| 1 |
MANDT |
JBREVAL |
MANDT |
|
|
MANDT |
|
Client |
| 2 |
AUSWERTUNG |
JBREVAL |
AUSWERTUNG |
|
|
JBREVAL_D |
|
ID of Risk Management Evaluation |
| 3 |
BCURVE |
ATSYC |
BCURVE |
|
|
TB_BCURVE |
|
Bid valuation curve type for mark-to-market |
| 4 |
BCURVEB |
ATSYC |
BCURVEB |
|
|
TB_BCURVEB |
|
Ask Valuation Curve: Mark-to-Market |
| 5 |
BCURVEM |
ATSYC |
BCURVEM |
|
|
TB_BCURVEM |
|
Middle valuation curve: Mark-to-market |
| 6 |
DVOLARTB |
ATSYC |
DVOLARTB |
|
|
TB_VOLARTB |
|
Volatility Type "Ask Rates" for Foreign Exchange |
| 7 |
DVOLARTG |
ATSYC |
DVOLARTG |
|
|
TB_VOLARTG |
|
Volatility Type "Bid Rates" for Foreign Exchange |
| 8 |
ZVOLARTG |
ATSYC |
ZVOLARTG |
|
|
TB_ZVOLARG |
|
Volatility Type 'Bid' for Interest Rates |
| 9 |
ZVOLARTB |
ATSYC |
ZVOLARTB |
|
|
TB_ZVOLARB |
|
Volatility Type 'Ask' for Interest Rates |
| 10 |
WVOLARTG |
ATSYC |
WVOLARTG |
|
|
TB_WVOLARG |
|
Volatility Type 'Bid' for Securities |
| 11 |
WVOLARTB |
ATSYC |
WVOLARTB |
|
|
TB_WVOLARB |
|
Volatility Type 'Ask' for Securities |
| 12 |
XDFCURR |
ATSYC |
XDFCURR |
|
|
TV_XDFCURR |
|
X - Import exchange rates from datafeed |
| 13 |
XDFINTE |
ATSYC |
XDFINTE |
|
|
TV_XDFINTE |
|
X - Import interest rates from datafeed |
| 14 |
XDFIVOL |
ATSYC |
XDFIVOL |
|
|
TV_XDFIVOL |
|
Import interest volatilities from datafeed |
| 15 |
XDFCVOL |
ATSYC |
XDFCVOL |
|
|
TV_XDFCVOL |
|
Import exchange rate volatilities from datafeed |
| 16 |
XDFWERT |
ATSYC |
XDFWERT |
|
|
TV_XDFWERT |
|
Import security prices from datafeed |
| 17 |
WPKURSART |
ATSYC |
WPKURSART |
|
|
TB_WKURSA |
|
Security price type for evaluations |
| 18 |
KURSTG |
ATSYC |
KURSTG |
|
|
TB_KURSTG |
|
Exchange rate type bid |
| 19 |
KURSTB |
ATSYC |
KURSTB |
|
|
TB_KURSTB |
|
Exchange rate type ask |
| 20 |
KBEZ |
JBREVALT |
KBEZ |
|
|
JBXKBEZ |
|
Short Name |
| 21 |
LBEZ |
JBREVALT |
LBEZ |
|
|
JBXLBEZ |
|
Long Name |
| 22 |
WKTAGE |
ATSYC |
WKTAGE |
|
|
TV_WKTAGE |
|
Maximum age of historical price in days |
| 23 |
RWORKMODUS |
ATSYC |
RWORKMODUS |
|
|
TB_MODUS |
|
Datafeed: Operating mode function module |
| 24 |
FEEDNAME |
ATSYC |
FEEDNAME |
|
|
TB_DFNAME |
|
Market Data: Data Provider |
| 25 |
IDXART |
ATSYC |
IDXART |
|
|
IDXART |
|
Index Type |
| 26 |
KURSTM |
ATSYC |
KURSTM |
|
|
TB_KURSTM |
|
Exchange rate type middle |
| 27 |
BFART |
ATSYC |
BFART |
|
|
JBRBFART_D |
|
Beta Factor Type |
| 28 |
DVOLARTM |
ATSYC |
DVOLARTM |
|
|
TB_VOLARTM |
|
Volatility Type Middle Rates for Foreign Exchange |
| 29 |
ZVOLARTM |
ATSYC |
ZVOLARTM |
|
|
TB_ZVOLARM |
|
Volatility Type Middle Rates for Interest |
| 30 |
WVOLARTM |
ATSYC |
WVOLARTM |
|
|
TB_WVOLARM |
|
Volatility Type Middle Rates for Securities |
| 31 |
SVOLART |
ATSYC |
SVOLART |
|
|
TB_SVOLART |
|
Volatility Type for Convexity Adjustment |
| 32 |
XCONVADJ |
ATSYC |
XCONVADJ |
|
|
TV_XCONV |
|
Calculate convexity adjustment? |
| 33 |
DEFIDX |
ATSYCII |
DEFIDX |
|
|
TV_IDX |
|
Standard Security Index |
| 34 |
DEFBETAF |
ATSYCII |
DEFBETAF |
|
|
TV_BETAF |
|
Standard Beta Factor |
| 35 |
IXVOLARTG |
ATSYCII |
IXVOLARTG |
|
|
