl_data. " Data Até
MOVE vg_nok TO vl_valor.
SHIFT vl_valor LEFT DELETING LEADING '0'.
el_fluxo_caixa_fix-c3 = vl_valor. " Dias
* el_fluxo_caixa_fix-c4 = vl_valor. " DiasC
WRITE eg_beweg-pkond TO vl_valor.
el_fluxo_caixa_fix-c5 = vl_valor. " Tx.Juros
WRITE eg_beweg-bnwhr TO vl_valor.
el_fluxo_caixa_fix-c6 = vl_valor. " Nominal
el_fluxo_caixa_fix-c7 = eg_beweg-snwhr. " Moeda
WRITE eg_beweg-bcwhr TO vl_valor.
el_fluxo_caixa_fix-c8 = vl_valor. " Mont.
el_fluxo_caixa_fix-c9 = eg_beweg-scwhr. " Moeda
CLEAR tg_detail.
WRITE el_fluxo_caixa_fix TO tg_detail-text.
APPEND tg_detail.
*=====================================================================
=*
* Fim da Construção da Primeira tabela do Log

*=====================================================================
=*
*=====================================================================
=*
* END-OF-PAGE
*=====================================================================
=*
IF p_tabix = vg_lines. " END-OF-PAGE
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
APPEND tg_detail.
LOOP AT tg_beweg.
IF sy-tabix = 1.
* Cálc.valor atual: Cashflows ...

----------------------------------
CLEAR tg_detail.
IF tg_beweg-bcwhr < 0.
vl_neg_posit = 'negativ.'.
ELSE.
vl_neg_posit = 'positiv.'.
ENDIF.
CONCATENATE
'Cálc.valor atual: Cashflows'(018)
vl_neg_posit
tg_beweg-scwhr " Moeda
APPEND tg_detail.
* CurvJuros: ...
-------------------------------------------------------
CLEAR tg_detail.
IF NOT p_curveb IS INITIAL.
CONCATENATE p_curve '/' p_curveb INTO vl_neg_posit.
ELSE.
vl_neg_posit = p_curve.
ENDIF.
CONCATENATE
'CurvJuros:'(019)
vl_neg_posit " Curva
tg_beweg-scwhr " Moeda
vl_data

APPEND tg_detail.
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
APPEND tg_detail.
*=====================================================================
=*
* Início da Construção da Segunda tabela do Log
*=====================================================================
=*
CLEAR el_curvjuros.
el_curvjuros-c2 = 'Data'. " Data (1)
el_curvjuros-c8 = 'Mont.'(017). " Mont. (2)
el_curvjuros-c10 = 'Bônus par'(022). " Bônus par (3)
el_curvjuros-c11 = 'Cupom Zero'(023). " Cupom Zero (4)
el_curvjuros-c12 = 'Fat.Ded.'(024). " Fat.Ded. (5)
el_curvjuros-c13 = 'VAL'(025). " VAL (6)
el_curvjuros-c9 = 'Moeda'(016). " Moeda (7)
* Prepara as Colunas da segunda tabela

---------------------------------
CLEAR tg_detail.
EXPORTING
i_ref = el_curvjuros
CHANGING
APPEND tg_detail.
* Cabeçalho da segunda tabela

------------------------------------------
CLEAR tg_detail.
* tg_detail-keywidth = 10.
WRITE el_curvjuros TO tg_detail-text.
APPEND tg_detail.
ENDIF.
*---------------------------------------------------------------------
--
*---------------------------------------------------------------------
--
CLEAR el_curvjuros.
WRITE tg_beweg-dfaell TO vl_data.
el_curvjuros-c2 = vl_data. " Data (1)
*
WRITE tg_beweg-bcwhr TO vl_valor.
el_curvjuros-c8 = vl_valor. " Mont.

