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 |
---|---|---|---|---|
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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 |