SAP ABAP Table JBRSENS (Price types for sensitivity analysis)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
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FTB (Package) Applic. development R/3 Treasury risk simulation analysis
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Basic Data
| Table Category | INTTAB | Structure |
| Structure | JBRSENS |
|
| 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 | |
JBRSMETH | JBRSMETH | NUMC | 1 | 0 | Shift Method | ||
| 2 | |
0 | 0 | Rule Buffer - Substructure for Interest Area | |||||
| 3 | |
WAEHR | WAERS | CUKY | 5 | 0 | Currency of Yield Curve | TCURC | |
| 4 | |
JBSZKART | JBSZKART | NUMC | 4 | 0 | Yield Curve Type | JBD14 | |
| 5 | |
JBNTAGEINT4 | JBNTAGE | INT4 | 10 | 0 | Number of days | ||
| 6 | |
JBJREL | JBJREL | CHAR | 1 | 0 | Indicator for relative interest rate shift | ||
| 7 | |
JBJKURVPW | JBJALL | CHAR | 1 | 0 | Shift all yield curves for one currency | ||
| 8 | |
JBJKURVAW | JBJALL | CHAR | 1 | 0 | Shift all yield curves for all currencies | ||
| 9 | |
REFERENZ | ZIREFKU | CHAR | 10 | 0 | Reference Interest Rate | JBD15 | |
| 10 | |
JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
| 11 | |
JBRBPSHF | DECV3_7 | DEC | 10 | 7 | Basis point shift for sensitivity analysis | ||
| 12 | |
JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
| 13 | |
0 | 0 | Rule Buffer - Substructure for Currency Area | |||||
| 14 | |
TV_FCURR | WAERS | CUKY | 5 | 0 | From Currency | TCURC | |
| 15 | |
TV_TCURR | WAERS | CUKY | 5 | 0 | To-Currency | TCURC | |
| 16 | |
JBJALLEF | JBJALL | CHAR | 1 | 0 | Shift all foreign currencies for one target currency | ||
| 17 | |
JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
| 18 | |
JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
| 19 | |
0 | 0 | Rule buffer - sub-structure for stock indices | |||||
| 20 | |
IDX | CHAR10 | CHAR | 10 | 0 | Securities Index | INDEXD | |
| 21 | |
JBJAIX | JBJALL | CHAR | 1 | 0 | All security indexes | ||
| 22 | |
JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
| 23 | |
JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
| 24 | |
0 | 0 | Rule Buffer - Substructure for Security Class | |||||
| 25 | |
TV_AWP | JBJALL | CHAR | 1 | 0 | Shift all security prices | ||
| 26 | |
TI_RGATT | T_RGATT | CHAR | 13 | 0 | Class | ||
| 27 | |
JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
| 28 | |
JBRPROZSHF | T_PROZVZ | DEC | 5 | 2 | Percentage shift for sensitivity analysis | ||
| 29 | |
0 | 0 | Rule Buffer - Substructure for Interest Rate Volatilities | |||||
| 30 | |
TB_VOLART | T_VOLART | CHAR | 3 | 0 | Volatility Type | ATVO1 | |
| 31 | |
TB_LFZEIT | TV_LFZN | NUMC | 10 | 0 | Term in Days | ||
| 32 | |
JBJALLEVO | JBJALL | CHAR | 1 | 0 | Shift all volatilities | ||
| 33 | |
JBJALLELFZ | JBJALL | CHAR | 1 | 0 | Shift all volatility terms | ||
| 34 | |
JBRAKTIV | XFELD | CHAR | 1 | 0 | Active Indicator for Price Ranges | ||
| 35 | |
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 | |
|
1 | CN | |
| 2 | JBRSENS | REFERENZ | |
|
|||
| 3 | JBRSENS | SZKART | |
|
1 | CN | |
| 4 | JBRSENS | TCURR | |
|
1 | CN | |
| 5 | JBRSENS | VOLART | |
|
1 | CN | |
| 6 | JBRSENS | WAERS | |
|
1 | CN | |
| 7 | JBRSENS | WPINDEX | |
|
1 | CN |
History
| Last changed by/on | SAP | 20110901 |
| SAP Release Created in |