SAP ABAP Table JBIMSEG08 (RM: Structure FGET-BEST)

Hierarchy

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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷

IS-B-RA (Application Component) Risk Analysis
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JBR (Package) Application development IS-B Risk Mangement

Basic Data

Table Category	INTTAB	Structure
Structure	JBIMSEG08	Table Relationship Diagram
Short Description	RM: Structure FGET-BEST

Delivery and Maintenance

Pool/cluster
Delivery Class
Data Browser/Table View Maintenance		Display/Maintenance Allowed with Restrictions

Components


	Field	Data Element	Domain	Data Type	Length	Decimal Places	Short Description	Check table
1	OBJNR	J_OBJNR	J_OBJNR	CHAR	22	0	Object number	*
2	NGIDNR	JBNGIDNR	JBNGIDNR	NUMC	6	0	Sequence Number for a Transaction ID in Primary Transaction
3	.INCLUDE				0	0	FGET: Valuation Control
4	.INCLUDE				0	0	Market segments for instrument valuation
5	.INCLUDE				0	0	Include: Market Segments Ask/Bid
6	KURSTG	TB_KURSTG	KURST	CHAR	4	0	Exchange rate type bid	*
7	KURSTB	TB_KURSTB	KURST	CHAR	4	0	Exchange rate type ask	*
8	BCURVE	TB_BCURVE	JBSZKART	NUMC	4	0	Bid valuation curve type for mark-to-market	*
9	BCURVEB	TB_BCURVEB	JBSZKART	NUMC	4	0	Ask Valuation Curve: Mark-to-Market	*
10	WPKURSART	TB_WKURSA	VVSKURSART	CHAR	2	0	Security price type for evaluations	*
11	IDXART	IDXART	CHAR2	CHAR	2	0	Index Type
12	DVOLARTG	TB_VOLARTG	T_VOLART	CHAR	3	0	Volatility Type "Bid Rates" for Foreign Exchange	*
13	DVOLARTB	TB_VOLARTB	T_VOLART	CHAR	3	0	Volatility Type "Ask Rates" for Foreign Exchange	*
14	ZVOLARTG	TB_ZVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Interest Rates	*
15	ZVOLARTB	TB_ZVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Interest Rates	*
16	WVOLARTG	TB_WVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Securities	*
17	WVOLARTB	TB_WVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Securities	*
18	IXVOLARTG	TV_IXVOLG	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Bid Rates	*
19	IXVOLARTB	TV_IXVOLB	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Ask Rates	*
20	HWVOLARTG	TV_HWVOLAG	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Bid Rate	*
21	HWVOLARTB	TV_HWVOLAB	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Ask Rate	*
22	KORRARTG	TV_KORRARTG	T_KORART	CHAR	3	0	'Bid' Correlation Type	*
23	KORRARTB	TV_KORRARTB	T_KORART	CHAR	3	0	'Ask' Correlation Type	*
24	VNAME	TV_VNAME	TV_VNAME	CHAR	15	0	Volatility Name	*
25	BCURVE_RF	TB_BCURVE_RF	JBSZKART	NUMC	4	0	Bid Valuation Curve : Risk Free	*
26	BCURVEB_RF	TB_BCURVEB_RF	JBSZKART	NUMC	4	0	Ask Valuation Curve : Risk Free	*
27	.INCLUDE				0	0	Include: Evaluation Control
28	CALCVERF	TV_CALCV	T_CALCV	CHAR	4	0	Calculation Routines	*
29	WPPVART	TV_WPVART	XFELD	CHAR	1	0	Calculate Theoretical NPV
30	WKTAGE	TV_WKTAGE	TV_ALTER	DEC	3	0	Maximum age of historical price in days
31	SVOLART	TB_SVOLART	T_VOLART	CHAR	3	0	Volatility Type for Convexity Adjustment	*
32	XHOR_CASHF	TV_XHOR_CF	XFELD	CHAR	1	0	Is cash flow at horizon included in NPV?
33	XINTOPT	TV_XINTOPT	XFELD	CHAR	1	0	Value Swaptions as Interest Rate Options
34	XIMPLOPT	TV_XIMPLOPT	XFELD	CHAR	1	0	Break Down Implied Options
35	NAMEAUS	JBRNAMEAUS	JBRNAMEAUS	CHAR	10	0	Disbursement Procedure (Loan)	JBTAUSVER
36	SET_NAME	RDPT_SET_NAME	RDPT_SET_NAME	CHAR	15	0	Redemption Schedule Set	*
37	STUECKZINS	JBR_X_STUECKZINS	XFELD	CHAR	1	0	Include the Horizon when Calculating Accrued Interest
