Table list used by SAP ABAP Program LTVPUTOP (LTVPUTOP)
SAP ABAP Program
LTVPUTOP (LTVPUTOP) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
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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 |