Where Used List (Table) for SAP ABAP Table T056R (Interest reference definition)
SAP ABAP Table
T056R (Interest reference definition) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
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1 | ![]() |
/BEV3/CHBEZINS | External Interest Agreement | ![]() |
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2 | ![]() |
/BEV3/CHCDPCTR2 | CDP: Contract Data 2 - Specific Contract Data | ![]() |
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3 | ![]() |
/BEV3/CHKACNTRCT | Customer Evaluation Table: Contract | ![]() |
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4 | ![]() |
/BEV3/CHRGEZSCHL | Rule Interest Key - External | ![]() |
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5 | ![]() |
/BEV3/CHZE1000D1 | Data Display Structure | ![]() |
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6 | ![]() |
/IBS/CRB_M_DISC | RBD: Define General Discount Rates (ECF) | ![]() |
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7 | ![]() |
AFWBM_BASIC_STR | TRM: Structure for Detail for Basic Benchmark w. Versioning | ![]() |
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8 | ![]() |
AT56R | Supplements to Analysis System for Table T056R | ![]() |
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9 | ![]() |
ATIVO | Reference interest rate volatilities | ![]() |
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10 | ![]() |
ATVO61 | Volatilities - Mapping from Reference Interest Rates | ![]() |
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11 | ![]() |
ATZVO | Reference Int. Rate Volatilities with Curve Info. | ![]() |
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12 | ![]() |
BAPI1076_CONDITION | Condition Items | ![]() |
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13 | ![]() |
BAPI1076_FORMULAR | Formula | ![]() |
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14 | ![]() |
BAPI1076_FUTURE | Attributes for futures | ![]() |
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15 | ![]() |
BAPI_JBD_STR_CONDITION | Condition Items | ![]() |
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16 | ![]() |
BAPI_JBD_STR_FORMULAR | Formula | ![]() |
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17 | ![]() |
BAPI_THA_TRANS_IR | BAPI: Create Hedge Accounting IR Transaction | ![]() |
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18 | ![]() |
BAPI_THA_TRANS_IR_CHANGE | BAPI: Change IR Transaction Data | ![]() |
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19 | ![]() |
BAPI_THA_TRANS_IR_CHANGE_MULTI | BAPI: Change IR Transaction Data | ![]() |
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20 | ![]() |
BAPI_THA_TRANS_IR_MULTIPLE | BAPI: Create Hedge Accounting IR Transaction | ![]() |
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21 | ![]() |
BKK82 | Bank Condition Item | ![]() |
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22 | ![]() |
FKK033 | Structure w/data elements for acct determination | ![]() |
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23 | ![]() |
FTBB_MDG_IR | Reference Interest Rates for Risk Mgmt Market Data Generator | ![]() |
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24 | ![]() |
FTBB_MDG_VAR_IR | Table for Saving Start Parameters for Reference Int Rates | ![]() |
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25 | ![]() |
FTBB_RMMDG_REFINT | For Table Control for Reference Interest Rates | ![]() |
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26 | ![]() |
FTI_LDB_TR_ATTR_SEC | Class Attributes Used in the Logical Database | ![]() |
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27 | ![]() |
FTRS_VTBAFINKO | Structure for Alternative Conditions (Without Key) | ![]() |
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28 | ![]() |
FTRS_VTBFINKO | Structure for Financial Transaction Conditions (Without Key) | ![]() |
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29 | ![]() |
FTR_GDPDU_XSTR_VTBAFINKO | Alternative Conditions | ![]() |
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30 | ![]() |
FTR_GDPDU_XSTR_VTBFINKO | Financial Transaction Condition | ![]() |
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31 | ![]() |
FTR_GDPDU_XSTR_VTIAFINKO | Alternative Conditions Underlying | ![]() |
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32 | ![]() |
FTR_GDPDU_XSTR_VTIDERI | Master Data Listed Options and Futures | ![]() |
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33 | ![]() |
FTR_GDPDU_XSTR_VTIFINKO | Underlying Transaction Conditions | ![]() |
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34 | ![]() |
HKAUT | Field String for Condition Item Security Deposit | ![]() |
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35 | ![]() |
IBKK82 | General Data Bank Condition Position | ![]() |
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36 | ![]() |
IBKK85 | General Data Bank Account Individual Condition Position | ![]() |
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37 | ![]() |
IBKK92 | Structure for Condition Overview : Position | ![]() |
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38 | ![]() |
IRAS_INTEREST_VALUE_CONVERTED | Int.Rate Adjust.: Structure for Int. Rates (Converted Date) | ![]() |
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39 | ![]() |
JBAPLANPARLZB | ALM Assignment of Planning Parameters to Planning Variant | ![]() |
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40 | ![]() |
JBCFFIX | Cash Flow Transaction: Interest Rate Fixing | ![]() |
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41 | ![]() |
JBD15 | Yield Curve Types (Values) | ![]() |
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42 | ![]() |
JBDFRVL | SAP Banking: Volume Distribution for Existing Core Deposits | ![]() |
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43 | ![]() |
JBDFRVL | SAP Banking: Volume Distribution for Existing Core Deposits | ![]() |
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44 | ![]() |
JBDKOPO | Condition Items | ![]() |
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45 | ![]() |
JBDT56P | Reference interest rate table dependent on exact time | ![]() |
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46 | ![]() |
JBIUDA1 | TR: EDT Loans | ![]() |
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47 | ![]() |