(2)
* Bônus par e Cupom Zero

-----------------------------------------------
IF NOT tg_beweg-nok IS INITIAL.
IF vl_WYFCJ = '0' OR
"VSI02+
( ( vgform = '041' OR
"VSI03+
vgform = '051' ) AND

"VSI03+
tg_beweg-scwhr NE 'BRL' ).
"VSI03+
vl_14d =
( ( tg_beweg-fatded - 1 ) * ( vg_meth / tg_beweg-nok ) ) *

100.
ELSEIF vl_WYFCJ = '1'. "VSI02+
vl_14d =
( ( tg_beweg-fatded ** ( tg_beweg-abastage / tg_beweg-nok ) )

- 1 ) * 100.
ENDIF.
ELSE.
vl_14d = 0.
ENDIF.
WRITE vl_14d TO vl_valor_exp.
CONDENSE vl_valor_exp NO-GAPS.
el_curvjuros-c10 = vl_valor_exp. " Bônus par (3)
el_curvjuros-c11 = vl_valor_exp. " Cupom Zero (4)
IF NOT tg_beweg-fatded IS INITIAL.

tg_beweg-fatded = 1 / tg_beweg-fatded. " for_capfac-capfact.
ELSE.
tg_beweg-fatded = 0.
ENDIF.
WRITE tg_beweg-fatded TO vl_valor_exp.
CONDENSE vl_valor_exp NO-GAPS.
el_curvjuros-c12 = vl_valor_exp. " Fat.Ded. (5)
WRITE tg_beweg-bnwhr TO vl_valor.
el_curvjuros-c13 = vl_valor. " VAL (6 )
*** PERFORM: f_conv_curr TABLES i_curr

"VSI02+
*** USING tg_beweg-scwhr

"VSI02+
*** p_curr_pos
"VSI02+
*** CHANGING tg_beweg-bnwhr.

"VSI02+
EXPORTING "VSI02+
DATE = p_evaldate "VSI02+
FOREIGN_AMOUNT = tg_beweg-bnwhr "VSI02+
FOREIGN_CURRENCY = tg_beweg-scwhr "VSI02+
LOCAL_CURRENCY = p_curr_pos "VSI02+
TYPE_OF_RATE = v_type_of_rate "VSI02+
IMPORTING
LOCAL_AMOUNT = tg_beweg-bnwhr. "VSI02+
IF SY-SUBRC <> 0.
message 'Erro 0002 ' TYPE 'E'.

ENDIF.
vl_val_total = vl_val_total + tg_beweg-bnwhr.
el_curvjuros-c9 = tg_beweg-scwhr. " Moeda

(6)
CLEAR tg_detail.
WRITE el_curvjuros TO tg_detail-text.
APPEND tg_detail.
*=====================================================================
=*
* Fim da Construção da Segunda tabela do Log
*=====================================================================
=*
AT LAST.
DO 2 TIMES.
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
APPEND tg_detail.
IF sy-index = 2.
CLEAR tg_detail.
tg_detail-text =
'Val.atual líquido total em moeda aval.'(028).
APPEND tg_detail.
ENDIF.
*=====================================================================
=*
* Início da Construção da Terceira e Quarta Tabelas tabela do Log
*=====================================================================
=*
CLEAR el_val_atual.
el_val_atual-c13 = 'VAL'(025).
el_val_atual-c14 = 'Moeda'(016).
el_val_atual-c15 = 'T/C'(026).
el_val_atual-c16 = 'ValAtual em moedEx'(027).
* Prepara as Colunas da segunda tabela

---------------------------------
CLEAR tg_detail.
EXPORTING
i_ref = el_val_atual
CHANGING
APPEND tg_detail.
* Cabeçalho da segunda tabela

------------------------------------------
CLEAR tg_detail.
WRITE el_val_atual TO tg_detail-text.
APPEND tg_detail.
*---------------------------------------------------------------------
--
*---------------------------------------------------------------------
--
CLEAR el_val_atual.
WRITE vl_val_total TO vl_valor.
el_val_atual-c13 = vl_valor.
el_val_atual-c14 = p_curr_pos. "VSI02+
* Obtêm a Taxa de Câmbio

-----------------------------------------------
EXPORTING "VSI02+
* CLIENT = SY-MANDT
DATE = p_evaldate "VSI02+
FOREIGN_AMOUNT = vl_val_total "VSI02+
FOREIGN_CURRENCY = p_curr_pos "VSI02+
LOCAL_CURRENCY = p_currency "VSI02+

