SAP ABAP Table JBRHSREG (Buffer for historical market price changes)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
Table Category | INTTAB | Structure |
Structure | JBRHSREG | Table Relationship Diagram |
Short Description | Buffer for historical market price changes |
Delivery and Maintenance
Pool/cluster | ||
Delivery Class | ||
Data Browser/Table View Maintenance | Display/Maintenance Allowed with Restrictions |
Components
Field | Key | Data Element | Domain | Data Type |
Length | Decimal Places |
Short Description | Check table |
|
---|---|---|---|---|---|---|---|---|---|
1 | REGELID | JBRREGID | JBRREGID | NUMC | 10 | 0 | Market Data Shift Rule in Risk Management | * | |
2 | CDATUM | JBRCDAT | DATUM | DATS | 8 | 0 | Current date in an historical time sequence | ||
3 | PDATUM | JBRPDAT | DATUM | DATS | 8 | 0 | Previous date for determination of historical shifts | ||
4 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Interest Area | |||||
5 | WAERS | WAEHR | WAERS | CUKY | 5 | 0 | Currency of Yield Curve | TCURC | |
6 | SZKART | JBSZKART | JBSZKART | NUMC | 4 | 0 | Yield Curve Type | JBD14 | |
7 | NTAGE | JBNTAGEINT4 | JBNTAGE | INT4 | 10 | 0 | Number of days | ||
8 | RELSHIFT | JBJREL | JBJREL | CHAR | 1 | 0 | Indicator for relative interest rate shift | ||
9 | KURVPW | JBJKURVPW | JBJALL | CHAR | 1 | 0 | Shift all yield curves for one currency | ||
10 | KURVAW | JBJKURVAW | JBJALL | CHAR | 1 | 0 | Shift all yield curves for all currencies | ||
11 | REFERENZ | REFERENZ | ZIREFKU | CHAR | 10 | 0 | Reference Interest Rate | JBD15 | |
12 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Currency Area | |||||
13 | FCURR | TV_FCURR | WAERS | CUKY | 5 | 0 | From Currency | TCURC | |
14 | TCURR | TV_TCURR | WAERS | CUKY | 5 | 0 | To-Currency | TCURC | |
15 | ALLEF | JBJALLEF | JBJALL | CHAR | 1 | 0 | Shift all foreign currencies for one target currency | ||
16 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Security Class | |||||
17 | ALLEWPKNR | TV_AWP | JBJALL | CHAR | 1 | 0 | Shift all security prices | ||
18 | WPKNR | TI_RGATT | T_RGATT | CHAR | 13 | 0 | Class | ||
19 | .INCLUDE | 0 | 0 | Rule buffer - sub-structure for stock indices | |||||
20 | WPINDEX | IDX | CHAR10 | CHAR | 10 | 0 | Securities Index | INDEXD | |
21 | ALLEIDX | JBJAIX | JBJALL | CHAR | 1 | 0 | All security indexes | ||
22 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Interest Rate Volatilities | |||||
23 | VOLART | TB_VOLART | T_VOLART | CHAR | 3 | 0 | Volatility Type | ATVO1 | |
24 | LFZEIT | TB_LFZEIT | TV_LFZN | NUMC | 10 | 0 | Term in Days | ||
25 | ALLEVO | JBJALLEVO | JBJALL | CHAR | 1 | 0 | Shift all volatilities | ||
26 | ALLELFZ | JBJALLELFZ | JBJALL | CHAR | 1 | 0 | Shift all volatility terms | ||
27 | .INCLUDE | 0 | 0 | Rule Buffer: Underlyings for Volatilities | |||||
28 | UREFERENZ | REFERENZ | ZIREFKU | CHAR | 10 | 0 | Reference Interest Rate | T056R | |
29 | UFCURR | TV_FCURR | WAERS | CUKY | 5 | 0 | From Currency | TCURC | |
30 | UTCURR | TV_TCURR | WAERS | CUKY | 5 | 0 | To-Currency | TCURC | |
31 | URGATT | TI_RGATT | T_RGATT | CHAR | 13 | 0 | Class | ||
32 | UIDX | IDX | CHAR10 | CHAR | 10 | 0 | Securities Index | INDEXD | |
33 | USZKART | JBSZKART | JBSZKART | NUMC | 4 | 0 | Yield Curve Type | * | |
34 | USZKCURR | JBWWAER | WAERS | CUKY | 5 | 0 | Currency | * | |
35 | RFNAME | TV_RFNAME | TV_RFNAME_D | CHAR | 15 | 0 | Risk factor name | * | |
36 | SAMPTYP | TV_STYP | TV_STYP | NUMC | 2 | 0 | Determination Category for Sample Elements | ||
37 | BASISPTS | JBBBP | DECV3_7 | DEC | 10 | 7 | Percentage Point Shift of Interest Rates/Yield Curves | ||
38 | SHIFT | JBFSHIFT | JBFSHIFT | FLTP | 16 | 16 | Shift for market price scenarios | ||
39 | ADDSHIFT | JBBASHIFT | JBBASHIFT | FLTP | 16 | 16 | Additive derived shift |
Foreign Keys
Source Table | Source Column | Foreign Table | Foreign Column | Dependency Factor | Cardinality left | Cardinality right | |
---|---|---|---|---|---|---|---|
1 | JBRHSREG | FCURR | TCURC | WAERS | 1 | CN | |
2 | JBRHSREG | REFERENZ | JBD15 | REFERENZ | |||
3 | JBRHSREG | SZKART | JBD14 | SZKART | 1 | CN | |
4 | JBRHSREG | TCURR | TCURC | WAERS | 1 | CN | |
5 | JBRHSREG | UFCURR | TCURC | WAERS | 1 | CN | |
6 | JBRHSREG | UIDX | INDEXD | IDX | 1 | CN | |
7 | JBRHSREG | UREFERENZ | T056R | REFERENZ | 1 | CN | |
8 | JBRHSREG | UTCURR | TCURC | WAERS | 1 | CN | |
9 | JBRHSREG | VOLART | ATVO1 | VOLART | 1 | CN | |
10 | JBRHSREG | WAERS | TCURC | WAERS | 1 | CN | |
11 | JBRHSREG | WPINDEX | INDEXD | IDX | 1 | CN |
History
Last changed by/on | SAP | 20110901 |
SAP Release Created in |