Table list used by SAP ABAP Program MF7C1F01 (Include MF7C1F01 : Form Routines for Scenarios)
SAP ABAP Program
MF7C1F01 (Include MF7C1F01 : Form Routines for Scenarios) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATSYC | Default Settings for Risk Evaluations | ||
| 2 | ATXVOS | Buffer structure for securities index volatilities | ||
| 3 | BAL_S_CONT | Application Log: Context | ||
| 4 | BAL_S_LOG | Application Log: Log header data | ||
| 5 | BAL_S_MSG | Application Log: Message Data | ||
| 6 | BAL_S_PROF | Application Log: Log Output Format Profile | ||
| 7 | INDEXS | Index Values (Secur. Index) | ||
| 8 | JBD11 | IS-B: Extended interest rate table | ||
| 9 | JBD14 | Yield Curve Types (Header Information) | ||
| 10 | JBD15 | Yield Curve Types (Values) | ||
| 11 | JBD1T | Yield Curve Types (Texts) | ||
| 12 | JBIX11 | Extended Structure for JBD11 | ||
| 13 | JBRREG | Rule Structure for Simulation Analyses | ||
| 14 | JBRREGD | Rule Definition | ||
| 15 | JBVT056R | Generated Table for View | ||
| 16 | SCXTAB_CONTROL | TPDA: Table Control Settings = CXTAB_CONTROL | ||
| 17 | SCXTAB_TABSTRIP | TPDA: Tabstrip Attributes = CXTAB_TABSTRIP | ||
| 18 | SPAR | Interface for function group SP06 | ||
| 19 | SPOPLI | Pop-up possible entry fields | ||
| 20 | SVAL | Interface for function group SPO4 | ||
| 21 | T056P | Reference interest table | ||
| 22 | T056R | Interest reference definition | ||
| 23 | VTVIVOLA | Buffer structure for interest volatilities | ||
| 24 | VTVMDSVO | Market Data Record: Volatilities | ||
| 25 | VTVSZCR | Scenario Database: Exchange Rates | ||
| 26 | VTVSZCVO | Scenario database: exchange rate volatilities | ||
| 27 | VTVSZIDX | Scenario Database: Stock Indices | ||
| 28 | VTVSZIDXVO | Scenario Database: Index Volatilities | ||
| 29 | VTVSZIN | Scenario Database: Interest | ||
| 30 | VTVSZIVO | Scenario database: interest volatilities | ||
| 31 | VTVSZIWE | Buffer structure for interest values | ||
| 32 | VTVSZKO | Scenario Header Table | ||
| 33 | VTVSZSHIFT | Structure for yield curve shift | ||
| 34 | VTVSZVOLA | Buffer Structure for Exchange Rate Volatilities | ||
| 35 | VTVSZWPKU | Buffer Structure for Security Prices (Current) | ||
| 36 | VTVSZWPKUR | Scenario Database: Security Prices | ||
| 37 | VTVSZWPKUV | Scenario Database: Security Price Volatilities | ||
| 38 | VTVSZYC | Scenario Database: Yield Curve Types | ||
| 39 | VTVSZZINS | Yield Curves for Scenario | ||
| 40 | VTVSZZK | Structure for Scenario Maintenance | ||
| 41 | VTVWVOLA | Buffer structure for interest volatilities | ||
| 42 | VTV_INTRAT | Transfer structure interest rate/curve maintenance | ||
| 43 | VTV_PARA | TR_MRM: Parameter string | ||
| 44 | VTV_SOPYC | Structure for Transfer of Selected Yield Curves |