Table/Structure Field list used by SAP ABAP Function Module RM_MM_INT_STOCK_OPTION_METHOD (Methodenbaustein für Optionen auf Bond, FRA, Swap, Aktien)
SAP ABAP Function Module
RM_MM_INT_STOCK_OPTION_METHOD (Methodenbaustein für Optionen auf Bond, FRA, Swap, Aktien) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATVO4 - MNYNESS | Volatilities - Moneyness Factor | ||
| 2 | JBD14 - SZBMETH | Interest Calculation Method | ||
| 3 | JBRREG - REGELTYP | Rule Category for Shift Rule | ||
| 4 | JBRREG - RHKENNZ | Risk Hierarchy Indicator | ||
| 5 | JBRREG - SHIFTTYP | Control indicator for shift adjustment | ||
| 6 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 7 | SYST - DATUM | ABAP System Field: Current Date of Application Server | ||
| 8 | SYST - MSGID | ABAP System Field: Message ID | ||
| 9 | SYST - MSGTY | ABAP System Field: Message Type | ||
| 10 | SYST - TABIX | ABAP System Field: Row Index of Internal Tables | ||
| 11 | TCURC - WAERS | Currency Key | ||
| 12 | VTVFGCF - ABASTAGE | Number of base days in a calculation period | ||
| 13 | VTVFGCF - SZSREF | Reference Interest Rate | ||
| 14 | VTVFGCF - SSIGN | Direction of flow | ||
| 15 | VTVFGCF - CFKNZ | Cash Flow Indicator | ||
| 16 | VTVFGCF - BNWHR | Nominal amount base for cash flow determination | ||
| 17 | VTVFGCF - BCWHR | Cash Flow Amount in Currency | ||
| 18 | VTVFGCF - ATAGE | Number of Days | ||
| 19 | VTVFGKO - SBWHR | Currency of Nominal Amount | SOURCE VALUE(I_RES_CURR) LIKE VTVFGKO-SBWHR |
|
| 20 | VTVFGKO - SBWHR | Currency of Nominal Amount | ||
| 21 | VTVFGKO - GFORM | Transaction Form | ||
| 22 | VTVFGKO - DBLFZ | Start of Term | ||
| 23 | VTVFGKO - BNOMINAL | Nominal amount | ||
| 24 | VTVFGKO - DBLFZ | Start of Term | SOURCE VALUE(I_MATURITY) LIKE VTVFGKO-DBLFZ OPTIONAL |
|
| 25 | VTVFGKO01 - CSPREAD | Credit Spread | ||
| 26 | VTVFGKO01 - DELFZ | End of Term/End of Period of Notice | ||
| 27 | VTVFGKO01 - GFORM | Transaction Form | ||
| 28 | VTVFGKO01 - SFGTYP | Buy/Sell | ||
| 29 | VTVFGKO08 - DELFZ | End of Term/End of Period of Notice | ||
| 30 | VTVFGKO08 - SFGTYP | Buy/Sell | ||
| 31 | VTVFGKO08 - GFORM | Transaction Form | ||
| 32 | VTVFGKO08 - CSPREAD | Credit Spread | ||
| 33 | VTVFGMS01 - BCURVEB | Ask Valuation Curve: Mark-to-Market | ||
| 34 | VTVFGMS01 - ZVOLARTG | Volatility Type 'Bid' for Interest Rates | ||
| 35 | VTVFGMS01 - ZVOLARTB | Volatility Type 'Ask' for Interest Rates | ||
| 36 | VTVFGMS01 - WVOLARTG | Volatility Type 'Bid' for Securities | ||
| 37 | VTVFGMS01 - WVOLARTB | Volatility Type 'Ask' for Securities | ||
| 38 | VTVFGMS01 - KURSTG | Exchange rate type bid | ||
| 39 | VTVFGMS01 - KURSTB | Exchange rate type ask | ||
| 40 | VTVFGMS01 - IXVOLARTG | Volatility Type for Security Indexes; Bid Rates | ||
| 41 | VTVFGMS01 - IXVOLARTB | Volatility Type for Security Indexes; Ask Rates | ||
| 42 | VTVFGMS01 - BCURVE_RF | Bid Valuation Curve : Risk Free | ||
| 43 | VTVFGMS01 - BCURVEB_RF | Ask Valuation Curve : Risk Free | ||
| 44 | VTVFGMS01 - BCURVE | Bid valuation curve type for mark-to-market | ||
| 45 | VTVFGMSBW - XHOR_CASHF | Is cash flow at horizon included in NPV? | ||
| 46 | VTVFGMSBW - WPPVART | Calculate Theoretical NPV | ||
