SAP ABAP Data Element JBRPVBP (Price Value of One Basis Point (Amount in Currency))
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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IS-B-RA (Application Component) Risk Analysis
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JBR (Package) Application development IS-B Risk Mangement
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-RA (Application Component) Risk Analysis⤷
JBR (Package) Application development IS-B Risk Mangement
Basic Data
| Data Element | JBRPVBP |
| Short Description | Price Value of One Basis Point (Amount in Currency) |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | WERTV9 | |
| Data Type | CURR | Currency field, stored as DEC |
| Length | 17 | |
| Decimal Places | 2 | |
| Output Length | 23 | |
| Value Table |
Further Characteristics
| Search Help: Name | ||
| Search Help: Parameters | ||
| Parameter ID | ||
| Default Component name | ||
| Change document | ||
| No Input History | ||
| Basic direction is set to LTR | ||
| No BIDI Filtering |
Field Label
| Length | Field Label | |
| Short | 10 | PVBP |
| Medium | 15 | PVBP |
| Long | 20 | PVBP |
| Heading | 22 | PVBP |
Documentation
Definition
The "Price Value of One Basis Point", or the change in the NPV of a finance transaction or a portfolio when the yield curve shifts upwards by one basis point (absolute parallel shift). The PVBP is displayed in a selected currency.
Expressed as a formula, the price value of one basispoint is as follows:
PVBP = NPV(yield curve + 1 BP) - NPV(yield curve) .
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