* RATE = 0
TYPE_OF_RATE = v_type_of_rate "VSI02+
* READ_TCURR = 'X'
IMPORTING
EXCHANGE_RATE = vl_taxa "VSI02+
* FOREIGN_FACTOR =
LOCAL_AMOUNT = vl_val_total2. "VSI02+
* LOCAL_FACTOR =
* EXCHANGE_RATEX =
* FIXED_RATE =
* DERIVED_RATE_TYPE =
* EXCEPTIONS
* NO_RATE_FOUND = 1
* OVERFLOW = 2
* NO_FACTORS_FOUND = 3
* NO_SPREAD_FOUND = 4
* DERIVED_2_TIMES = 5
* OTHERS = 6
IF SY-SUBRC <> 0.
message 'erro 001 ' TYPE 'E'.
STOP.
ENDIF.
*** PERFORM f_get_taxa

"VSI02-
*** USING
"VSI02-
*** 'B' " Categoria de taxa de câmbio

"VSI02-
*** eg_beweg-scwhr " Moeda de procedência

"VSI02-
*** p_currency " Moeda de destino
"VSI02-
*** p_evaldate " Data a partir da qual o câmbio é

válido
*** CHANGING
"VSI02-
*** vl_taxa.
"VSI02-
WRITE vl_taxa TO el_val_atual-c15.
*** vl_val_total2 = vl_taxa * vl_val_total.

"VSI02-
WRITE vl_val_total2 TO vl_valor.
el_val_atual-c16 = vl_valor.
CLEAR tg_detail.
tg_detail-type = con_sum.
WRITE el_val_atual TO tg_detail-text.
APPEND tg_detail.
*=====================================================================
=*
* Fim da Construção da Terceira e Quarta tabelas do Log
*=====================================================================
=*
ENDDO.
ENDAT.
ENDLOOP.
* Linha vazia
----------------------------------------------------------
CLEAR tg_detail.
APPEND tg_detail.
ENDIF.
ENDFORM. "f_construir_log
****&-----------------------------------------------------------------
----*
****& Form f_get_taxa
****&-----------------------------------------------------------------
----*
***FORM f_get_taxa "VSI02-
*** USING
*** p_1 " Categoria de taxa de câmbio
*** p_2 " Moeda de procedência
*** p_3 " Moeda de destino
*** p_4 " Data a partir da qual o câmbio é válido
*** CHANGING
*** p_taxa.
***
*** DATA vl_gdatu TYPE tcurr-gdatu.
*** DATA vl_data TYPE char10.
***
*** IF p_2 = p_3.

*** p_taxa = '1.0000000'.
*** ELSE.
***
*** WRITE p_4 TO vl_data.
***
*** CALL FUNCTION 'CONVERSION_EXIT_INVDT_INPUT'
*** EXPORTING
*** input = vl_data
*** IMPORTING
*** output = vl_gdatu.
***
*** SELECT SINGLE ukurs
*** INTO tcurr-ukurs
*** FROM tcurr
*** WHERE kurst = p_1
*** AND fcurr = p_2
*** AND tcurr = p_3
*** AND gdatu = vl_gdatu.
*** IF sy-subrc = 0.
*** p_taxa = tcurr-ukurs.
*** ENDIF.
***
*** ENDIF.
***
***ENDFORM. "f_get_taxa "VSI02-
Função FOWARD_RATES (Esta função está contida em Função Z_BARWERT_BEWERTUNG)

Texto Fonte:
FUNCTION zfctp_forward_rates.
*"----------------------------------------------------------------------
*" IMPORTING
*" REFERENCE(VALUEDATE) LIKE VTVMDVIN-VALUEDATE
*" EXPORTING
*" REFERENCE(VALUETEXT) TYPE T5NK9-MESSAGE
*" REFERENCE(E_NOK) TYPE TB_LFZEIT
*" REFERENCE(E_METH) TYPE CHAR3
*" TABLES
*" REQUEST STRUCTURE ZTBCTP_VTVMDVIN
*" EXCEPTIONS
*" ERROR_FOUND
*"----------------------------------------------------------------------
* Global data declarations

