SAP ABAP Table JBRSENS (Price types for sensitivity analysis)
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 | JBRSENS | Table Relationship Diagram |
Short Description | Price types for sensitivity analysis |
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 | ZSMETH | JBRSMETH | JBRSMETH | NUMC | 1 | 0 | Shift Method | ||
2 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Interest Area | |||||
3 | WAERS | WAEHR | WAERS | CUKY | 5 | 0 | Currency of Yield Curve | TCURC | |
4 | SZKART | JBSZKART | JBSZKART | NUMC | 4 | 0 | Yield Curve Type | JBD14 | |
5 | NTAGE | JBNTAGEINT4 | JBNTAGE | INT4 | 10 | 0 | Number of days | ||
6 | RELSHIFT | JBJREL | JBJREL | CHAR | 1 | 0 | Indicator for relative interest rate shift | ||
7 | KURVPW | JBJKURVPW | JBJALL | CHAR | 1 | 0 | Shift all yield curves for one currency | ||
8 | KURVAW | JBJKURVAW | JBJALL | CHAR | 1 | 0 | Shift all yield curves for all currencies | ||
9 | REFERENZ | REFERENZ | ZIREFKU | CHAR | 10 | 0 | Reference Interest Rate | JBD15 | |
10 | ZAKTIV | JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
11 | BASISPTS | JBRBPSHF | DECV3_7 | DEC | 10 | 7 | Basis point shift for sensitivity analysis | ||
12 | ZKURSP | JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
13 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Currency Area | |||||
14 | FCURR | TV_FCURR | WAERS | CUKY | 5 | 0 | From Currency | TCURC | |
15 | TCURR | TV_TCURR | WAERS | CUKY | 5 | 0 | To-Currency | TCURC | |
16 | ALLEF | JBJALLEF | JBJALL | CHAR | 1 | 0 | Shift all foreign currencies for one target currency | ||
17 | WAKTIV | JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
18 | WKURSP | JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
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 | IAKTIV | JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
23 | IKURSPROZ | JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
24 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Security Class | |||||
25 | ALLEWPKNR | TV_AWP | JBJALL | CHAR | 1 | 0 | Shift all security prices | ||
26 | WPKNR | TI_RGATT | T_RGATT | CHAR | 13 | 0 | Class | ||
27 | SAKTIV | JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
28 | SKURSPROZ | JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
29 | .INCLUDE | 0 | 0 | Rule Buffer - Substructure for Interest Rate Volatilities | |||||
30 | VOLART | TB_VOLART | T_VOLART | CHAR | 3 | 0 | Volatility Type | ATVO1 | |
31 | LFZEIT | TB_LFZEIT | TV_LFZN | NUMC | 10 | 0 | Term in Days | ||
32 | ALLEVO | JBJALLEVO | JBJALL | CHAR | 1 | 0 | Shift all volatilities | ||
33 | ALLELFZ | JBJALLELFZ | JBJALL | CHAR | 1 | 0 | Shift all volatility terms | ||
34 | VAKTIV | JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
35 | VOLAP | JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis |
Foreign Keys
Source Table | Source Column | Foreign Table | Foreign Column | Dependency Factor | Cardinality left | Cardinality right | |
---|---|---|---|---|---|---|---|
1 | JBRSENS | FCURR | TCURC | WAERS | 1 | CN | |
2 | JBRSENS | REFERENZ | JBD15 | REFERENZ | |||
3 | JBRSENS | SZKART | JBD14 | SZKART | 1 | CN | |
4 | JBRSENS | TCURR | TCURC | WAERS | 1 | CN | |
5 | JBRSENS | VOLART | ATVO1 | VOLART | 1 | CN | |
6 | JBRSENS | WAERS | TCURC | WAERS | 1 | CN | |
7 | JBRSENS | WPINDEX | INDEXD | IDX | 1 | CN |
History
Last changed by/on | SAP | 20110901 |
SAP Release Created in |