SAP ABAP Domain AFWKFRA_SENSITIVITY (Fixed values for RA sensitivities)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
CFM_AFWKFRA (Package) CFM Risk Analyzer Key Figure Management
Basic Data
| Domain Name | AFWKFRA_SENSITIVITY |
| Short Description | Fixed values for RA sensitivities |
Definition
| Data Type | NUMC | Character string with only digits |
| No. Characters | 3 | |
| Decimal Places | ||
| Output Length | 3 | |
| Conversion Routine | ||
| Sign | ||
| Lower Case |
Value Range
| # | Lower Limit | Upper Limit | Short Description |
|---|---|---|---|
| 1 | 010 | Basis point value (PVBP) | |
| 2 | 020 | Modified Duration | |
| 3 | 030 | Convexity | |
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
