SAP ABAP Table ATRMO (Valuation control)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBRC (Package) Customizing for SAP Banking Risk Management

Basic Data

Table Category	TRANSP	Transparent table
Transparent table	ATRMO	Table Relationship Diagram
Short Description	Valuation control

Delivery and Maintenance

Pool/cluster
Delivery Class	C	Customizing table, maintenance only by cust., not SAP import
Data Browser/Table View Maintenance	X	Display/Maintenance Allowed

Components

	Field	Key	Data Element	Domain	Data Type	Length	Decimal Places	Short Description	Check table
1	MANDT	☑	MANDT	MANDT	CLNT	3	0	Client	T000
2	RMBEWREG	☑	JBRBEWREG_	JBRBEWREG	CHAR	8	0	Valuation Rule	JBRBEWREG
3	AUSWT	☑	TV_AUSWT	JBREVAL	CHAR	4	0	Evaluation type in Risk Management	JBREVAL
4	.INCLUDE	☐				0	0	Include: Market Segments Ask/Bid
5	KURSTG	☐	TB_KURSTG	KURST	CHAR	4	0	Exchange rate type bid	TCURV
6	KURSTB	☐	TB_KURSTB	KURST	CHAR	4	0	Exchange rate type ask	TCURV
7	BCURVE	☐	TB_BCURVE	JBSZKART	NUMC	4	0	Bid valuation curve type for mark-to-market	JBD14
8	BCURVEB	☐	TB_BCURVEB	JBSZKART	NUMC	4	0	Ask Valuation Curve: Mark-to-Market	JBD14
9	WPKURSART	☐	TB_WKURSA	VVSKURSART	CHAR	2	0	Security price type for evaluations	TW56
10	IDXART	☐	IDXART	CHAR2	CHAR	2	0	Index Type	INDEXA
11	DVOLARTG	☐	TB_VOLARTG	T_VOLART	CHAR	3	0	Volatility Type "Bid Rates" for Foreign Exchange	ATVO1
12	DVOLARTB	☐	TB_VOLARTB	T_VOLART	CHAR	3	0	Volatility Type "Ask Rates" for Foreign Exchange	ATVO1
13	ZVOLARTG	☐	TB_ZVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Interest Rates	ATVO1
14	ZVOLARTB	☐	TB_ZVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Interest Rates	ATVO1
15	WVOLARTG	☐	TB_WVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Securities	ATVO1
16	WVOLARTB	☐	TB_WVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Securities	ATVO1
17	IXVOLARTG	☐	TV_IXVOLG	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Bid Rates	ATVO1
18	IXVOLARTB	☐	TV_IXVOLB	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Ask Rates	ATVO1
19	HWVOLARTG	☐	TV_HWVOLAG	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Bid Rate	ATVO1
20	HWVOLARTB	☐	TV_HWVOLAB	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Ask Rate	ATVO1
21	KORRARTG	☐	TV_KORRARTG	T_KORART	CHAR	3	0	'Bid' Correlation Type	ATKO1
22	KORRARTB	☐	TV_KORRARTB	T_KORART	CHAR	3	0	'Ask' Correlation Type	ATKO1
23	VNAME	☐	TV_VNAME	TV_VNAME	CHAR	15	0	Volatility Name	ATVO0
24	BCURVE_RF	☐	TB_BCURVE_RF	JBSZKART	NUMC	4	0	Bid Valuation Curve : Risk Free	*
25	BCURVEB_RF	☐	TB_BCURVEB_RF	JBSZKART	NUMC	4	0	Ask Valuation Curve : Risk Free	*
26	.INCLUDE	☐				0	0	Include: Market Segments Middle
27	KURSTM	☐	TB_KURSTM	KURST	CHAR	4	0	Exchange rate type middle	TCURV
28	BCURVEM	☐	TB_BCURVEM	JBSZKART	NUMC	4	0	Middle valuation curve: Mark-to-market	JBD14
29	DVOLARTM	☐	TB_VOLARTM	T_VOLART	CHAR	3	0	Volatility Type Middle Rates for Foreign Exchange	ATVO1
30	ZVOLARTM	☐	TB_ZVOLARM	T_VOLART	CHAR	3	0	Volatility Type Middle Rates for Interest	ATVO1
31	WVOLARTM	☐	TB_WVOLARM	T_VOLART	CHAR	3	0	Volatility Type Middle Rates for Securities	ATVO1
