SAP ABAP Table VTV_STANDARD_KEYFIGURES (Standard RM Values (Examples: NPV, Duration, Convexity))

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	VTV_STANDARD_KEYFIGURES	Table Relationship Diagram
Short Description	Standard RM Values (Examples: NPV, Duration, Convexity)

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	NPV_PC	☐	VTV_NPV_PC	T_PRESVAL	CURR	17	2	RM Net Present Value in Position Currency
2	NPV_CC	☐	VTV_NPV_CC	T_PRESVAL	CURR	17	2	RM NPV in Evaluation Currency
3	NPV_LONG_PC	☐	VTV_NPV_LONG_PC	T_PRESVAL	CURR	17	2	RM NPV of Incoming Side in Currency of Incoming Side
4	NPV_SHORT_PC	☐	VTV_NPV_SHORT_PC	T_PRESVAL	CURR	17	2	RM NPV of Outgoing Side in Currency of Outgoing Side
5	NPV_LONG_CC	☐	VTV_NPV_LONG_CC	T_PRESVAL	CURR	17	2	RM NPV of Incoming Side in Evaluation Currency
6	NPV_SHORT_CC	☐	VTV_NPV_SHORT_CC	T_PRESVAL	CURR	17	2	RM NPV of Outgoing Side in Evaluation Currency
7	CLEAN_PRICE_PC	☐	TV_CLEAN_PRICE_PC	T_PRESVAL	CURR	17	2	Clean Price in Position Currency
8	CLEAN_PRICE_CC	☐	FTI_CLEAN_PRICE_CC	T_PRESVAL	CURR	17	2	Clean Price in Valuation Currency
9	BPVALUE_PC	☐	TV_VALBP_PC	T_PRESVAL	CURR	17	2	Basis Point Value in Position Currency
10	BPVALUE_CC	☐	TV_VALBP	T_PRESVAL	CURR	17	2	Basis Point Value in Evaluation Currency
11	POS_CCY	☐	TV_POS_CCY	WAERS	CUKY	5	0	Position Currency	*
12	CALC_CCY	☐	AFW_EVAL_CURRENCY	WAERS	CUKY	5	0	Evaluation Currency	*
13	LONG_CCY	☐	TV_LONG_CCY	WAERS	CUKY	5	0	Currency Investment/Purchase/Incoming Side/Long	*
14	SHORT_CCY	☐	TV_SHORT_CCY	WAERS	CUKY	5	0	Currency Borrowing/Sale/Outgoing Side/Short	*
15	MAC_DURATION	☐	TV_MAC_DURATION	DEC9_3SIGN	DEC	12	3	Macaulay Duration
16	MOD_DURATION	☐	TV_MOD_DURATION	DEC9_3SIGN	DEC	12	3	Fisher-Weil Duration
17	CONVEXITY	☐	TV_CONVEXITY_MORE_ACCURATE	DEC6_5SIGN	DEC	11	5	Convexity with 5 Decimal Places
18	DELTA	☐	TV_DELTA	T_SENSI	DEC	15	10	Delta, 1st derivation of premium based on underlying rate
19	GAMMA	☐	TV_GAMMA	T_GAMMA	DEC	14	8	Gamma, 2nd derivation of premium based on underlying rate
20	THETA	☐	TV_THETA	T_SENSI	DEC	15	10	Theta, 1st derivation of premium according to time
21	VEGA	☐	TV_VEGA	T_SENSI	DEC	15	10	Vega, 1st Volatility Derivative

History

Last changed by/on	SAP	20130529
SAP Release Created in	463_20