Table list used by SAP ABAP Function Module RM_MD_WP_READ_SEQUENCE (Interpolate Securities Prices from Scenario Flow)
SAP ABAP Function Module
RM_MD_WP_READ_SEQUENCE (Interpolate Securities Prices from Scenario Flow) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATRAS | Treasury Rates Table | SOURCE VALUE(KURS) LIKE ATRAS-PKTKUR |
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| 2 | ATRAS | Treasury Rates Table | SOURCE VALUE(WPHDLP) LIKE ATRAS-RHANDPL |
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| 3 | ATRAS | Treasury Rates Table | SOURCE VALUE(WPKART) LIKE ATRAS-SKURSART |
|
| 4 | ATRAS | Treasury Rates Table | SOURCE VALUE(WAERS) LIKE ATRAS-WAERS |
|
| 5 | ATSYC | Default Settings for Risk Evaluations | SOURCE VALUE(WKTAGE) LIKE ATSYC-WKTAGE |
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| 6 | JBRREG | Rule Structure for Simulation Analyses | ||
| 7 | VTVSZVERL | Scenario Progression: List of Scenarios and Validity Dates | ||
| 8 | VTVSZVERL | Scenario Progression: List of Scenarios and Validity Dates | SOURCE VALUE(SEQUENCE) LIKE VTVSZVERL-SZVERLAUF |
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| 9 | VTVSZWPKU | Buffer Structure for Security Prices (Current) | ||
| 10 | VWPANLA | Asset master for securities | SOURCE VALUE(WPGATT) LIKE VWPANLA-RANL |
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