32	IXVOLARTM	☐	TV_IXVOLM	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Middle Rates	ATVO1
33	HWVOLARTM	☐	TV_HWVOLAM	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Middle Rate	ATVO1
34	KORRARTM	☐	TV_KORRARTM	T_KORART	CHAR	3	0	'Middle' Correlation Type	ATKO1
35	BCURVEM_RF	☐	TB_BCURVEM_RF	JBSZKART	NUMC	4	0	Middle Valuation Curve : Risk Free	*
36	.INCLUDE	☐				0	0	Include: Evaluation Control
37	CALCVERF	☐	TV_CALCV	T_CALCV	CHAR	4	0	Calculation Routines	ATVC1
38	WPPVART	☐	TV_WPVART	XFELD	CHAR	1	0	Calculate Theoretical NPV
39	WKTAGE	☐	TV_WKTAGE	TV_ALTER	DEC	3	0	Maximum age of historical price in days
40	SVOLART	☐	TB_SVOLART	T_VOLART	CHAR	3	0	Volatility Type for Convexity Adjustment	ATVO1
41	XHOR_CASHF	☐	TV_XHOR_CF	XFELD	CHAR	1	0	Is cash flow at horizon included in NPV?
42	XINTOPT	☐	TV_XINTOPT	XFELD	CHAR	1	0	Value Swaptions as Interest Rate Options
43	XIMPLOPT	☐	TV_XIMPLOPT	XFELD	CHAR	1	0	Break Down Implied Options
44	NAMEAUS	☐	JBRNAMEAUS	JBRNAMEAUS	CHAR	10	0	Disbursement Procedure (Loan)	JBTAUSVER
45	SET_NAME	☐	RDPT_SET_NAME	RDPT_SET_NAME	CHAR	15	0	Redemption Schedule Set	*
46	STUECKZINS	☐	JBR_X_STUECKZINS	XFELD	CHAR	1	0	Include the Horizon when Calculating Accrued Interest
47	FLG_ACCR_INT	☐	JBR_FLG_ACCR_INT	FLAG	CHAR	1	0	Calculate Accrued Interest
48	DISB_START	☐	JBR_DISB_START	JBR_DISB_START	CHAR	1	0	Start of Disbursement Procedure
49	DISB_CAL	☐	JBR_DISB_CAL	WFCID	CHAR	2	0	Calendar for Disbursement Procedure	TFACD
50	VALUATION_MODEL	☐	JBR_VALUATION_MODEL	JBR_VALUATION_MODEL	CHAR	4	0	Valuation Model for Financial Transactions
51	NUMBER_OF_STEPS	☐	JBR_NUMBER_OF_STEPS		INT4	10	0	Default Number of Steps for Discretization Method
52	MAX_STEPLENGTH	☐	JBR_MAXIMUM_STEPLENGTH		DEC	12	6	Maximum Permitted Time Step for Discretization Method
53	PREPAYMENT	☐	JBR_PREPAYMENT	JBR_PREPAYMENT	CHAR	1	0	Prepayment
54	X_PREPAYMENT	☐	JBR_X_PREPAYMENT	XFELD	CHAR	1	0	Indicator for Prepayment - Point Effect
55	FLG_WITH_COMPENS	☐	JBR_FLG_WITH_COMPENS	FLAG	CHAR	1	0	Select FX Offsetting Transactions
56	FLG_TERMINATED_D	☐	JBR_FLG_TERMINATED_DEAL	FLAG	CHAR	1	0	Select Transaction on Day of Cancellation/Settlement
57	XCREDITSPREAD	☐	TV_XCSPREAD	XFELD	CHAR	1	0	Use Credit Spreads at Discounting
58	CSPREAD_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	TCRC_CSPR_TYPE
59	XCSP_USE_VAR_RT	☐	TV_CSPRD_USE_VAR_RT	XFELD	CHAR	1	0	Use Credit Spread when Calculating Forward Interest Rates
60	CSP_FWD_RT_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	*
61	.INCLUDE	☐				0	0	Include: External Price Calculator
62	XEXTBW	☐	TV_XEXTBW	TV_XEXTBW	CHAR	1	0	Indicator for External Valuation
63	XDEST_T1	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
64	XFUNC_T1	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
65	XDEST_T2	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
66	XFUNC_T2	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
67	CONVADJ_VR	☐	JBR_CONVADJ_VR	JBR_VALRULE_ACTIVATE	CHAR	1	0	Control convexity adjustment valuation rule specific

