Table list used by SAP ABAP Function Module TV_CONVEXITY_ADJUSTMENT (Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps)
SAP ABAP Function Module TV_CONVEXITY_ADJUSTMENT (Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Table | ATZVO | Reference Int. Rate Volatilities with Curve Info. | SOURCE VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL |
2 | Table | ATZVO | Reference Int. Rate Volatilities with Curve Info. | SOURCE VALUE(FOUND_VOLA) LIKE ATZVO-VOLA |
3 | Table | JBD11 | IS-B: Extended interest rate table | SOURCE VALUE(ADJ_RATE) LIKE JBD11-IGKM |
4 | Table | JBD11 | IS-B: Extended interest rate table | SOURCE VALUE(FORWARD_RATE) LIKE JBD11-IGKM |
5 | Table | JBD11 | IS-B: Extended interest rate table | |
6 | Table | JBD14 | Yield Curve Types (Header Information) | |
7 | Table | JBDCFLOW | Cash Flow | |
8 | Table | JBRBEWEG | General structure for Risk Management flows | SOURCE VALUE(SZSREF) LIKE JBRBEWEG-SZSREF |
9 | Table | JBRMSEG | Market segments for instrument valuation | |
10 | Table | JBRMSEG | Market segments for instrument valuation | SOURCE VALUE(I_MSEG) LIKE JBRMSEG |
11 | Table | JBRREG | Rule Structure for Simulation Analyses | SOURCE VALUE(SHIFT_REGEL) LIKE JBRREG OPTIONAL |
12 | Table | JBRREG | Rule Structure for Simulation Analyses | |
13 | Table | VTBBEWE | Transfer Structure: Flow Records in Cash Flow Calculator | SOURCE VALUE(LAUFZ_TAGE) LIKE VTBBEWE-ATAGE |
14 | Table | VTBBEWE | Transfer Structure: Flow Records in Cash Flow Calculator | |
15 | Table | VTVSZIVO | Scenario database: interest volatilities | |
16 | Table | VTVSZZINS | Yield Curves for Scenario | SOURCE VALUE(SZENAME) LIKE VTVSZZINS-SZENARI DEFAULT ' ' |
17 | Table | VTV_SOPYC | Structure for Transfer of Selected Yield Curves | SOURCE YCTYPE STRUCTURE VTV_SOPYC |
18 | Table | VTV_SOPYC | Structure for Transfer of Selected Yield Curves |