SAP ABAP Table JBRSVMSEG (RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-RA (Application Component) Risk Analysis
     ⤷ JBR (Package) Application development IS-B Risk Mangement

Basic Data

Table Category	TRANSP	Transparent table
Transparent table	JBRSVMSEG	Table Relationship Diagram
Short Description	RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets

Delivery and Maintenance

Pool/cluster
Delivery Class	A	Application Table (Master- and Transaction Data)
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	MANDT	☑	MANDT	MANDT	CLNT	3	0	Client	*
2	SV_STATE_ID	☑	JBRSVSTATEID	JBRSVSTATEID	NUMC	20	0	RM: ID of a Saved Data Status	JBRSVSTATE
3	OBJNR	☑	J_OBJNR	J_OBJNR	CHAR	22	0	Object number	ONR00
4	NGIDNR	☑	JBNGIDNR	JBNGIDNR	NUMC	6	0	Sequence Number for a Transaction ID in Primary Transaction	JBRSVKOET
5	.INCLUDE	☐				0	0	FGET: Valuation Control
6	.INCLUDE	☐				0	0	Market segments for instrument valuation
7	.INCLUDE	☐				0	0	Include: Market Segments Ask/Bid
8	KURSTG	☐	TB_KURSTG	KURST	CHAR	4	0	Exchange rate type bid	*
9	KURSTB	☐	TB_KURSTB	KURST	CHAR	4	0	Exchange rate type ask	*
10	BCURVE	☐	TB_BCURVE	JBSZKART	NUMC	4	0	Bid valuation curve type for mark-to-market	*
11	BCURVEB	☐	TB_BCURVEB	JBSZKART	NUMC	4	0	Ask Valuation Curve: Mark-to-Market	*
12	WPKURSART	☐	TB_WKURSA	VVSKURSART	CHAR	2	0	Security price type for evaluations	*
13	IDXART	☐	IDXART	CHAR2	CHAR	2	0	Index Type
14	DVOLARTG	☐	TB_VOLARTG	T_VOLART	CHAR	3	0	Volatility Type "Bid Rates" for Foreign Exchange	*
15	DVOLARTB	☐	TB_VOLARTB	T_VOLART	CHAR	3	0	Volatility Type "Ask Rates" for Foreign Exchange	*
16	ZVOLARTG	☐	TB_ZVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Interest Rates	*
17	ZVOLARTB	☐	TB_ZVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Interest Rates	*
18	WVOLARTG	☐	TB_WVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Securities	*
19	WVOLARTB	☐	TB_WVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Securities	*
20	IXVOLARTG	☐	TV_IXVOLG	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Bid Rates	*
21	IXVOLARTB	☐	TV_IXVOLB	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Ask Rates	*
22	HWVOLARTG	☐	TV_HWVOLAG	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Bid Rate	*
23	HWVOLARTB	☐	TV_HWVOLAB	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Ask Rate	*
24	KORRARTG	☐	TV_KORRARTG	T_KORART	CHAR	3	0	'Bid' Correlation Type	*
25	KORRARTB	☐	TV_KORRARTB	T_KORART	CHAR	3	0	'Ask' Correlation Type	*
26	VNAME	☐	TV_VNAME	TV_VNAME	CHAR	15	0	Volatility Name	*
27	BCURVE_RF	☐	TB_BCURVE_RF	JBSZKART	NUMC	4	0	Bid Valuation Curve : Risk Free	*
28	BCURVEB_RF	☐	TB_BCURVEB_RF	JBSZKART	NUMC	4	0	Ask Valuation Curve : Risk Free	*
29	.INCLUDE	☐				0	0	Include: Evaluation Control
30	CALCVERF	☐	TV_CALCV	T_CALCV	CHAR	4	0	Calculation Routines	*
31	WPPVART	☐	TV_WPVART	XFELD	CHAR	1	0	Calculate Theoretical NPV
32	WKTAGE	☐	TV_WKTAGE	TV_ALTER	DEC	3	0	Maximum age of historical price in days
33	SVOLART	☐	TB_SVOLART	T_VOLART	CHAR	3	0	Volatility Type for Convexity Adjustment	*
34	XHOR_CASHF	☐	TV_XHOR_CF	XFELD	CHAR	1	0	Is cash flow at horizon included in NPV?
35	XINTOPT	☐	TV_XINTOPT	XFELD	CHAR	1	0	Value Swaptions as Interest Rate Options
36	XIMPLOPT	☐	TV_XIMPLOPT	XFELD	CHAR	1	0	Break Down Implied Options
37	NAMEAUS	☐	JBRNAMEAUS	JBRNAMEAUS	CHAR	10	0	Disbursement Procedure (Loan)	JBTAUSVER
38	SET_NAME	☐	RDPT_SET_NAME	RDPT_SET_NAME	CHAR	15	0	Redemption Schedule Set	*
39	STUECKZINS	☐	JBR_X_STUECKZINS	XFELD	CHAR	1	0	Include the Horizon when Calculating Accrued Interest
40	FLG_ACCR_INT	☐	JBR_FLG_ACCR_INT	FLAG	CHAR	1	0	Calculate Accrued Interest
41	DISB_START	☐	JBR_DISB_START	JBR_DISB_START	CHAR	1	0	Start of Disbursement Procedure
