SAP ABAP Table VTV_SENS (Structure for Sensitivities)
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
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 | VTV_SENS |
Table Relationship Diagram 
|
| Short Description | Structure for Sensitivities |
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 |  DELTA |
TV_DELTA | T_SENSI | DEC | 15 | 10 | Delta, 1st derivation of premium based on underlying rate | ||
| 2 | GAMMA |
TV_GAMMA | T_GAMMA | DEC | 14 | 8 | Gamma, 2nd derivation of premium based on underlying rate | ||
| 3 | THETA |
TV_THETA | T_SENSI | DEC | 15 | 10 | Theta, 1st derivation of premium according to time | ||
| 4 | VEGA |
TV_VEGA | T_SENSI | DEC | 15 | 10 | Vega, 1st Volatility Derivative | ||
| 5 | RHOIN |
TV_RHOIN | T_SENSI | DEC | 15 | 10 | Rho 2nd currency, derived from 2nd currency of pair | ||
| 6 | RHOAUS |
TV_RHOAUS | T_SENSI | DEC | 15 | 10 | Rho 1st currency, derived from 1st currency of pair |
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in |