38	FLG_ACCR_INT	JBR_FLG_ACCR_INT	FLAG	CHAR	1	0	Calculate Accrued Interest
39	DISB_START	JBR_DISB_START	JBR_DISB_START	CHAR	1	0	Start of Disbursement Procedure
40	DISB_CAL	JBR_DISB_CAL	WFCID	CHAR	2	0	Calendar for Disbursement Procedure	TFACD
41	VALUATION_MODEL	JBR_VALUATION_MODEL	JBR_VALUATION_MODEL	CHAR	4	0	Valuation Model for Financial Transactions
42	NUMBER_OF_STEPS	JBR_NUMBER_OF_STEPS		INT4	10	0	Default Number of Steps for Discretization Method
43	MAX_STEPLENGTH	JBR_MAXIMUM_STEPLENGTH		DEC	12	6	Maximum Permitted Time Step for Discretization Method
44	PREPAYMENT	JBR_PREPAYMENT	JBR_PREPAYMENT	CHAR	1	0	Prepayment
45	X_PREPAYMENT	JBR_X_PREPAYMENT	XFELD	CHAR	1	0	Indicator for Prepayment - Point Effect
46	FLG_WITH_COMPENS	JBR_FLG_WITH_COMPENS	FLAG	CHAR	1	0	Select FX Offsetting Transactions
47	FLG_TERMINATED_D	JBR_FLG_TERMINATED_DEAL	FLAG	CHAR	1	0	Select Transaction on Day of Cancellation/Settlement
48	XCREDITSPREAD	TV_XCSPREAD	XFELD	CHAR	1	0	Use Credit Spreads at Discounting
49	CSPREAD_TYPE	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	TCRC_CSPR_TYPE
50	XCSP_USE_VAR_RT	TV_CSPRD_USE_VAR_RT	XFELD	CHAR	1	0	Use Credit Spread when Calculating Forward Interest Rates
51	CSP_FWD_RT_TYPE	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	*
52	.INCLUDE				0	0	Include: External Price Calculator
53	XEXTBW	TV_XEXTBW	TV_XEXTBW	CHAR	1	0	Indicator for External Valuation
54	XDEST_T1	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
55	XFUNC_T1	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
56	XDEST_T2	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
57	XFUNC_T2	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
58	.INCLUDE				0	0	Include: Mapping Control
59	IDX	IDX	CHAR10	CHAR	10	0	Securities Index	*
60	BFART	JBRBFART_D	JBRBFART	CHAR	3	0	Beta Factor Type	*
61	XSTDINDEX	TV_XDEFIDX	XFLAG	CHAR	1	0	Is index standard index?
62	STDBETAF	TV_BETAF	JBFBFAKTOR	DEC	10	6	Standard Beta Factor
63	XCONVADJ	TV_XCONV	CHAR001	CHAR	1	0	Calculate convexity adjustment?
64	XKOMPRESS	TV_KOMPR	T_KOMPR	CHAR	1	0	Activate Presummarization
65	.INCLUDE				0	0	VaR Control for Instrument Valuation
66	.INCLUDE				0	0	Include: VaR Valuation Control
67	DIFFBAR	TV_DFREG	TV_DFREG	NUMC	2	0	Differentiation Rule for NPV Function
68	.INCLUDE				0	0	GAP Analysis Control for Instrument Valuation
69	.INCLUDE				0	0	GAP Analysis Valuation Control
70	DELTA_KNZ	JBRKNZDELT	JBROPDELTA	CHAR	1	0	Treatment of Options (Gap Evaluation)
71	STAT_KNZ	JBRSTATKNZ	JBRSTATKNZ	CHAR	1	0	Display Static Interest Rate or Product Interest Rate
72	OZ_FROM	JBRGETOZ	JBRGETOZ	CHAR	1	0	Determination of Opportunity Interest Rate for ALM
73	SOPPZINS	JBROZKNZ	XFELD	CHAR	1	0	Gap: Indicator for Opportunity Interest Rate
74	SEFFZINS	JBREZKNZ	XFELD	CHAR	1	0	GAP effective interest rate indicator
75	SDATUM	JBRDATKNZ	JBRDATKNZ	CHAR	1	0	GAP date indicator
76	SEXTGAP	JBREXTKNZ	JBREXTKNZ	CHAR	1	0	External Gap Analysis
77	EXDEST	JBRRFCDEST	RFCDEST	CHAR	32	0	RM Gap: Destination for External Transaction Analysis	*
78	EXFUNC	JBRRFCFNAME	FUNCNAME	CHAR	30	0	RM Gap: RFC - Function Name for External Trans. Analysis	*
79	BILVOLKNZ	JBRBILVOLKNZ	JBRBILVOLKNZ	CHAR	1	0	Inclusion of Off-Balance-Sheet Transactions in BS Volume
80	LFZENDE	JBRLFZENDE	JBRLFZENDE	CHAR	1	0	Position Outflow at End of Term or Fixed Interest Period
81	DEVTERM	JBRDEVTERM	JBRDEVTERM	CHAR	1	0	Depiction of Forward Exchange Transactions in ALM Simulation