DATA: curve_def LIKE jbd14 OCCURS 0 WITH HEADER LINE,
curve_data LIKE jbd11 OCCURS 0 WITH HEADER LINE,
long_rate LIKE jbd11,
short_rate LIKE jbd11,
term_days LIKE jbd11-ntage.
* t_jbd14 LIKE jbd14 OCCURS 0 WITH HEADER LINE, "VSI03+
* t_jbd15 LIKE jbd15 OCCURS 0 WITH HEADER LINE. "VSI03+
DATA: vl_taxa TYPE jbifr.
* ordne Anforderungen, die sich auf die gleiche Zinskurve
* beziehen, untereinander an
SORT request BY curvetype currency valuedate.
LOOP AT request.
IF ( request-curvetype NE curve_def-szkart )
OR ( request-currency NE curve_def-wwaer ) .
* neue Kurve, hole die Daten
CALL FUNCTION 'ISB_JBD11_GET'
EXPORTING
konddatum = valuedate
kurvenart = request-curvetype
waehrung = request-currency
zurueck_suchen = 1
IMPORTING
e_jbd14 = curve_def
TABLES
e_jbd11 = curve_data
EXCEPTIONS
not_found =1
OTHERS = 2.
IF sy-subrc <> 0.
valuetext = text-m02.
EXIT.
ENDIF.
ENDIF.
* Begin - Custom Interpolation
DATA: v_stgmeth LIKE vtbbewe-stgmeth,
nok LIKE request-griddays.
CALL FUNCTION 'FIMA_INTEREST_METHOD_CONVERT'
EXPORTING
i_szbmeth = curve_def-szbmeth
IMPORTING
e_stgmeth = v_stgmeth.
* Calculate the work days between valuation date and date end
* transaction using calendar CF
CALL FUNCTION 'FIMA_DAYS_BETWEEN_TWO_DATES'
EXPORTING
i_datum_von = request-valuedate
i_datum_bis = request-griddate
i_kz_ult_bis = 'X'
i_stgmeth = v_stgmeth
i_szbmeth = curve_def-szbmeth
i_skalid = curve_def-skalid
IMPORTING
e_tage = nok.
e_nok = nok.
DATA:
* Resulting Capitalization Factor
cf LIKE request-capfact,
* Number of Days (fr -> From; to -> To)
nfr LIKE curve_data-ntage,
nto LIKE curve_data-ntage,
* Capitalization Factors (fr -> From; to -> To)
ffr LIKE request-capfact,
fto LIKE request-capfact,
tax_ext LIKE curve_data-ifr,
* Table Index
v_tabix LIKE sy-tabix,
v_meth TYPE char3,

