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
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