Data Element list used by SAP ABAP Table VTVFGMSEG (Market segments for instrument valuation)
SAP ABAP Table
VTVFGMSEG (Market segments for instrument valuation) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | IDX | Securities Index | ||
| 2 | IDXART | Index Type | ||
| 3 | JBRBFART_D | Beta Factor Type | ||
| 4 | JBRNAMEAUS | Disbursement Procedure (Loan) | ||
| 5 | JBR_DISB_CAL | Calendar for Disbursement Procedure | ||
| 6 | JBR_DISB_START | Start of Disbursement Procedure | ||
| 7 | JBR_FLG_ACCR_INT | Calculate Accrued Interest | ||
| 8 | JBR_FLG_TERMINATED_DEAL | Select Transaction on Day of Cancellation/Settlement | ||
| 9 | JBR_FLG_WITH_COMPENS | Select FX Offsetting Transactions | ||
| 10 | JBR_MAXIMUM_STEPLENGTH | Maximum Permitted Time Step for Discretization Method | ||
| 11 | JBR_NUMBER_OF_STEPS | Default Number of Steps for Discretization Method | ||
| 12 | JBR_PREPAYMENT | Prepayment | ||
| 13 | JBR_VALUATION_MODEL | Valuation Model for Financial Transactions | ||
| 14 | JBR_X_PREPAYMENT | Indicator for Prepayment - Point Effect | ||
| 15 | JBR_X_STUECKZINS | Include the Horizon when Calculating Accrued Interest | ||
| 16 | RDPT_SET_NAME | Redemption Schedule Set | ||
| 17 | TB_BCURVE | Bid valuation curve type for mark-to-market | ||
| 18 | TB_BCURVEB | Ask Valuation Curve: Mark-to-Market | ||
| 19 | TB_BCURVEB_RF | Ask Valuation Curve : Risk Free | ||
| 20 | TB_BCURVE_RF | Bid Valuation Curve : Risk Free | ||
| 21 | TB_KURSTB | Exchange rate type ask | ||
| 22 | TB_KURSTG | Exchange rate type bid | ||
| 23 | TB_SVOLART | Volatility Type for Convexity Adjustment | ||
| 24 | TB_VOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | ||
| 25 | TB_VOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | ||
| 26 | TB_WKURSA | Security price type for evaluations | ||
| 27 | TB_WVOLARB | Volatility Type 'Ask' for Securities | ||
| 28 | TB_WVOLARG | Volatility Type 'Bid' for Securities | ||
| 29 | TB_ZVOLARB | Volatility Type 'Ask' for Interest Rates | ||
| 30 | TB_ZVOLARG | Volatility Type 'Bid' for Interest Rates | ||
| 31 | TCR_CSPREAD_TYPE | Credit Spread Type | ||
| 32 | TCR_CSPREAD_TYPE | Credit Spread Type | ||
| 33 | TV_BETAF | Standard Beta Factor | ||
| 34 | TV_CALCV | Calculation Routines | ||
| 35 | TV_CSPRD_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | ||
| 36 | TV_HWVOLAB | Volatility Type for Yield Curve Model, Ask Rate | ||
| 37 | TV_HWVOLAG | Volatility Type for Yield Curve Model, Bid Rate | ||
| 38 | TV_IXVOLB | Volatility Type for Security Indexes; Ask Rates | ||
| 39 | TV_IXVOLG | Volatility Type for Security Indexes; Bid Rates | ||
| 40 | TV_KOMPR | Activate Presummarization | ||
| 41 | TV_KORRARTB | 'Ask' Correlation Type | ||
| 42 | TV_KORRARTG | 'Bid' Correlation Type | ||
| 43 | TV_RFCDEST | RM RFC: Destination in SAP Banking RM | ||
| 44 | TV_RFCDEST | RM RFC: Destination in SAP Banking RM | ||
| 45 | TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | ||
| 46 | TV_RFCFNAME | RM RFC: Function Name in SAP Banking RM | ||
| 47 | TV_VNAME | Volatility Name | ||
| 48 | TV_WKTAGE | Maximum age of historical price in days | ||
| 49 | TV_WPVART | Calculate Theoretical NPV | ||
| 50 | TV_XCONV | Calculate convexity adjustment? | ||
| 51 | TV_XCSPREAD | Use Credit Spreads at Discounting | ||
| 52 | TV_XDEFIDX | Is index standard index? | ||
| 53 | TV_XEXTBW | Indicator for External Valuation | ||
| 54 | TV_XHOR_CF | Is cash flow at horizon included in NPV? | ||
| 55 | TV_XIMPLOPT | Break Down Implied Options | ||
| 56 | TV_XINTOPT | Value Swaptions as Interest Rate Options |