Table list used by SAP ABAP Program LTVPUF01 (Commitments: Number Assignment)
SAP ABAP Program
LTVPUF01 (Commitments: Number Assignment) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATRAS | Treasury Rates Table | ||
| 2 | ATSYC | Default Settings for Risk Evaluations | ||
| 3 | JBD11 | IS-B: Extended interest rate table | ||
| 4 | JBD14 | Yield Curve Types (Header Information) | ||
| 5 | JBD15 | Yield Curve Types (Values) | ||
| 6 | JBDFEED | Datafeed Parametrization | ||
| 7 | JBIX11 | Extended Structure for JBD11 | ||
| 8 | JBRBEST | General Risk Management position structure | ||
| 9 | JBRMSEG | Market segments for instrument valuation | ||
| 10 | JBRREG | Rule Structure for Simulation Analyses | ||
| 11 | KALKU | Structure for Calculation Module | ||
| 12 | MESG | Message collector | ||
| 13 | T001 | Company Codes | ||
| 14 | T056P | Reference interest table | ||
| 15 | TCURC | Currency Codes | ||
| 16 | TCURF | Conversion Factors | ||
| 17 | TCURN | Quotations | ||
| 18 | TCURR | Exchange Rates | ||
| 19 | TCURV | Exchange rate types for currency translation | ||
| 20 | VTVCIP | Structure for interpolating a value from a curve | ||
| 21 | VTVIVOLA | Buffer structure for interest volatilities | ||
| 22 | VTVSZCR | Scenario Database: Exchange Rates | ||
| 23 | VTVSZCURR | Buffer Structure Exchange Rates | ||
| 24 | VTVSZIN | Scenario Database: Interest | ||
| 25 | VTVSZIWE | Buffer structure for interest values | ||
| 26 | VTVSZKO | Scenario Header Table | ||
| 27 | VTVSZVOLA | Buffer Structure for Exchange Rate Volatilities | ||
| 28 | VTVSZWPKU | Buffer Structure for Security Prices (Current) | ||
| 29 | VTVSZZINS | Yield Curves for Scenario | ||
| 30 | VTVWVOLA | Buffer structure for interest volatilities | ||
| 31 | VTV_SOPYC | Structure for Transfer of Selected Yield Curves | ||
| 32 | VTXI1 | Forex Transaction Flow 1 | ||
| 33 | VTXI10 | Transfer Structure for forex entry |