v_WYFCJ TYPE TFMSINTCALC,
v_nok TYPE tb_lfzeit,
v_subrc TYPE sy-subrc.
CLEAR: cf,
nfr,
nto,
ffr,
fto,
v_tabix,
v_meth,
v_WYFCJ,
v_nok.
IF curve_def-szbmeth = '2'.
v_meth = '360'.
ELSEIF curve_def-szbmeth = '3'.
v_meth = '365'.
ELSE.
v_meth = '252'.
ENDIF.
e_meth = v_meth.
SELECT SINGLE WYFCJ
FROM i73gpa1
INTO v_WYFCJ
WHERE objnr = request-objnr.
""break br3ros.
READ TABLE I_KOET INDEX 1. "VSI03+
IF curve_def-szbmeth = 'A' AND nok LE 504.
* v_nok = nok + 1.
v_nok = nok.
LOOP AT curve_data WHERE ntage >= v_nok.
v_tabix = sy-tabix.
EXIT.
ENDLOOP.
v_subrc = sy-subrc.
IF sy-subrc <> 0.
* Erro. Não existe vértice para a data de vencimento.
EXIT.
ENDIF.
ELSE.
LOOP AT curve_data WHERE ntage >= nok.
v_tabix = sy-tabix.
EXIT.
ENDLOOP.
v_subrc = sy-subrc.
ENDIF.
DATA:
vl_extrapolacao_flg TYPE flag.
IF v_subrc <> 0.
IF ( nok > 2514 AND v_meth = 252 ) OR
( nok > 3652 AND v_meth = 360 ) OR
( nok > 3652 AND v_meth = 365 ).
vl_extrapolacao_flg = 'X'.
ENDIF.
IF vl_extrapolacao_flg IS INITIAL.
* Erro. Não existe vértice para a data de vencimento.
EXIT.
ENDIF.
ELSE.
CLEAR vl_extrapolacao_flg. " Fazer interpolação
ENDIF.
* break br3ros.
vl_taxa = curve_data-ifr.
EXPORT vl_taxa TO MEMORY ID 'TAXA'.
IF vl_extrapolacao_flg = 'X'. " Faz a extrapolação
DESCRIBE TABLE curve_data LINES v_tabix.
IF v_tabix LT 2.
* Erro na extrapolação - curva para a data de valorização não encontrada
EXIT.
ENDIF.
IF curve_def-szbmeth = 'A'.
READ TABLE curve_data INDEX v_tabix.
IF curve_data-ntage GT '504'.
nto = curve_data-ntage.
fto = ( 1 + ( curve_data-ifr / 100 ) ) ** ( nto / v_meth ).
v_tabix = v_tabix - 1.
IF v_tabix LT 1.
v_tabix = 1.
ENDIF.
nfr = curve_data-ntage.
ffr = ( 1 + ( curve_data-ifr / 100 ) ) ** ( nfr / v_meth ).
tax_ext = ( ( ( ( fto / ffr ) ** ( v_meth / ( nto - nfr ) ) )
- 1 ) * 100 ).
cf = ( ( tax_ext / 100 ) + 1 ) ** ( nok / v_meth ).
ELSE.
* nto = curve_data-ntage - 1.
IF v_tabix LT 1.
v_tabix = 1.
ENDIF.
* nfr = curve_data-ntage - 1.
tax_ext = ( ( ( ( fto / ffr ) ** ( v_meth / ( nto - nfr ) ) )
- 1 ) * 100 ).
ENDIF.
ELSEIF v_WYFCJ = 0 OR "VSI02+
( ( i_koet-gform = '041' OR "VSI03+
i_koet-gform = '051' ) AND "VSI03+
request-currency NE 'BRL' ). "VSI03+
fto = ( ( curve_data-ifr / 100 ) * ( nto / v_meth ) + 1 ).
IF v_tabix LT 1.
v_tabix = 1.
ENDIF.
ffr = ( ( curve_data-ifr / 100 ) * ( nfr / v_meth ) + 1 ).
tax_ext = ( ( ( ( ( fto - 1 ) - ( ffr - 1 ) ) / ( nto - nfr ) )
* v_meth ) * 100 ).
cf = ( ( tax_ext / 100 ) * ( nok / v_meth ) ) + 1.
ELSEIF v_WYFCJ = 1. "VSI02+
IF v_tabix LT 1.
v_tabix = 1.
ENDIF.
tax_ext = ( ( ( ( fto / ffr ) ** ( v_meth / ( nto - nfr ) ) ) -
1 ) * 100 ).
ENDIF.
request-griddays = nok.
request-capfact = cf.
MODIFY request.
ELSE.
* fazer "interpolacao".
"break-point.
IF curve_data-ntage <= 505.
* nto = curve_data-ntage - 1.
ELSE.
ENDIF.
ELSEIF v_WYFCJ = 0 OR "VSI02+
fto = ( ( curve_data-ifr / 100 ) * ( nto / v_meth ) + 1 ).
ENDIF.
* Penultimo dia
IF nok = 1.
cf = fto.
ELSE.
if nok = 0.
cf = 1.
else.
* teste rodrigo
if v_tabix = 0.
v_tabix = 1.
endif.
IF sy-subrc EQ 0.
IF curve_data-ntage = v_nok.
cf = ( ( ( curve_data-ifr / 100 ) + 1 ) ** ( nok /
v_meth ) ).
ELSE.
* nfr = curve_data-ntage - 1.
ffr = ( 1 + ( curve_data-ifr / 100 ) ) ** ( nfr / v_meth )
cf = ffr * ( fto / ffr ) ** ( ( nok - nfr ) / ( nto - nfr
) ).
ENDIF.
MODIFY request.
CONTINUE.
ELSE.
IF curve_data-ntage = nok.
IF v_WYFCJ = 0 OR "VSI02+
cf = 1 / ( ( curve_data-ifr / 100 ) * ( nok / v_meth ) +
1 ).
ELSE.
cf = ( ( ( curve_data-ifr / 100 ) + 1 ) ** ( nok /
v_meth ) ).
ENDIF.
MODIFY request.
CONTINUE.
ENDIF.
ENDIF.
ENDIF.
IF sy-subrc EQ 0.
IF v_WYFCJ = 0 OR "VSI02+

ffr = ( ( curve_data-ifr / 100 ) * ( nfr / v_meth ) + 1 ).
cf = ( ( ffr - 1 ) + ( ( ( ( fto - 1 ) - ( ffr - 1 ) ) / (
nto - nfr ) ) * ( nok - nfr ) ) ) + 1.
cf = ffr * ( fto / ffr ) ** ( ( nok - nfr ) / ( nto - nfr )
).
ELSE.
* Erro na interpolação - curva para a data de valorização não encontrada
EXIT.
ENDIF.
ENDIF.
endif.
ENDIF.
MODIFY request.
* End - Custom Interpolation

