SAP ABAP Table VTVRTMSEG (Market segments for instrument valuation)

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	VTVRTMSEG	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	☐	TVRT_IXVOLG	T_VOLART	CHAR	3	0	Volatility Type 'Bid' for Security Indexes	*
15	IXVOLARTB	☐	TVRT_IXVOLB	T_VOLART	CHAR	3	0	Volatility Type 'Ask' for Security Indexes	*
16	VNAME	☐	TVRT_VNAME	TVRT_VNAME	CHAR	15	0	Volatility name
17	.INCLUDE	☐				0	0	Include: Evaluation Control
18	CALCVERF	☐	TV_CALCV	T_CALCV	CHAR	4	0	Calculation Routines	*
19	WPPVART	☐	TV_WPVART	XFELD	CHAR	1	0	Calculate Theoretical NPV
20	WKTAGE	☐	TV_WKTAGE	TV_ALTER	DEC	3	0	Maximum age of historical price in days
21	SVOLART	☐	TB_SVOLART	T_VOLART	CHAR	3	0	Volatility Type for Convexity Adjustment	*
22	XHOR_CASHF	☐	TV_XHOR_CF	XFELD	CHAR	1	0	Is cash flow at horizon included in NPV?
23	.INCLUDE	☐				0	0	Include: External Price Calculator
24	XEXTBW	☐	TVRT_XEXTBW	TVRT_XEXTBW	CHAR	1	0	RM: Indicator for external valuation
25	XDEST_T1	☐	TVRT_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination for external price calculator	*
26	XFUNC_T1	☐	TVRT_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function name for external price calculator	*
27	XDEST_T2	☐	TVRT_RFCDEST	RFCDEST	CHAR	32	0	RM RFC: Destination for external price calculator	*
28	XFUNC_T2	☐	TVRT_RFCFNAME	FUNCNAME	CHAR	30	0	RM RFC: Function name for external price calculator	*
29	.INCLUDE	☐				0	0	Include: Mapping Control
30	IDX	☐	IDX	CHAR10	CHAR	10	0	Securities Index
31	BFART	☐	JBRBFART_D	JBRBFART	CHAR	3	0	Beta Factor Type	*
32	XSTDINDEX	☐	TVRT_XDEFIDX	XFLAG	CHAR	1	0	Is index standard index?
33	STDBETAF	☐	TVRT_BETAF	JBFBFAKTOR	DEC	10	6	Standard beta factor
34	XCONVADJ	☐	TV_XCONV	CHAR001	CHAR	1	0	Calculate convexity adjustment?
35	XKOMPRESS	☐	TVRT_KOMPR	TVRT_KOMPR	CHAR	1	0	RM: Activate Presummarization

History

Last changed by/on	SAP	20011002
SAP Release Created in