Table/Structure Field list used by SAP ABAP Function Module TV_APPLY_GS_RULE_TO_YC (Gitter- bzw. Sensitivitätsregel auf Zinskurven anwenden)
SAP ABAP Function Module
TV_APPLY_GS_RULE_TO_YC (Gitter- bzw. Sensitivitätsregel auf Zinskurven anwenden) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | AT56R - RENDTYP | Yield category | ||
| 2 | JBD11 - DKOND | Yield curve date | ||
| 3 | JBD11 - WGKM | Currency of transaction | ||
| 4 | JBD11 - SZKART | Yield Curve Type | ||
| 5 | JBD11 - NTAGE | Number of days | ||
| 6 | JBD11 - IGKM | Par rate | ||
| 7 | JBD11 - IFR | Zero coupon | ||
| 8 | JBD11 - IZBAF | Zero bond discounting factor | ||
| 9 | JBD11F_TYP - IFR | Field of type FLTP | ||
| 10 | JBD11F_TYP - NTAGE | Number of days | ||
| 11 | JBD14 - RENDTYP | Yield category | ||
| 12 | JBD14 - SZBMETH | Interest Calculation Method | ||
| 13 | JBIX11 - NTAGE | Number of days | ||
| 14 | JBRGLPAR - HORIZONT | Calculation horizon | SOURCE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT |
|
| 15 | JBRGLPAR - HORIZONT | Calculation horizon | ||
| 16 | JBRGLPAR - DATUM | System Date | ||
| 17 | JBRGSREG - WAERS | Currency of Yield Curve | ||
| 18 | JBRGSREG - SZKART | Yield Curve Type | ||
| 19 | JBRGSREG - SZENARI | Scenario | ||
| 20 | JBRGSREG - SMETH | Shift Method | ||
| 21 | JBRGSREG - RISIKOART | Semantic Risk Category in Risk Management | ||
| 22 | JBRGSREG - REGELTYP | Rule Category for Shift Rule | ||
| 23 | JBRGSREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 24 | JBRGSREG - NTAGE | Number of days | ||
| 25 | JBRGSREG - KURVPW | Shift all yield curves for one currency | ||
| 26 | JBRGSREG - KURVAW | Shift all yield curves for all currencies | ||
| 27 | JBRGSREG - FLTPSHIFT | Shift for market price scenarios | ||
| 28 | JBRGSREG - ALLESZ | Rules valid for all scenarios | ||
| 29 | JBRGSREG - REFERENZ | Reference Interest Rate | ||
| 30 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 31 | JBRREG - REGELTYP | Rule Category for Shift Rule | ||
| 32 | JBRREG - SHIFTTYP | Control indicator for shift adjustment | ||
| 33 | JBRRHBLATT - RISIKOART | Semantic Risk Category in Risk Management | ||
| 34 | JBRSZRIN - KURVAW | Shift all yield curves for all currencies | ||
| 35 | JBRSZRIN - WAERS | Currency of Yield Curve | ||
| 36 | JBRSZRIN - SZKART | Yield Curve Type | ||
| 37 | JBRSZRIN - REFERENZ | Reference Interest Rate | ||
| 38 | JBRSZRIN - NTAGE | Number of days | ||
| 39 | JBRSZRIN - KURVPW | Shift all yield curves for one currency | ||
| 40 | SYST - TABIX | ABAP System Field: Row Index of Internal Tables | ||
| 41 | VTVSZKO - SZENARI | Scenario | SOURCE VALUE(SZENARIO) LIKE VTVSZKO-SZENARI |
|
| 42 | VTVSZKO - SZENARI | Scenario | ||
| 43 | VTV_SOPYC - SZKART | Yield Curve Type | ||
| 44 | VTV_SOPYC - WAERS | Currency Key |