ENDIF.
ENDLOOP.
ENDFUNCTION.---------------------------------------------------------------------------------------------------------
---------------------
Criar tabelas abaixo.
ZTBCTP_VTVMDVIN .:. Atribuir a FORWARD RATES

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Atribuir as funções abaixo da seguinte forma:

Repetir em todas as regras de avaliação.

*" VALUE(I_EXPAR) LIKE VTVEXFM STRUCTURE VTVEXFM

*" I_KOET STRUCTURE JBIKOET08

*" I_OPTI STRUCTURE JBIOPTI08

*" I_BEWEG STRUCTURE JBIBEWEG08

*" I_FML STRUCTURE JBIFML08

*" I_HIER STRUCTURE JBIHIER08

*" I_MSEG STRUCTURE JBIMSEG08

*" E_YC STRUCTURE VTVMDSIN

*" E_CR STRUCTURE VTVMDSCR

*" E_WP STRUCTURE VTVMDSWP

*" E_IX STRUCTURE VTVMDSIX

*" E_VO STRUCTURE VTVMDSVO

*" E_RF STRUCTURE VTVMDSRF

*" E_MESSAGES STRUCTURE VTVPVUEMSG

READ TABLE i_koet WITH KEY ngidnr = 1.

READ TABLE i_mseg WITH KEY ngidnr = 1.

READ TABLE i_beweg WITH KEY ngidnr = 1 ncfnr = 1.

* O código abaixo foi inserido:

<beweg> TYPE jbibeweg08.

l_nrobj TYPE J_OBJNR,

l_bukrs TYPE vtbfha-bukrs,

l_rfha TYPE vtbfha-rfha,

l_rfhazunr TYPE vtbfha-rfhazunr,

l_rfhazul TYPE vtbfha-rfhazul,

l_sformref TYPE vtbfinko-sformref,

l_rkondgr TYPE vtbfinko-rkondgr,

l_rkond TYPE vtbfinko-rkond,

l_dguel_kp TYPE vtbfinko-dguel_kp,

l_pkond TYPE vtbafinko-pkond,

l_wyref TYPE i73gpa1-wyref.

* Busca algumas informações necessárias para o negócio.

LOOP AT i_beweg ASSIGNING <beweg>.

CLEAR: l_pkond, l_wyref.

WHERE objnr = l_nrobj.

WHERE bukrs = l_bukrs AND

rfha = l_rfha AND

rfhazu = l_rfhazul AND

RKONDGR = i_BEWEG-rkondgr AND "VSI03+

sbktyp = '20' ) AND

dguel_kp <= i_expar-evaldate.

WHERE bukrs = l_bukrs AND

rfha = l_rfha AND

rfhazu = l_rfhazul AND

rkondgr = l_rkondgr AND

rkond = l_rkond AND

dguel_kp = l_dguel_kp AND

sformref = l_sformref AND

* SELECT SINGLE "VSI03-

* INTO l_wyref "VSI03-

* FROM i73gpa1 "VSI03-

* WHERE objnr = l_nrobj. "VSI03-

* if sy-subrc IS NOT INITIAL. "VSI03-

* clear l_wyref. "VSI03-

LOOP AT i_beweg WHERE snwhr NE space.

DELETE ADJACENT DUPLICATES FROM e_yc.

** LOOP AT i_beweg WHERE snwhr NE i_expar-currency

** AND snwhr NE space.

** DELETE ADJACENT DUPLICATES FROM e_cr.

*" VALUE(I_EXPAR) LIKE VTVEXFM STRUCTURE VTVEXFM

*" VALUE(ENPV) LIKE VTVPVUEDATATYPES-RESULT

*" VALUE(E_CURRENCY) LIKE TCURC-WAERS

*" I_KOET STRUCTURE JBIKOET08

* Variáveis *