Data Element list used by SAP ABAP Table JBRSVMSEG (RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets)
SAP ABAP Table 
JBRSVMSEG (RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
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| 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 |
JBRSVSTATEID | RM: ID of a Saved Data Status | |
| 19 | Data Element |
JBR_DISB_CAL | Calendar for Disbursement Procedure | |
| 20 | Data Element |
JBR_DISB_START | Start of Disbursement Procedure | |
| 21 | Data Element |
JBR_FLG_ACCR_INT | Calculate Accrued Interest | |
| 22 | Data Element |
JBR_FLG_TERMINATED_DEAL | Select Transaction on Day of Cancellation/Settlement | |
| 23 | Data Element |
JBR_FLG_WITH_COMPENS | Select FX Offsetting Transactions | |
| 24 | Data Element |
JBR_MAXIMUM_STEPLENGTH | Maximum Permitted Time Step for Discretization Method | |
| 25 | Data Element |
JBR_NUMBER_OF_STEPS | Default Number of Steps for Discretization Method | |
| 26 | Data Element |
JBR_PREPAYMENT | Prepayment | |
| 27 | Data Element |
JBR_VALUATION_MODEL | Valuation Model for Financial Transactions | |
| 28 | Data Element |
JBR_X_PREPAYMENT | Indicator for Prepayment - Point Effect | |
| 29 | Data Element |
JBR_X_STUECKZINS | Include the Horizon when Calculating Accrued Interest | |
| 30 | Data Element |
J_OBJNR | Object number | |
| 31 | Data Element |
MANDT | Client | |
| 32 | Data Element |
RDPT_SET_NAME | Redemption Schedule Set | |
| 33 | Data Element |
TB_BCURVE | Bid valuation curve type for mark-to-market | |
| 34 | Data Element |
TB_BCURVEB | Ask Valuation Curve: Mark-to-Market | |
| 35 | Data Element |
TB_BCURVEB_RF | Ask Valuation Curve : Risk Free | |
| 36 | Data Element |
TB_BCURVE_RF | Bid Valuation Curve : Risk Free | |
| 37 | Data Element |
TB_KURSTB | Exchange rate type ask | |
| 38 | Data Element |
TB_KURSTG | Exchange rate type bid | |
| 39 | Data Element |
TB_SVOLART | Volatility Type for Convexity Adjustment | |
| 40 | Data Element |
TB_VOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | |
| 41 | Data Element |
TB_VOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | |
| 42 | Data Element |
TB_WKURSA | Security price type for evaluations | |
| 43 | Data Element |
TB_WVOLARB | Volatility Type 'Ask' for Securities | |
| 44 | Data Element |
TB_WVOLARG | Volatility Type 'Bid' for Securities | |
| 45 | Data Element |
TB_ZVOLARB | Volatility Type 'Ask' for Interest Rates | |
| 46 | Data Element |
TB_ZVOLARG | Volatility Type 'Bid' for Interest Rates | |
| 47 | Data Element |
TCR_CSPREAD_TYPE | Credit Spread Type | |
| 48 | Data Element |
TCR_CSPREAD_TYPE | Credit Spread Type | |
| 49 | Data Element |
TV_BETAF | Standard Beta Factor | |
| 50 | Data Element |
TV_CALCV | Calculation Routines | |
| 51 | Data Element |
TV_CSPRD_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | |
| 52 | Data Element |
TV_DFREG | Differentiation Rule for NPV Function | |
| 53 | Data Element |
TV_HWVOLAB | Volatility Type for Yield Curve Model, Ask Rate | |
| 54 | Data Element |
TV_HWVOLAG | Volatility Type for Yield Curve Model, Bid Rate | |
| 55 | Data Element |
TV_IXVOLB | Volatility Type for Security Indexes; Ask Rates | |
| 56 | Data Element |
TV_IXVOLG | Volatility Type for Security Indexes; Bid Rates | |
| 57 | Data Element |
TV_KOMPR | Activate Presummarization | |
| 58 | Data Element |
TV_KORRARTB | 'Ask' Correlation Type | |
| 59 | Data Element |
TV_KORRARTG | 'Bid' Correlation Type | |
| 60 | Data Element |
TV_RFCDEST | RM RFC: Destination in SAP Banking RM | |
| 61 | Data Element |
TV_RFCDEST | RM RFC: Destination in SAP Banking RM | |
| 62 | Data Element |
TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | |
| 63 | Data Element |
TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | |
| 64 | Data Element |
TV_VNAME | Volatility Name | |
| 65 | Data Element |
TV_WKTAGE | Maximum age of historical price in days | |
| 66 | Data Element |
TV_WPVART | Calculate Theoretical NPV | |
| 67 | Data Element |
TV_XCONV | Calculate convexity adjustment? | |
| 68 | Data Element |
TV_XCSPREAD | Use Credit Spreads at Discounting | |
| 69 | Data Element |
TV_XDEFIDX | Is index standard index? | |
| 70 | Data Element |
TV_XEXTBW | Indicator for External Valuation | |
| 71 | Data Element |
TV_XHOR_CF | Is cash flow at horizon included in NPV? | |
| 72 | Data Element |
TV_XIMPLOPT | Break Down Implied Options | |
| 73 | Data Element |
TV_XINTOPT | Value Swaptions as Interest Rate Options |
