Data Element list used by SAP ABAP Table FTI_STANDARD_KEYFIGURES_DB (Position: Standard Values Such As NPV, Duration, Convexity)
SAP ABAP Table 
FTI_STANDARD_KEYFIGURES_DB (Position: Standard Values Such As NPV, Duration, Convexity) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
 |
|
|||
| 1 |  Data Element |
TV_CLEAN_PRICE_PC | Clean Price in Position Currency | |
| 2 | Data Element |
TV_CONVEXITY_MORE_ACCURATE | Convexity with 5 Decimal Places | |
| 3 | Data Element |
TV_DELTA | Delta, 1st derivation of premium based on underlying rate | |
| 4 | Data Element |
TV_GAMMA | Gamma, 2nd derivation of premium based on underlying rate | |
| 5 | Data Element |
TV_LONG_CCY | Currency Investment/Purchase/Incoming Side/Long | |
| 6 | Data Element |
TV_MAC_DURATION | Macaulay Duration | |
| 7 | Data Element |
TV_MOD_DURATION | Fisher-Weil Duration | |
| 8 | Data Element |
TV_NPV_LONG_PC | RM NPV of Incoming Side in Currency of Incoming Side | |
| 9 | Data Element |
TV_NPV_PC | RM Net Present Value in Position Currency | |
| 10 | Data Element |
TV_NPV_SHORT_PC | RM NPV of Outgoing Side in Currency of Outgoing Side | |
| 11 | Data Element |
TV_POS_CCY | Position Currency | |
| 12 | Data Element |
TV_SHORT_CCY | Currency Borrowing/Sale/Outgoing Side/Short | |
| 13 | Data Element |
TV_THETA | Theta, 1st derivation of premium according to time | |
| 14 | Data Element |
TV_VALBP_PC | Basis Point Value in Position Currency | |
| 15 | Data Element |
TV_VEGA | Vega, 1st Volatility Derivative |
