SAP ABAP Table VTVFGMSBW (Include: Evaluation Control)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     ⤷ FTBB (Package) Risk Management Basis

Basic Data

Table Category	INTTAB	Structure
Structure	VTVFGMSBW	Table Relationship Diagram
Short Description	Include: Evaluation Control

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	CALCVERF	☐	TV_CALCV	T_CALCV	CHAR	4	0	Calculation Routines	*
2	WPPVART	☐	TV_WPVART	XFELD	CHAR	1	0	Calculate Theoretical NPV
3	WKTAGE	☐	TV_WKTAGE	TV_ALTER	DEC	3	0	Maximum age of historical price in days
4	SVOLART	☐	TB_SVOLART	T_VOLART	CHAR	3	0	Volatility Type for Convexity Adjustment	*
5	XHOR_CASHF	☐	TV_XHOR_CF	XFELD	CHAR	1	0	Is cash flow at horizon included in NPV?
6	XINTOPT	☐	TV_XINTOPT	XFELD	CHAR	1	0	Value Swaptions as Interest Rate Options
7	XIMPLOPT	☐	TV_XIMPLOPT	XFELD	CHAR	1	0	Break Down Implied Options
8	NAMEAUS	☐	JBRNAMEAUS	JBRNAMEAUS	CHAR	10	0	Disbursement Procedure (Loan)	JBTAUSVER
9	SET_NAME	☐	RDPT_SET_NAME	RDPT_SET_NAME	CHAR	15	0	Redemption Schedule Set	*
10	STUECKZINS	☐	JBR_X_STUECKZINS	XFELD	CHAR	1	0	Include the Horizon when Calculating Accrued Interest
11	FLG_ACCR_INT	☐	JBR_FLG_ACCR_INT	FLAG	CHAR	1	0	Calculate Accrued Interest
12	DISB_START	☐	JBR_DISB_START	JBR_DISB_START	CHAR	1	0	Start of Disbursement Procedure
13	DISB_CAL	☐	JBR_DISB_CAL	WFCID	CHAR	2	0	Calendar for Disbursement Procedure	TFACD
14	VALUATION_MODEL	☐	JBR_VALUATION_MODEL	JBR_VALUATION_MODEL	CHAR	4	0	Valuation Model for Financial Transactions
15	NUMBER_OF_STEPS	☐	JBR_NUMBER_OF_STEPS		INT4	10	0	Default Number of Steps for Discretization Method
16	MAX_STEPLENGTH	☐	JBR_MAXIMUM_STEPLENGTH		DEC	12	6	Maximum Permitted Time Step for Discretization Method
17	PREPAYMENT	☐	JBR_PREPAYMENT	JBR_PREPAYMENT	CHAR	1	0	Prepayment
18	X_PREPAYMENT	☐	JBR_X_PREPAYMENT	XFELD	CHAR	1	0	Indicator for Prepayment - Point Effect
19	FLG_WITH_COMPENS	☐	JBR_FLG_WITH_COMPENS	FLAG	CHAR	1	0	Select FX Offsetting Transactions
20	FLG_TERMINATED_D	☐	JBR_FLG_TERMINATED_DEAL	FLAG	CHAR	1	0	Select Transaction on Day of Cancellation/Settlement
21	XCREDITSPREAD	☐	TV_XCSPREAD	XFELD	CHAR	1	0	Use Credit Spreads at Discounting
22	CSPREAD_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	TCRC_CSPR_TYPE
23	XCSP_USE_VAR_RT	☐	TV_CSPRD_USE_VAR_RT	XFELD	CHAR	1	0	Use Credit Spread when Calculating Forward Interest Rates
24	CSP_FWD_RT_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	*

Foreign Keys

	Source Table	Source Column	Foreign Table	Foreign Column	Dependency Factor	Cardinality left	Cardinality right
1	VTVFGMSBW	CSPREAD_TYPE	TCRC_CSPR_TYPE	CSPREAD_TYPE	KEY	1	CN
2	VTVFGMSBW	DISB_CAL	TFACD	IDENT
3	VTVFGMSBW	NAMEAUS	JBTAUSVER	NAMEAUS

History

Last changed by/on	SAP	20130529
SAP Release Created in