Table/Structure Field list used by SAP ABAP Function Module TV_FILL_SENSI_RULES_FOR_VOLA (Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinsvolatilitäten)
SAP ABAP Function Module
TV_FILL_SENSI_RULES_FOR_VOLA (Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinsvolatilitäten) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBRACHSE - PRBEREICH | Market Price Indicator | ||
| 2 | JBRGSREG - ALLELFZ | Shift all volatility terms | ||
| 3 | JBRGSREG - VOLART | Volatility Type | ||
| 4 | JBRGSREG - SZENARI | Scenario | ||
| 5 | JBRGSREG - SMETH | Shift Method | ||
| 6 | JBRGSREG - RISIKOART | Semantic Risk Category in Risk Management | ||
| 7 | JBRGSREG - REGELTYP | Rule Category for Shift Rule | ||
| 8 | JBRGSREG - REGELIDX | Index for n-dimensions in valuation grid | ||
| 9 | JBRGSREG - PRBEREICH | Market Price Indicator | ||
| 10 | JBRGSREG - LFZEIT | Term in Days | ||
| 11 | JBRGSREG - FLTPSHIFT | Shift for market price scenarios | SOURCE VALUE(INTERVALL) LIKE JBRGSREG-FLTPSHIFT OPTIONAL |
|
| 12 | JBRGSREG - FLTPSHIFT | Shift for market price scenarios | ||
| 13 | JBRGSREG - ALLEVO | Shift all volatilities | ||
| 14 | JBRGSREG - ALLESZ | Rules valid for all scenarios | ||
| 15 | JBRGSREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 16 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 17 | JBRREG - REGELTYP | Rule Category for Shift Rule | ||
| 18 | JBRRHBLATT - RISIKOART | Semantic Risk Category in Risk Management | ||
| 19 | JBRSZRIV - ALLELFZ | Shift all volatility terms | ||
| 20 | JBRSZRIV - VOLART | Volatility Type | ||
| 21 | JBRSZRIV - LFZEIT | Term in Days | ||
| 22 | JBRSZRIV - ALLEVO | Shift all volatilities | ||
| 23 | VTVSZIVO - LFZEIT | Term in Days | ||
| 24 | VTVSZIVO - LFZEIT | Term in Days | SOURCE VALUE(LAUFZT) LIKE VTVSZIVO-LFZEIT OPTIONAL |
|
| 25 | VTVSZIVO - VOLART | Volatility Type | ||
| 26 | VTVSZIVO - VOLART | Volatility Type | SOURCE VALUE(VOLAART) LIKE VTVSZIVO-VOLART OPTIONAL |
|
| 27 | VTVSZKO - SZENARI | Scenario | ||
| 28 | VTVSZKO - SZENARI | Scenario | SOURCE VALUE(SZENARIO) LIKE VTVSZKO-SZENARI OPTIONAL |