42	DISB_CAL	☐	JBR_DISB_CAL	WFCID	CHAR	2	0	Calendar for Disbursement Procedure	TFACD
43	VALUATION_MODEL	☐	JBR_VALUATION_MODEL	JBR_VALUATION_MODEL	CHAR	4	0	Valuation Model for Financial Transactions
44	NUMBER_OF_STEPS	☐	JBR_NUMBER_OF_STEPS		INT4	10	0	Default Number of Steps for Discretization Method
45	MAX_STEPLENGTH	☐	JBR_MAXIMUM_STEPLENGTH		DEC	12	6	Maximum Permitted Time Step for Discretization Method
46	PREPAYMENT	☐	JBR_PREPAYMENT	JBR_PREPAYMENT	CHAR	1	0	Prepayment
47	X_PREPAYMENT	☐	JBR_X_PREPAYMENT	XFELD	CHAR	1	0	Indicator for Prepayment - Point Effect
48	FLG_WITH_COMPENS	☐	JBR_FLG_WITH_COMPENS	FLAG	CHAR	1	0	Select FX Offsetting Transactions
49	FLG_TERMINATED_D	☐	JBR_FLG_TERMINATED_DEAL	FLAG	CHAR	1	0	Select Transaction on Day of Cancellation/Settlement
50	XCREDITSPREAD	☐	TV_XCSPREAD	XFELD	CHAR	1	0	Use Credit Spreads at Discounting
51	CSPREAD_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	TCRC_CSPR_TYPE
52	XCSP_USE_VAR_RT	☐	TV_CSPRD_USE_VAR_RT	XFELD	CHAR	1	0	Use Credit Spread when Calculating Forward Interest Rates
53	CSP_FWD_RT_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	*
54	.INCLUDE	☐				0	0	Include: External Price Calculator
55	XEXTBW	☐	TV_XEXTBW	TV_XEXTBW	CHAR	1	0	Indicator for External Valuation
56	XDEST_T1	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
57	XFUNC_T1	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
58	XDEST_T2	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
59	XFUNC_T2	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
60	.INCLUDE	☐				0	0	Include: Mapping Control
61	IDX	☐	IDX	CHAR10	CHAR	10	0	Securities Index
62	BFART	☐	JBRBFART_D	JBRBFART	CHAR	3	0	Beta Factor Type	*
63	XSTDINDEX	☐	TV_XDEFIDX	XFLAG	CHAR	1	0	Is index standard index?
64	STDBETAF	☐	TV_BETAF	JBFBFAKTOR	DEC	10	6	Standard Beta Factor
65	XCONVADJ	☐	TV_XCONV	CHAR001	CHAR	1	0	Calculate convexity adjustment?
66	XKOMPRESS	☐	TV_KOMPR	T_KOMPR	CHAR	1	0	Activate Presummarization
67	.INCLUDE	☐				0	0	VaR Control for Instrument Valuation
68	.INCLUDE	☐				0	0	Include: VaR Valuation Control
69	DIFFBAR	☐	TV_DFREG	TV_DFREG	NUMC	2	0	Differentiation Rule for NPV Function
70	.INCLUDE	☐				0	0	GAP Analysis Control for Instrument Valuation
71	.INCLUDE	☐				0	0	GAP Analysis Valuation Control
72	DELTA_KNZ	☐	JBRKNZDELT	JBROPDELTA	CHAR	1	0	Treatment of Options (Gap Evaluation)
73	STAT_KNZ	☐	JBRSTATKNZ	JBRSTATKNZ	CHAR	1	0	Display Static Interest Rate or Product Interest Rate
74	OZ_FROM	☐	JBRGETOZ	JBRGETOZ	CHAR	1	0	Determination of Opportunity Interest Rate for ALM
75	SOPPZINS	☐	JBROZKNZ	XFELD	CHAR	1	0	Gap: Indicator for Opportunity Interest Rate
76	SEFFZINS	☐	JBREZKNZ	XFELD	CHAR	1	0	GAP effective interest rate indicator
77	SDATUM	☐	JBRDATKNZ	JBRDATKNZ	CHAR	1	0	GAP date indicator
78	SEXTGAP	☐	JBREXTKNZ	JBREXTKNZ	CHAR	1	0	External Gap Analysis
79	EXDEST	☐	JBRRFCDEST	RFCDEST	CHAR	32	0	RM Gap: Destination for External Transaction Analysis	*
80	EXFUNC	☐	JBRRFCFNAME	FUNCNAME	CHAR	30	0	RM Gap: RFC - Function Name for External Trans. Analysis	*
81	BILVOLKNZ	☐	JBRBILVOLKNZ	JBRBILVOLKNZ	CHAR	1	0	Inclusion of Off-Balance-Sheet Transactions in BS Volume
82	LFZENDE	☐	JBRLFZENDE	JBRLFZENDE	CHAR	1	0	Position Outflow at End of Term or Fixed Interest Period
83	DEVTERM	☐	JBRDEVTERM	JBRDEVTERM	CHAR	1	0	Depiction of Forward Exchange Transactions in ALM Simulation

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	JBRSVMSEG	CSPREAD_TYPE	TCRC_CSPR_TYPE	CSPREAD_TYPE	KEY	1	CN
2	JBRSVMSEG	DISB_CAL	TFACD	IDENT
3	JBRSVMSEG	NAMEAUS	JBTAUSVER	NAMEAUS
4	JBRSVMSEG	NGIDNR	JBRSVKOET	NGIDNR		1	CN
5	JBRSVMSEG	OBJNR	ONR00	OBJNR		1	CN
6	JBRSVMSEG	SV_STATE_ID	JBRSVSTATE	SV_STATE_ID	KEY	1	CN

History

Last changed by/on	SAP	20130529
SAP Release Created in