Data Element list used by SAP ABAP Table VTV_STANDARD_KEYFIGURES (Standard RM Values (Examples: NPV, Duration, Convexity))
SAP ABAP Table VTV_STANDARD_KEYFIGURES (Standard RM Values (Examples: NPV, Duration, Convexity)) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Data Element | AFW_EVAL_CURRENCY | Evaluation Currency | |
2 | Data Element | FTI_CLEAN_PRICE_CC | Clean Price in Valuation Currency | |
3 | Data Element | TV_CLEAN_PRICE_PC | Clean Price in Position Currency | |
4 | Data Element | TV_CONVEXITY_MORE_ACCURATE | Convexity with 5 Decimal Places | |
5 | Data Element | TV_DELTA | Delta, 1st derivation of premium based on underlying rate | |
6 | Data Element | TV_GAMMA | Gamma, 2nd derivation of premium based on underlying rate | |
7 | Data Element | TV_LONG_CCY | Currency Investment/Purchase/Incoming Side/Long | |
8 | Data Element | TV_MAC_DURATION | Macaulay Duration | |
9 | Data Element | TV_MOD_DURATION | Fisher-Weil Duration | |
10 | Data Element | TV_POS_CCY | Position Currency | |
11 | Data Element | TV_SHORT_CCY | Currency Borrowing/Sale/Outgoing Side/Short | |
12 | Data Element | TV_THETA | Theta, 1st derivation of premium according to time | |
13 | Data Element | TV_VALBP | Basis Point Value in Evaluation Currency | |
14 | Data Element | TV_VALBP_PC | Basis Point Value in Position Currency | |
15 | Data Element | TV_VEGA | Vega, 1st Volatility Derivative | |
16 | Data Element | VTV_NPV_CC | RM NPV in Evaluation Currency | |
17 | Data Element | VTV_NPV_LONG_CC | RM NPV of Incoming Side in Evaluation Currency | |
18 | Data Element | VTV_NPV_LONG_PC | RM NPV of Incoming Side in Currency of Incoming Side | |
19 | Data Element | VTV_NPV_PC | RM Net Present Value in Position Currency | |
20 | Data Element | VTV_NPV_SHORT_CC | RM NPV of Outgoing Side in Evaluation Currency | |
21 | Data Element | VTV_NPV_SHORT_PC | RM NPV of Outgoing Side in Currency of Outgoing Side |