Table/Structure Field list used by SAP ABAP Function Module RM_MM_FVA_METHOD (Barwert von Forward Volatility Agreement)
SAP ABAP Function Module
RM_MM_FVA_METHOD (Barwert von Forward Volatility Agreement) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBD11F_TYP - IZBAF | Field of type FLTP | ||
| 2 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 3 | JBRREG - REGELTYP | Rule Category for Shift Rule | ||
| 4 | JBRREG - SHIFTTYP | Control indicator for shift adjustment | ||
| 5 | RMOP03 - FIXEDVOLATILITY | Forward Volatility, Fixed for Each Contract | ||
| 6 | SYST - DATUM | ABAP System Field: Current Date of Application Server | ||
| 7 | SYST - MSGID | ABAP System Field: Message ID | ||
| 8 | SYST - MSGTY | ABAP System Field: Message Type | ||
| 9 | TCURC - WAERS | Currency Key | ||
| 10 | TYPE_STRIPDATA - SPOT | Field of type FLTP | ||
| 11 | TYPE_STRIPDATA - VOLATILITY | Field of type FLTP | ||
| 12 | TYPE_STRIPDATA - DIVIDENDRATE | Field of type FLTP | ||
| 13 | VTVFGCF - SSIGN | Direction of flow | ||
| 14 | VTVFGCF02 - SCWHR | Currency of cash flow | ||
| 15 | VTVFGCF08 - CFKNZ | Cash Flow Indicator | ||
| 16 | VTVFGCF08 - SCWHR | Currency of cash flow | ||
| 17 | VTVFGKO - SBWHR | Currency of Nominal Amount | ||
| 18 | VTVFGKO - SBWHR | Currency of Nominal Amount | SOURCE REFERENCE(I_RES_CURR) LIKE VTVFGKO-SBWHR |
|
| 19 | VTVFGKO - SFGTYP | Transaction Category | ||
| 20 | VTVFGKO01 - DELFZ | End of Term/End of Period of Notice | ||
| 21 | VTVFGKO01 - SFGTYP | Buy/Sell | ||
| 22 | VTVFGKO01 - DBLFZ | Start of Term | ||
| 23 | VTVFGKO08 - DBLFZ | Start of Term | ||
| 24 | VTVFGKO08 - DELFZ | End of Term/End of Period of Notice | ||
| 25 | VTVFGKO08 - SFGTYP | Buy/Sell | ||
| 26 | VTVFGMS01 - DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | ||
| 27 | VTVFGMS01 - VNAME | Volatility Name | ||
| 28 | VTVFGMS01 - KURSTG | Exchange rate type bid | ||
| 29 | VTVFGMS01 - KURSTB | Exchange rate type ask | ||
| 30 | VTVFGMS01 - DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | ||
| 31 | VTVFGMS01 - BCURVE_RF | Bid Valuation Curve : Risk Free | ||
| 32 | VTVFGMS01 - BCURVEB_RF | Ask Valuation Curve : Risk Free | ||
| 33 | VTVFGMS01 - BCURVEB | Ask Valuation Curve: Mark-to-Market | ||
| 34 | VTVFGMS01 - BCURVE | Bid valuation curve type for mark-to-market | ||
| 35 | VTVFGMSBW - XHOR_CASHF | Is cash flow at horizon included in NPV? | ||
| 36 | VTVFGMSEG - BCURVE | Bid valuation curve type for mark-to-market | ||
| 37 | VTVFGMSEG - XHOR_CASHF | Is cash flow at horizon included in NPV? | ||
| 38 | VTVFGMSEG - VNAME | Volatility Name | ||
| 39 | VTVFGMSEG - KURSTG | Exchange rate type bid | ||
| 40 | VTVFGMSEG - KURSTB | Exchange rate type ask | ||
| 41 | VTVFGMSEG - DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | ||
| 42 | VTVFGMSEG - BCURVE_RF | Bid Valuation Curve : Risk Free | ||
| 43 | VTVFGMSEG - BCURVEB_RF | Ask Valuation Curve : Risk Free | ||
| 44 | VTVFGMSEG - BCURVEB | Ask Valuation Curve: Mark-to-Market | ||
| 45 | VTVFGMSEG - DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | ||
| 46 | VTVFGOP01 - OFWAERS | Strike Currency of Option/Future | ||
| 47 | VTVFGOP01 - SPUTCALL | Put/Call Indicator for Options | ||
| 48 | VTVFGOP08 - FIXEDVOLATILITY | Forward Volatility, Fixed for Each Contract | ||
| 49 | VTVFGOP08 - OFWAERS | Strike Currency of Option/Future | ||
| 50 | VTVFGOP08 - SPUTCALL | Put/Call Indicator for Options | ||
| 51 | VTVFGOP0X - FIXEDVOLATILITY | Forward Volatility, Fixed for Each Contract | ||
| 52 | VTVFGSSEG - DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | ||
| 53 | VTVFGSSEG - XHOR_CASHF | Is cash flow at horizon included in NPV? | ||
| 54 | VTVFGSSEG - VNAME | Volatility Name | ||
| 55 | VTVFGSSEG - KURSTG | Exchange rate type bid | ||
| 56 | VTVFGSSEG - KURSTB | Exchange rate type ask | ||
| 57 | VTVFGSSEG - DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | ||
| 58 | VTVFGSSEG - BCURVE_RF | Bid Valuation Curve : Risk Free | ||
| 59 | VTVFGSSEG - BCURVEB_RF | Ask Valuation Curve : Risk Free | ||
| 60 | VTVFGSSEG - BCURVEB | Ask Valuation Curve: Mark-to-Market | ||
| 61 | VTVFGSSEG - BCURVE | Bid valuation curve type for mark-to-market | ||
| 62 | VTVFIMA - HORIZONT | Horizon of Evaluation | ||
| 63 | VTVFIMA - METHODE | Calculation Method - Price Calculator - Internal Use Only | ||
| 64 | VTVFIMA - REGELID | Market Data Shift Rule in Risk Management | ||
| 65 | VTVFIMA - REGELTYP | Rule Category for Shift Rule | ||
| 66 | VTVFIMA - SHIFTTYP | Control indicator for shift adjustment | ||
| 67 | VTVFIMA - SZENARIO | Scenario | ||
| 68 | VTVFIMA - SZVERLAUF | Scenario progression | ||
| 69 | VTVMETHOD - METHOD | RM: Calculation Method for Key Figures | ||
| 70 | VTVSZKO - SZENARI | Scenario |