Mode:
Duration:
1
Coding works best on desktop or with an external keyboard.
Coding works best on desktop or with an external keyboard.
Build a simple zero-coupon yield curve from bond prices.
DATA: maturities TYPE STANDARD TABLE OF i WITH DEFAULT KEY VALUE #(1 2 3 4 5),
prices TYPE STANDARD TABLE OF p DECIMALS 3 WITH DEFAULT KEY VALUE #(0.99 0.975 0.96 0.945 0.93),
zero_rates TYPE STANDARD TABLE OF f WITH DEFAULT KEY.
LOOP AT maturities INTO DATA(i) INDEX DATA(idx).
APPEND -LOG( prices[ idx ] ) / i TO zero_rates.
ENDLOOP.SAP ABAP (Advanced Business Application Programming) is a high-level programming language developed by SAP for building enterprise applications on SAP systems, enabling customization, data processing, and business workflow automation.
Origin & Creator
Developed by SAP SE, Germany, originally in the 1980s for SAP R/2 and later SAP R/3 systems.
Industrial Note
Extensively used in enterprise software development, SAP module customization, and large-scale business process automation.