SAP ABAP Data Element TV_DFREG (Differentiation Rule for NPV Function)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Data Element | TV_DFREG |
| Short Description | Differentiation Rule for NPV Function |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | TV_DFREG | |
| Data Type | NUMC | Character string with only digits |
| Length | 2 | |
| Decimal Places | 0 | |
| Output Length | 2 | |
| 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 | Diff.Rule |
| Medium | 15 | Diff. Rule |
| Long | 37 | Differentiation Rule for NPV Function |
| Heading | 2 | DR |
Documentation
Definition
The differentiation rule indicates how a Risk Management transaction should be valued in the combination procedures of historic simulation.
- 0 - The transaction can not be differentiated and has to be fully evaluated.
- 1 - The transaction only has to be derived once and can be evaluated using the delta approach.
- 2 - The transaction has to be derived twice and can be evaluated using the delta/gamma approach.
Assigning a differentiation rule to a transaction takes place via its valuation rule.
History
| Last changed by/on | SAP | 20030716 |
| SAP Release Created in |