TV_IXVOLG |
|
Volatility Type for Security Indexes; Bid Rates |
| 36 |
IXVOLARTB |
ATSYCII |
IXVOLARTB |
|
|
TV_IXVOLB |
|
Volatility Type for Security Indexes; Ask Rates |
| 37 |
IXVOLARTM |
ATSYCII |
IXVOLARTM |
|
|
TV_IXVOLM |
|
Volatility Type for Security Indexes; Middle Rates |
| 38 |
HWVOLARTG |
ATSYC |
HWVOLARTG |
|
|
TV_HWVOLAG |
|
Volatility Type for Yield Curve Model, Bid Rate |
| 39 |
HWVOLARTB |
ATSYC |
HWVOLARTB |
|
|
TV_HWVOLAB |
|
Volatility Type for Yield Curve Model, Ask Rate |
| 40 |
HWVOLARTM |
ATSYC |
HWVOLARTM |
|
|
TV_HWVOLAM |
|
Volatility Type for Yield Curve Model, Middle Rate |
| 41 |
KORRARTG |
ATSYC |
KORRARTG |
|
|
TV_CORRTYPEG |
|
'Bid' Correlation Type |
| 42 |
KORRARTB |
ATSYC |
KORRARTB |
|
|
TV_CORRTYPEB |
|
'Ask' Correlation Type |
| 43 |
KORRARTM |
ATSYC |
KORRARTM |
|
|
TV_CORRTYPEM |
|
'Middle' Correlation Type |
| 44 |
XKOMPRESS |
ATSYCII |
XKOMPRESS |
|
|
TV_KOMPR |
|
Activate Presummarization |
| 45 |
XHOR_CASHF |
ATSYC |
XHOR_CASHF |
|
|
TV_XHOR_CF |
|
Is cash flow at horizon included in NPV? |
| 46 |
AUTGR |
ATSYC |
AUTGR |
|
|
TV_AUTGR |
|
Authorization Group |
| 47 |
LZB |
JBRBG0 |
LZB |
|
|
JBRLZB_D |
|
Maturity Band |
| 48 |
NAMEAUS |
ATSYCII |
NAMEAUS |
|
|
JBRNAMEAUS |
|
Disbursement Procedure (Loan) |
| 49 |
STUECKZINS |
ATSYCII |
STUECKZINS |
|
|
JBR_X_STUECKZINS |
|
Include the Horizon when Calculating Accrued Interest |
| 50 |
PREPAYMENT |
ATSYCII |
PREPAYMENT |
|
|
JBR_PREPAYMENT |
|
Prepayment |
| 51 |
X_PREPAYMENT |
ATSYCII |
X_PREPAYMENT |
|
|
JBR_X_PREPAYMENT |
|
Indicator for Prepayment - Point Effect |
| 52 |
FLG_WITH_COMPENS |
ATSYCII |
FLG_WITH_COMPENS |
|
|
JBR_FLG_WITH_COMPENS |
|
Select FX Offsetting Transactions |
| 53 |
FLG_TERMINATED_D |
ATSYCII |
FLG_TERMINATED_D |
|
|
JBR_FLG_TERMINATED_DEAL |
|
Select Transaction on Day of Cancellation/Settlement |
| 54 |
XEXTBW |
ATSYC |
XEXTBW |
|
|
TV_XEXTBW |
|
Indicator for External Valuation |
| 55 |
XDEST_T1 |
ATSYC |
XDEST_T1 |
|
|
TV_RFCDEST |
|
RM RFC: Destination in SAP Banking RM |
| 56 |
XFUNC_T1 |
ATSYC |
XFUNC_T1 |
|
|
TV_RFCFNAME |
|
RM RFC: Function Name in SAP Banking RM |
| 57 |
XDEST_T2 |
ATSYC |
XDEST_T2 |
|
|
TV_RFCDEST |
|
RM RFC: Destination in SAP Banking RM |
| 58 |
XFUNC_T2 |
ATSYC |
XFUNC_T2 |
|
|
TV_RFCFNAME |
|
RM RFC: Function Name in SAP Banking RM |
| 59 |
XCREDITSPREAD |
ATSYC |
XCREDITSPREAD |
|
|
TV_XCSPREAD |
|
Use Credit Spreads at Discounting |
| 60 |
CSPREAD_TYPE |
ATSYC |
CSPREAD_TYPE |
|
|
TCR_CSPREAD_TYPE |
|
Credit Spread Type |
| 61 |
BCURVEB_RF |
ATSYC |
BCURVEB_RF |
|
|
TB_BCURVEB_RF |
|
Ask Valuation Curve : Risk Free |
| 62 |
BCURVEM_RF |
ATSYC |
BCURVEM_RF |
|
|
TB_BCURVEM_RF |
|
Middle Valuation Curve : Risk Free |
| 63 |
BCURVE_RF |
ATSYC |
BCURVE_RF |
|
|
TB_BCURVE_RF |
|
Bid Valuation Curve : Risk Free |
| 64 |
XCSP_USE_VAR_RT |
ATSYC |
XCSP_USE_VAR_RT |
|
|
TV_CSPRD_USE_VAR_RT |
|
Use Credit Spread when Calculating Forward Interest Rates |
| 65 |
CSP_FWD_RT_TYPE |
ATSYC |
CSP_FWD_RT_TYPE |
|
|
TCR_CSPREAD_TYPE |
|
Credit Spread Type |
| |
|
|
|
|
|
|
|
|