Where Used List (Table) for SAP ABAP Data Element TB_VOLART (Volatility Type)
SAP ABAP Data Element
TB_VOLART (Volatility Type) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
| 1 | AFWKFRA_KG1 - VOLART | Key Figures: P&L Delta/Gamma | ||||
| 2 | AFWKFRA_KG1_H - VOLART | Key Figures: P+L Delta/Gamma | ||||
| 3 | AFWKFRA_KVK - VOLART | Key Figures: Value at Risk with Parameters | ||||
| 4 | AFWKFRA_KVK_H - VOLART | Key Figures: Value-at-Risk with Parameters | ||||
| 5 | AFWKFRA_PARA - VOLART | RA Key Figures: Control Parameters | ||||
| 6 | AFWKFRA_SIM - VOLART | Key Figures: Simulation Parameters | ||||
| 7 | ATCOVO - VOLART | Commodity Price Volatilities | ||||
| 8 | ATCVO - VOLART | Exchange Rate Volatilities | ||||
| 9 | ATIVO - VOLART | Reference interest rate volatilities | ||||
| 10 | ATRFVO - VOLART | Risk factor volatilities | ||||
| 11 | ATRFVOLA - VOLART | Descriptions of Risk Factors for Volatility Names | ||||
| 12 | ATVO1 - VOLART | Volatility Types 1 | ||||
| 13 | ATVO2 - VOLART | Descriptions of Volatility Types | ||||
| 14 | ATVO5 - VOLART | Volatilities - Flow Data | ||||
| 15 | ATWVO - VOLART | Security price volatilities | ||||
| 16 | ATXVO - VOLART | Security Index Volatilities | ||||
| 17 | ATXVOS - VOLART | Buffer structure for securities index volatilities | ||||
| 18 | ATZVO - VOLART | Reference Int. Rate Volatilities with Curve Info. | ||||
| 19 | ATZVOS - VOLART | Buffer Structure for Ref.Int.Rate Volas w/ Curve Info. | ||||
| 20 | CFM_RDB_BIW_KEYFIG_5_ATTR - VOLART | Key Figures (Risk) - Attributes | ||||
| 21 | CFM_RDB_BIW_KEYFIG_6_ATTR - VOLART | Key Figures (P&L) - Attributes | ||||
| 22 | FTBB_VOLATILITY - VOLART | Structure for Volatilities in Central Volatility Database | ||||
| 23 | JBD_STR_MD_VOFX_AT - VOLART | Currency Volatility | ||||
| 24 | JBD_STR_MD_VOFX_KEY - VOLART | Key for Currency Volatility | ||||
| 25 | JBD_STR_MD_VOIR_AT - VOLART | Interest Rate Volatility | ||||
| 26 | JBD_STR_MD_VOIR_KEY - VOLART | Key for Interest Rate Volatility | ||||
| 27 | JBD_STR_MD_VOIX_AT - VOLART | Index Volatility | ||||
| 28 | JBD_STR_MD_VOIX_KEY - VOLART | Key for Index Volatility | ||||
| 29 | JBD_STR_MD_VOSE_AT - VOLART | Security Volatility | ||||
| 30 | JBD_STR_MD_VOSE_KEY - VOLART | Key for Security Volatility | ||||
| 31 | JBRACHSE - VOLART | Axis Definition of a Valuation Grid | ||||
| 32 | JBRBV0 - VKVOLART | VaR - Global Control | ||||
| 33 | JBRBV2 - VKVOLART | VaR Simulation Types | ||||
| 34 | JBRBV2PI - VKVOLART | VaR: Attributes for Parameterized VaR | ||||
| 35 | JBRGSREG - VOLART | Buffer for explicit price changes | ||||
| 36 | JBRHSDEF - VKVOLART | Default Values for Evaluations for Historical Simulation | ||||
| 37 | JBRHSREG - VOLART | Buffer for historical market price changes | ||||
| 38 | JBRHSSPARI - VKVOLART | Parameters for Evaluations (Include) | ||||
| 39 | JBRIHSDEF - VKVOLART | Default values for VaR evaluations | ||||
| 40 | JBRIHSVAR - VKVOLART | Upper Structure for VaR Control | ||||
| 41 | JBRPFVO - VOLART | Price-forming factors: volatilities | ||||
| 42 | JBRREGW - VOLART | Rules for multi-dimensional risk factor shift | ||||
| 43 | JBRRHBL - VOLART | End Node Structure of a Risk Hierarchy | ||||
| 44 | JBRRHBLATT - VOLART | End Node Structure of a Risk Hierarchy | ||||
| 45 | JBRRHBLATTH - VOLART | End-Node Structure of a Risk Hierarchy (History) | ||||
| 46 | JBRRHBLATT_BACK - VOLART | Backup Table JBRRHBLATT (Required for Transport Imports) | ||||
| 47 | JBRRHBLT - VOLART | End-Node Structure of a Risk Hierarchy (Risk Factors) | ||||
| 48 | JBRRPSENIN - VOLAX | RM: Calculation of Sensitivites/NPV | ||||
| 49 | JBRSENPAR - VOLAX | Parameters for Sensitivity Evaluations | ||||
| 50 | JBRSENPAR - VOLAY | Parameters for Sensitivity Evaluations | ||||
| 51 | JBRSENS - VOLART | Price types for sensitivity analysis | ||||
| 52 | JBRSZREG - VOLART | Buffer for Price Changes with Grid Simulations | ||||
| 53 | JBRSZRIV - VOLART | Rule Buffer - Substructure for Interest Rate Volatilities | ||||
| 54 | JBRVARPAR - VKVOLART | VaR Evaluation Parameters | ||||
| 55 | MDUVV - VOLART | Mkt Data: Assign New Key for Volatil. Type | ||||
| 56 | VTVIVOLA - VOLART | Buffer structure for interest volatilities | ||||
| 57 | VTVMDSVO - VOLART | Market Data Record: Volatilities | ||||
| 58 | VTVMDVVO - VOLART | Market Data Value: Volatility Profile | ||||
| 59 | VTVRFVOLA - VOLART | Buffer Structure for Risk Factor Volatilities | ||||
| 60 | VTVRHFCAT - VOLART | Field Catalog of Risk Hierarchy Attributes | ||||
| 61 | VTVSZCVO - VOLART | Scenario database: exchange rate volatilities | ||||
| 62 | VTVSZIDXVO - VOLART | Scenario Database: Index Volatilities | ||||
| 63 | VTVSZIVO - VOLART | Scenario database: interest volatilities | ||||
| 64 | VTVSZVOLA - VOLART | Buffer Structure for Exchange Rate Volatilities | ||||
| 65 | VTVSZWPKUV - VOLART | Scenario Database: Security Price Volatilities | ||||
| 66 | VTVWVOLA - VOLART | Buffer structure for interest volatilities | ||||
| 67 | VTVXACHSE - VOLART | X-axis grid | ||||
| 68 | VTVYACHSE - VOLART | Y-axis grid |