Table list used by SAP ABAP Program LTVPUTOP (LTVPUTOP)
SAP ABAP Program
LTVPUTOP (LTVPUTOP) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATCVO | Exchange Rate Volatilities | ||
| 2 | ATIVO | Reference interest rate volatilities | ||
| 3 | ATSYC | Default Settings for Risk Evaluations | ||
| 4 | ATVMO | Calculation Methods Risk Management | ||
| 5 | ATVO1 | Volatility Types 1 | ||
| 6 | ATVSZ | Scenario types | ||
| 7 | ATWVO | Security price volatilities | ||
| 8 | ATXKO | Correlations from Abstract Instruments | ||
| 9 | ATXVO | Security Index Volatilities | ||
| 10 | ATZVO | Reference Int. Rate Volatilities with Curve Info. | ||
| 11 | INDEXA | Index types | ||
| 12 | INDEXW | Index Values (Secur. Index) | ||
| 13 | JBD11 | IS-B: Extended interest rate table | ||
| 14 | JBD14 | Yield Curve Types (Header Information) | ||
| 15 | JBD15 | Yield Curve Types (Values) | ||
| 16 | JBIX11 | Extended Structure for JBD11 | ||
| 17 | JBRBETA | Beta factors | ||
| 18 | T056P | Reference interest table | ||
| 19 | TCURC | Currency Codes | ||
| 20 | TCURF | Conversion Factors | ||
| 21 | TCURR | Exchange Rates | ||
| 22 | TCURV | Exchange rate types for currency translation | ||
| 23 | VTB_DFSCU | Datafeed: Translation Table - Datafeed Only | ||
| 24 | VTB_MARKET | Datafeed: Market data | ||
| 25 | VTVIVOLA | Buffer structure for interest volatilities | ||
| 26 | VTVSZCR | Scenario Database: Exchange Rates | ||
| 27 | VTVSZCURR | Buffer Structure Exchange Rates | ||
| 28 | VTVSZCVO | Scenario database: exchange rate volatilities | ||
| 29 | VTVSZIDX | Scenario Database: Stock Indices | ||
| 30 | VTVSZIDXVO | Scenario Database: Index Volatilities | ||
| 31 | VTVSZIN | Scenario Database: Interest | ||
| 32 | VTVSZIVO | Scenario database: interest volatilities | ||
| 33 | VTVSZIWE | Buffer structure for interest values | ||
| 34 | VTVSZKO | Scenario Header Table | ||
| 35 | VTVSZLS | List of Calculated Interest Rate Scenarios | ||
| 36 | VTVSZVOLA | Buffer Structure for Exchange Rate Volatilities | ||
| 37 | VTVSZWPKU | Buffer Structure for Security Prices (Current) | ||
| 38 | VTVSZWPKUR | Scenario Database: Security Prices | ||
| 39 | VTVSZWPKUV | Scenario Database: Security Price Volatilities | ||
| 40 | VTVSZYC | Scenario Database: Yield Curve Types | ||
| 41 | VTVSZZINS | Yield Curves for Scenario | ||
| 42 | VTVWVOLA | Buffer structure for interest volatilities | ||
| 43 | VTV_SOPYC | Structure for Transfer of Selected Yield Curves |