SAP ABAP Table VTVFGMSEG (Market segments for instrument valuation)

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	INTTAB	Structure
Structure	VTVFGMSEG	Table Relationship Diagram
Short Description	Market segments for instrument valuation

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	.INCLUDE	☐				0	0	Include: Market Segments Ask/Bid
2	KURSTG	☐	TB_KURSTG	KURST	CHAR	4	0	Exchange rate type bid	*
3	KURSTB	☐	TB_KURSTB	KURST	CHAR	4	0	Exchange rate type ask	*
4	BCURVE	☐	TB_BCURVE	JBSZKART	NUMC	4	0	Bid valuation curve type for mark-to-market	*
5	BCURVEB	☐	TB_BCURVEB	JBSZKART	NUMC	4	0	Ask Valuation Curve: Mark-to-Market	*
6	WPKURSART	☐	TB_WKURSA	VVSKURSART	CHAR	2	0	Security price type for evaluations	*
7	IDXART	☐	IDXART	CHAR2	CHAR	2	0	Index Type
8	DVOLARTG	☐	TB_VOLARTG	T_VOLART	CHAR	3	0	Volatility Type "Bid Rates" for Foreign Exchange	*
9	DVOLARTB	☐	TB_VOLARTB	T_VOLART	CHAR	3	0	Volatility Type "Ask Rates" for Foreign Exchange	*
10	ZVOLARTG	☐	TB_ZVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Interest Rates	*
11	ZVOLARTB	☐	TB_ZVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Interest Rates	*
12	WVOLARTG	☐	TB_WVOLARG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Securities	*
13	WVOLARTB	☐	TB_WVOLARB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Securities	*
14	IXVOLARTG	☐	TV_IXVOLG	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Bid Rates	*
15	IXVOLARTB	☐	TV_IXVOLB	T_VOLART	CHAR	3	0	Volatility Type for Security Indexes; Ask Rates	*
16	HWVOLARTG	☐	TV_HWVOLAG	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Bid Rate	*
17	HWVOLARTB	☐	TV_HWVOLAB	T_VOLART	CHAR	3	0	Volatility Type for Yield Curve Model, Ask Rate	*
18	KORRARTG	☐	TV_KORRARTG	T_KORART	CHAR	3	0	'Bid' Correlation Type	*
19	KORRARTB	☐	TV_KORRARTB	T_KORART	CHAR	3	0	'Ask' Correlation Type	*
20	VNAME	☐	TV_VNAME	TV_VNAME	CHAR	15	0	Volatility Name	*
21	BCURVE_RF	☐	TB_BCURVE_RF	JBSZKART	NUMC	4	0	Bid Valuation Curve : Risk Free	*
22	BCURVEB_RF	☐	TB_BCURVEB_RF	JBSZKART	NUMC	4	0	Ask Valuation Curve : Risk Free	*
23	.INCLUDE	☐				0	0	Include: Evaluation Control
24	CALCVERF	☐	TV_CALCV	T_CALCV	CHAR	4	0	Calculation Routines	*
25	WPPVART	☐	TV_WPVART	XFELD	CHAR	1	0	Calculate Theoretical NPV
26	WKTAGE	☐	TV_WKTAGE	TV_ALTER	DEC	3	0	Maximum age of historical price in days
27	SVOLART	☐	TB_SVOLART	T_VOLART	CHAR	3	0	Volatility Type for Convexity Adjustment	*
28	XHOR_CASHF	☐	TV_XHOR_CF	XFELD	CHAR	1	0	Is cash flow at horizon included in NPV?
29	XINTOPT	☐	TV_XINTOPT	XFELD	CHAR	1	0	Value Swaptions as Interest Rate Options
30	XIMPLOPT	☐	TV_XIMPLOPT	XFELD	CHAR	1	0	Break Down Implied Options
31	NAMEAUS	☐	JBRNAMEAUS	JBRNAMEAUS	CHAR	10	0	Disbursement Procedure (Loan)	JBTAUSVER
32	SET_NAME	☐	RDPT_SET_NAME	RDPT_SET_NAME	CHAR	15	0	Redemption Schedule Set	*
33	STUECKZINS	☐	JBR_X_STUECKZINS	XFELD	CHAR	1	0	Include the Horizon when Calculating Accrued Interest
34	FLG_ACCR_INT	☐	JBR_FLG_ACCR_INT	FLAG	CHAR	1	0	Calculate Accrued Interest
35	DISB_START	☐	JBR_DISB_START	JBR_DISB_START	CHAR	1	0	Start of Disbursement Procedure
36	DISB_CAL	☐	JBR_DISB_CAL	WFCID	CHAR	2	0	Calendar for Disbursement Procedure	TFACD
37	VALUATION_MODEL	☐	JBR_VALUATION_MODEL	JBR_VALUATION_MODEL	CHAR	4	0	Valuation Model for Financial Transactions
38	NUMBER_OF_STEPS	☐	JBR_NUMBER_OF_STEPS		INT4	10	0	Default Number of Steps for Discretization Method
39	MAX_STEPLENGTH	☐	JBR_MAXIMUM_STEPLENGTH		DEC	12	6	Maximum Permitted Time Step for Discretization Method
40	PREPAYMENT	☐	JBR_PREPAYMENT	JBR_PREPAYMENT	CHAR	1	0	Prepayment
41	X_PREPAYMENT	☐	JBR_X_PREPAYMENT	XFELD	CHAR	1	0	Indicator for Prepayment - Point Effect
42	FLG_WITH_COMPENS	☐	JBR_FLG_WITH_COMPENS	FLAG	CHAR	1	0	Select FX Offsetting Transactions
43	FLG_TERMINATED_D	☐	JBR_FLG_TERMINATED_DEAL	FLAG	CHAR	1	0	Select Transaction on Day of Cancellation/Settlement
44	XCREDITSPREAD	☐	TV_XCSPREAD	XFELD	CHAR	1	0	Use Credit Spreads at Discounting
45	CSPREAD_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	TCRC_CSPR_TYPE
46	XCSP_USE_VAR_RT	☐	TV_CSPRD_USE_VAR_RT	XFELD	CHAR	1	0	Use Credit Spread when Calculating Forward Interest Rates
47	CSP_FWD_RT_TYPE	☐	TCR_CSPREAD_TYPE	TCR_CSPREAD_TYPE	CHAR	2	0	Credit Spread Type	*
48	.INCLUDE	☐				0	0	Include: External Price Calculator
49	XEXTBW	☐	TV_XEXTBW	TV_XEXTBW	CHAR	1	0	Indicator for External Valuation
50	XDEST_T1	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
51	XFUNC_T1	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
52	XDEST_T2	☐	TV_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination in SAP Banking RM	*
53	XFUNC_T2	☐	TV_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function Name in SAP Banking RM	*
54	.INCLUDE	☐				0	0	Include: Mapping Control
55	IDX	☐	IDX	CHAR10	CHAR	10	0	Securities Index
56	BFART	☐	JBRBFART_D	JBRBFART	CHAR	3	0	Beta Factor Type	*
57	XSTDINDEX	☐	TV_XDEFIDX	XFLAG	CHAR	1	0	Is index standard index?
58	STDBETAF	☐	TV_BETAF	JBFBFAKTOR	DEC	10	6	Standard Beta Factor
59	XCONVADJ	☐	TV_XCONV	CHAR001	CHAR	1	0	Calculate convexity adjustment?
60	XKOMPRESS	☐	TV_KOMPR	T_KOMPR	CHAR	1	0	Activate Presummarization

Foreign Keys

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

History

Last changed by/on	SAP	20130529
SAP Release Created in