SAP ABAP Table FTI_MARKET_VALS (Reporting: Buffer Table for Market Values - Position Crcy)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-TM-IS (Application Component) Information System
     ⤷ FTI (Package) Application development R/3 Treasury information system

Basic Data

Table Category	TRANSP	Transparent table
Transparent table	FTI_MARKET_VALS	Table Relationship Diagram
Short Description	Reporting: Buffer Table for Market Values - Position Crcy

Delivery and Maintenance

Pool/cluster
Delivery Class	L	Table for storing temporary data, delivered empty
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	RFHA	☑	TB_RFHA	T_RFHA	CHAR	13	0	Financial Transaction	VTBFHA
3	RANL	☑	VVRANLW	WP_RANL	CHAR	13	0	Security ID Number	VWPANLA
4	RANLVD	☑	RANL	RANL	CHAR	13	0	Contract Number	VDARL
5	BUKRS	☑	BUKRS	BUKRS	CHAR	4	0	Company Code	T001
6	RLDEPO	☑	VRLDEPO	RLDEPO	CHAR	10	0	Securities Account	TWD01
7	POSACC_LOF	☑	TPM_POS_ACCOUNT_FUT	TPM_POS_ACCOUNT_FUT	CHAR	10	0	Futures Account for Listed Options and Futures	TRFT_POS_ACCOUNT
8	KEYDATE	☑	FTI_STICHTAG	VVSTDAT	DATS	8	0	Key Date
9	AUSWT	☑	TV_AUSWT	JBREVAL	CHAR	4	0	Evaluation type in Risk Management	JBREVAL
10	VAL_AREA	☑	TPM_VAL_AREA	TPM_VAL_AREA	CHAR	3	0	Valuation Area	TRGC_VAL_AREA
11	.INCLUDE	☐				0	0	Position: Standard Values Such As NPV, Duration, Convexity
12	NPV_PC	☐	TV_NPV_PC	WERTV8_TR	CURR	15	2	RM Net Present Value in Position Currency
13	NPV_LONG_PC	☐	TV_NPV_LONG_PC	WERTV8_TR	CURR	15	2	RM NPV of Incoming Side in Currency of Incoming Side
14	NPV_SHORT_PC	☐	TV_NPV_SHORT_PC	WERTV8_TR	CURR	15	2	RM NPV of Outgoing Side in Currency of Outgoing Side
15	CLEAN_PRICE_PC	☐	TV_CLEAN_PRICE_PC	T_PRESVAL	CURR	17	2	Clean Price in Position Currency
16	BPVALUE_PC	☐	TV_VALBP_PC	T_PRESVAL	CURR	17	2	Basis Point Value in Position Currency
17	POS_CCY	☐	TV_POS_CCY	WAERS	CUKY	5	0	Position Currency	*
18	LONG_CCY	☐	TV_LONG_CCY	WAERS	CUKY	5	0	Currency Investment/Purchase/Incoming Side/Long	*
19	SHORT_CCY	☐	TV_SHORT_CCY	WAERS	CUKY	5	0	Currency Borrowing/Sale/Outgoing Side/Short	*
20	MAC_DURATION	☐	TV_MAC_DURATION	DEC9_3SIGN	DEC	12	3	Macaulay Duration
21	MOD_DURATION	☐	TV_MOD_DURATION	DEC9_3SIGN	DEC	12	3	Fisher-Weil Duration
22	CONVEXITY	☐	TV_CONVEXITY_MORE_ACCURATE	DEC6_5SIGN	DEC	11	5	Convexity with 5 Decimal Places
23	DELTA	☐	TV_DELTA	T_SENSI	DEC	15	10	Delta, 1st derivation of premium based on underlying rate
24	GAMMA	☐	TV_GAMMA	T_GAMMA	DEC	14	8	Gamma, 2nd derivation of premium based on underlying rate
25	THETA	☐	TV_THETA	T_SENSI	DEC	15	10	Theta, 1st derivation of premium according to time
26	VEGA	☐	TV_VEGA	T_SENSI	DEC	15	10	Vega, 1st Volatility Derivative
27	SBWHR	☐	SBWHR	WAERS	CUKY	5	0	Position Currency (Currency of Position Amount)	TCURC
28	ERROR_GUID	☐	BDS_16GUID	SYSUUID	RAW	16	0	BDS: 16 byte "Raw" GUID
29	CHANGED_ON	☐	AEDTM	DATUM	DATS	8	0	Changed on
30	CHANGED_BY	☐	USER	CHAR12	CHAR	12	0	Changed by

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	FTI_MARKET_VALS	AUSWT	JBREVAL	AUSWERTUNG
2	FTI_MARKET_VALS	BUKRS	T001	BUKRS
3	FTI_MARKET_VALS	MANDT	T000	MANDT
4	FTI_MARKET_VALS	POSACC_LOF	TRFT_POS_ACCOUNT	POS_ACCOUNT
5	FTI_MARKET_VALS	RANL	VWPANLA	RANL
6	FTI_MARKET_VALS	RANLVD	VDARL	RANL
7	FTI_MARKET_VALS	RFHA	VTBFHA	RFHA
8	FTI_MARKET_VALS	RLDEPO	TWD01	RLDEPO
9	FTI_MARKET_VALS	SBWHR	TCURC	WAERS
10	FTI_MARKET_VALS	VAL_AREA	TRGC_VAL_AREA	VALUATION_AREA

History

Last changed by/on	SAP	20130529
SAP Release Created in	200