| 47 | VTVFGMSBW - XCREDITSPREAD | Use Credit Spreads at Discounting | ||
| 48 | VTVFGMSEG - ZVOLARTB | Volatility Type 'Ask' for Interest Rates | ||
| 49 | VTVFGMSEG - ZVOLARTG | Volatility Type 'Bid' for Interest Rates | ||
| 50 | VTVFGMSEG - XHOR_CASHF | Is cash flow at horizon included in NPV? | ||
| 51 | VTVFGMSEG - XCREDITSPREAD | Use Credit Spreads at Discounting | ||
| 52 | VTVFGMSEG - WVOLARTG | Volatility Type 'Bid' for Securities | ||
| 53 | VTVFGMSEG - WVOLARTB | Volatility Type 'Ask' for Securities | ||
| 54 | VTVFGMSEG - WPPVART | Calculate Theoretical NPV | ||
| 55 | VTVFGMSEG - KURSTB | Exchange rate type ask | ||
| 56 | VTVFGMSEG - IXVOLARTG | Volatility Type for Security Indexes; Bid Rates | ||
| 57 | VTVFGMSEG - IXVOLARTB | Volatility Type for Security Indexes; Ask Rates | ||
| 58 | VTVFGMSEG - BCURVE_RF | Bid Valuation Curve : Risk Free | ||
| 59 | VTVFGMSEG - BCURVEB_RF | Ask Valuation Curve : Risk Free | ||
| 60 | VTVFGMSEG - BCURVE | Bid valuation curve type for mark-to-market | ||
| 61 | VTVFGMSEG - BCURVEB | Ask Valuation Curve: Mark-to-Market | ||
| 62 | VTVFGMSEG - KURSTG | Exchange rate type bid | ||
| 63 | VTVFGOP01 - OFWAERS | Strike Currency of Option/Future | ||
| 64 | VTVFGOP01 - OPTTYP_AKT | Current option category | ||
| 65 | VTVFGOP01 - OSKURS | Strike as Rate (Forex) | ||
| 66 | VTVFGOP08 - OFWAERS | Strike Currency of Option/Future | ||
| 67 | VTVFGOP08 - OSKURS | Strike as Rate (Forex) | ||
| 68 | VTVFGOP08 - OPTTYP_AKT | Current option category | ||
| 69 | VTVFGSSEG - ZVOLARTG | Volatility Type 'Bid' for Interest Rates | ||
| 70 | VTVFGSSEG - BCURVEB | Ask Valuation Curve: Mark-to-Market | ||
| 71 | VTVFGSSEG - ZVOLARTB | Volatility Type 'Ask' for Interest Rates | ||
| 72 | VTVFGSSEG - XHOR_CASHF | Is cash flow at horizon included in NPV? | ||
| 73 | VTVFGSSEG - XCREDITSPREAD | Use Credit Spreads at Discounting | ||
| 74 | VTVFGSSEG - WVOLARTG | Volatility Type 'Bid' for Securities | ||
| 75 | VTVFGSSEG - WVOLARTB | Volatility Type 'Ask' for Securities | ||
| 76 | VTVFGSSEG - WPPVART | Calculate Theoretical NPV | ||
| 77 | VTVFGSSEG - KURSTB | Exchange rate type ask | ||
| 78 | VTVFGSSEG - IXVOLARTG | Volatility Type for Security Indexes; Bid Rates | ||
| 79 | VTVFGSSEG - IXVOLARTB | Volatility Type for Security Indexes; Ask Rates | ||
| 80 | VTVFGSSEG - BCURVE_RF | Bid Valuation Curve : Risk Free | ||
| 81 | VTVFGSSEG - BCURVEB_RF | Ask Valuation Curve : Risk Free | ||
| 82 | VTVFGSSEG - BCURVE | Bid valuation curve type for mark-to-market | ||
| 83 | VTVFGSSEG - KURSTG | Exchange rate type bid | ||
| 84 | VTVFIMA - METHODE | Calculation Method - Price Calculator - Internal Use Only | ||
| 85 | VTVFIMA - SZVERLAUF | Scenario progression | ||
| 86 | VTVFIMA - SZENARIO | Scenario | ||
| 87 | VTVFIMA - SHIFTTYP | Control indicator for shift adjustment | ||
| 88 | VTVFIMA - RHKENNZ | Risk Hierarchy Indicator | ||
| 89 | VTVFIMA - REGELTYP | Rule Category for Shift Rule | ||
| 90 | VTVFIMA - REGELID | Market Data Shift Rule in Risk Management | ||
| 91 | VTVFIMA - HORIZONT | Horizon of Evaluation | ||
| 92 | VTVMETHOD - METHOD | RM: Calculation Method for Key Figures | ||
| 93 | VTVSZKO - SZENARI | Scenario |