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	ATRMO	AUSWT	JBREVAL	AUSWERTUNG		1	CN
2	ATRMO	BCURVE	JBD14	SZKART	KEY	1	CN
3	ATRMO	BCURVEB	JBD14	SZKART	KEY	1	CN
4	ATRMO	BCURVEM	JBD14	SZKART	KEY	1	CN
5	ATRMO	CALCVERF	ATVC1	CALCVERF	KEY	1	CN
6	ATRMO	CSPREAD_TYPE	TCRC_CSPR_TYPE	CSPREAD_TYPE	KEY	1	CN
7	ATRMO	DISB_CAL	TFACD	IDENT
8	ATRMO	DVOLARTB	ATVO1	VOLART		1	CN
9	ATRMO	DVOLARTG	ATVO1	VOLART		1	CN
10	ATRMO	DVOLARTM	ATVO1	VOLART		1	CN
11	ATRMO	HWVOLARTB	ATVO1	VOLART	KEY	1	CN
12	ATRMO	HWVOLARTG	ATVO1	VOLART	KEY	1	CN
13	ATRMO	HWVOLARTM	ATVO1	VOLART	KEY	1	CN
14	ATRMO	IDXART	INDEXA	IDXART		1	CN
15	ATRMO	IXVOLARTB	ATVO1	VOLART		1	CN
16	ATRMO	IXVOLARTG	ATVO1	VOLART		1	CN
17	ATRMO	IXVOLARTM	ATVO1	VOLART		1	CN
18	ATRMO	KORRARTB	ATKO1	KORART	KEY	1	CN
19	ATRMO	KORRARTG	ATKO1	KORART	KEY	1	CN
20	ATRMO	KORRARTM	ATKO1	KORART	KEY
21	ATRMO	KURSTB	TCURV	KURST	KEY
22	ATRMO	KURSTG	TCURV	KURST	KEY
23	ATRMO	KURSTM	TCURV	KURST		1	CN
24	ATRMO	MANDT	T000	MANDT		1	CN
25	ATRMO	NAMEAUS	JBTAUSVER	NAMEAUS
26	ATRMO	RMBEWREG	JBRBEWREG	RMBEWREG		1	CN
27	ATRMO	SVOLART	ATVO1	VOLART	KEY	1	CN
28	ATRMO	VNAME	ATVO0	VNAME		1	CN
29	ATRMO	WPKURSART	TW56	SKURSART		1	CN
30	ATRMO	WVOLARTB	ATVO1	VOLART	KEY	1	CN
31	ATRMO	WVOLARTG	ATVO1	VOLART		1	CN
32	ATRMO	WVOLARTM	ATVO1	VOLART	KEY	1	CN
33	ATRMO	ZVOLARTB	ATVO1	VOLART		1	CN
34	ATRMO	ZVOLARTG	ATVO1	VOLART		1	CN
35	ATRMO	ZVOLARTM	ATVO1	VOLART

History

Last changed by/on	SAP	20130529
SAP Release Created in