Data Element list used by SAP ABAP Table JBIMSEG08 (RM: Structure FGET-BEST)
SAP ABAP Table JBIMSEG08 (RM: Structure FGET-BEST) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Data Element | IDX | Securities Index | |
2 | Data Element | IDXART | Index Type | |
3 | Data Element | JBNGIDNR | Sequence Number for a Transaction ID in Primary Transaction | |
4 | Data Element | JBRBFART_D | Beta Factor Type | |
5 | Data Element | JBRBILVOLKNZ | Inclusion of Off-Balance-Sheet Transactions in BS Volume | |
6 | Data Element | JBRDATKNZ | GAP date indicator | |
7 | Data Element | JBRDEVTERM | Depiction of Forward Exchange Transactions in ALM Simulation | |
8 | Data Element | JBREXTKNZ | External Gap Analysis | |
9 | Data Element | JBREZKNZ | GAP effective interest rate indicator | |
10 | Data Element | JBRGETOZ | Determination of Opportunity Interest Rate for ALM | |
11 | Data Element | JBRKNZDELT | Treatment of Options (Gap Evaluation) | |
12 | Data Element | JBRLFZENDE | Position Outflow at End of Term or Fixed Interest Period | |
13 | Data Element | JBRNAMEAUS | Disbursement Procedure (Loan) | |
14 | Data Element | JBROZKNZ | Gap: Indicator for Opportunity Interest Rate | |
15 | Data Element | JBRRFCDEST | RM Gap: Destination for External Transaction Analysis | |
16 | Data Element | JBRRFCFNAME | RM Gap: RFC - Function Name for External Trans. Analysis | |
17 | Data Element | JBRSTATKNZ | Display Static Interest Rate or Product Interest Rate | |
18 | Data Element | JBR_DISB_CAL | Calendar for Disbursement Procedure | |
19 | Data Element | JBR_DISB_START | Start of Disbursement Procedure | |
20 | Data Element | JBR_FLG_ACCR_INT | Calculate Accrued Interest | |
21 | Data Element | JBR_FLG_TERMINATED_DEAL | Select Transaction on Day of Cancellation/Settlement | |
22 | Data Element | JBR_FLG_WITH_COMPENS | Select FX Offsetting Transactions | |
23 | Data Element | JBR_MAXIMUM_STEPLENGTH | Maximum Permitted Time Step for Discretization Method | |
24 | Data Element | JBR_NUMBER_OF_STEPS | Default Number of Steps for Discretization Method | |
25 | Data Element | JBR_PREPAYMENT | Prepayment | |
26 | Data Element | JBR_VALUATION_MODEL | Valuation Model for Financial Transactions | |
27 | Data Element | JBR_X_PREPAYMENT | Indicator for Prepayment - Point Effect | |
28 | Data Element | JBR_X_STUECKZINS | Include the Horizon when Calculating Accrued Interest | |
29 | Data Element | J_OBJNR | Object number | |
30 | Data Element | RDPT_SET_NAME | Redemption Schedule Set | |
31 | Data Element | TB_BCURVE | Bid valuation curve type for mark-to-market | |
32 | Data Element | TB_BCURVEB | Ask Valuation Curve: Mark-to-Market | |
33 | Data Element | TB_BCURVEB_RF | Ask Valuation Curve : Risk Free | |
34 | Data Element | TB_BCURVE_RF | Bid Valuation Curve : Risk Free | |
35 | Data Element | TB_KURSTB | Exchange rate type ask | |
36 | Data Element | TB_KURSTG | Exchange rate type bid | |
37 | Data Element | TB_SVOLART | Volatility Type for Convexity Adjustment | |
38 | Data Element | TB_VOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | |
39 | Data Element | TB_VOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | |
40 | Data Element | TB_WKURSA | Security price type for evaluations | |
41 | Data Element | TB_WVOLARB | Volatility Type 'Ask' for Securities | |
42 | Data Element | TB_WVOLARG | Volatility Type 'Bid' for Securities | |
43 | Data Element | TB_ZVOLARB | Volatility Type 'Ask' for Interest Rates | |
44 | Data Element | TB_ZVOLARG | Volatility Type 'Bid' for Interest Rates | |
45 | Data Element | TCR_CSPREAD_TYPE | Credit Spread Type | |
46 | Data Element | TCR_CSPREAD_TYPE | Credit Spread Type | |
47 | Data Element | TV_BETAF | Standard Beta Factor | |
48 | Data Element | TV_CALCV | Calculation Routines | |
49 | Data Element | TV_CSPRD_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | |
50 | Data Element | TV_DFREG | Differentiation Rule for NPV Function | |
51 | Data Element | TV_HWVOLAB | Volatility Type for Yield Curve Model, Ask Rate | |
52 | Data Element | TV_HWVOLAG | Volatility Type for Yield Curve Model, Bid Rate | |
53 | Data Element | TV_IXVOLB | Volatility Type for Security Indexes; Ask Rates | |
54 | Data Element | TV_IXVOLG | Volatility Type for Security Indexes; Bid Rates | |
55 | Data Element | TV_KOMPR | Activate Presummarization | |
56 | Data Element | TV_KORRARTB | 'Ask' Correlation Type | |
57 | Data Element | TV_KORRARTG | 'Bid' Correlation Type | |
58 | Data Element | TV_RFCDEST | RM RFC: Destination in SAP Banking RM | |
59 | Data Element | TV_RFCDEST | RM RFC: Destination in SAP Banking RM | |
60 | Data Element | TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | |
61 | Data Element | TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | |
62 | Data Element | TV_VNAME | Volatility Name | |
63 | Data Element | TV_WKTAGE | Maximum age of historical price in days | |
64 | Data Element | TV_WPVART | Calculate Theoretical NPV | |
65 | Data Element | TV_XCONV | Calculate convexity adjustment? | |
66 | Data Element | TV_XCSPREAD | Use Credit Spreads at Discounting | |
67 | Data Element | TV_XDEFIDX | Is index standard index? | |
68 | Data Element | TV_XEXTBW | Indicator for External Valuation | |
69 | Data Element | TV_XHOR_CF | Is cash flow at horizon included in NPV? | |
70 | Data Element | TV_XIMPLOPT | Break Down Implied Options | |
71 | Data Element | TV_XINTOPT | Value Swaptions as Interest Rate Options |