JBIUDAR | IS-B: Loans Transfer | ![]() |
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48 | ![]() |
JBIUDER | Batch Input Structure for Derivatives | ![]() |
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49 | ![]() |
JBIUDERIV | Transfer Structure for Derivatives | ![]() |
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50 | ![]() |
JBIUFICTPAR_1 | ALM Include Parameters for Fict.Transactions, Outgoing Side | ![]() |
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51 | ![]() |
JBIUFICTPAR_2 | ALM Include Parameters for Fict.Transactions, Incoming Side | ![]() |
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52 | ![]() |
JBIUPDAR | Loan Transfer; Loan Conditions, Header, Item | ![]() |
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53 | ![]() |
JBIUPDERIV | Extended Transfer Structure for Derivatives | ![]() |
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54 | ![]() |
JBIUSECDA | Receiver Structure for Security Class Data | ![]() |
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55 | ![]() |
JBIXFRV | Volume Assignment for Core Deposit Products, Costing | ![]() |
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56 | ![]() |
JBRAPLANPEXT | ALM Parameter Enhancements for the Individual Simulation | ![]() |
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57 | ![]() |
JBRBEWEG | General structure for Risk Management flows | ![]() |
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58 | ![]() |
JBRSZRUL | Rule Buffer: Underlyings for Volatilities | ![]() |
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59 | ![]() |
JBRTCFFR | RM: Structure for Formula Refs. in CFs (current max.= 6) | ![]() |
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60 | ![]() |
JBT_STR_FTP_CALC_TRANCHE_CUST | Settings for Tranche for Opportunity Contribution | ![]() |
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61 | ![]() |
MDURR | Mkt Data: Assign New Key for Ref. Interest Rate Name | ![]() |
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62 | ![]() |
OICINT_CAL | Interest calculation | ![]() |
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63 | ![]() |
OICINT_MASTER | Interest master data | ![]() |
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64 | ![]() |
OICINT_SPL | Special interest table | ![]() |
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65 | ![]() |
RCONDAD_GCPBASDATA | View of VZZKOPO with Additional Info. from VKOPOSTEU | ![]() |
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66 | ![]() |
REXCC_AJ_MORGAGE_REF | Interest Reference Definition (T056R) | ![]() |
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67 | ![]() |
REXC_AJRECCH01_MGRB | Mortgage Rates, Base Level | ![]() |
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68 | ![]() |
RFICO_DYN_POSITION | Screen Structure Condition Item | ![]() |
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69 | ![]() |
RMRM_FLOW | Cumulative Values for MRM | ![]() |
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70 | ![]() |
RMRM_STOCK | Non-Cumulative Values for MRM | ![]() |
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71 | ![]() |
ROXAVV0008 | Generated Table for View /BEV3/CHVBWCTR2M | ![]() |
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72 | ![]() |
ROXAVV0037 | Generated Table for View /BEV3/CHVBWCTR2M | ![]() |
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73 | ![]() |
RSCREEN_LOCAC_CP | Screen Fields for Line of Credit Condition Items | ![]() |
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74 | ![]() |
RTKTZ | Fields in Detail Screen for Interest Terms | ![]() |
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75 | ![]() |
SECURITY_FUTURE | Attributes for futures | ![]() |
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76 | ![]() |
SEC_D_CONDITION | Condition Item for Dialog | ![]() |
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77 | ![]() |
T056A | Time-dependent conditions | ![]() |
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78 | ![]() |
T056I | Time-dep.terms for interest calc.rule | ![]() |
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79 | ![]() |
T056P | Reference interest table | ![]() |
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80 | ![]() |
THMEXT_TRANS_IR | Hedge Management: IR Transactions | ![]() |
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81 | ![]() |
THMHRT_HR | Hedge Relationship | ![]() |
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82 | ![]() |
TIV35 | Regional locations | ![]() |
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83 | ![]() |
TIVXCESPTSURCHRG | Municipal Property Tax - Surcharges | ![]() |
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84 | ![]() |
TIVXCITSDINT | Settings of Italian Security Deposit Interest Calculation | ![]() |
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85 | ![]() |
TRIAS_KEY | Treasury: Int. Rate Adjustment - Registration and Fixing-Key | ![]() |
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86 | ![]() |
TTONFT056P | Referenzzinssatztabelle | ![]() |
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87 | ![]() |
TXI_T056R | Interest reference definition | ![]() |
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88 | ![]() |
TYC_BSPRD_DEF | Basis Spread Definition | ![]() |
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89 | ![]() |
VBAFINKO | Updating Structure for Alternative Terms | ![]() |
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90 | ![]() |
VBFINKO | Updating Table for Terms | ![]() |
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91 | ![]() |
VBRATE | Updating Structure for VTBRATE | ![]() |
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92 | ![]() |
VDCOT_V_CON_PO | Condition Items in the Condition Table | ![]() |
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93 | ![]() |
VDMEPOV | Condition Table: Variant Item | ![]() |
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94 | ![]() |
VDREF_INT | Customizing table for Reference Interest Rate | ![]() |
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95 | ![]() |
VIXCAJSPECH01_TAB | Adj.Parameters for Adjustment Using Swiss Law (Non-Key Flds) | ![]() |
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96 | ![]() |
VTBPFHAPO | Treasury: Flow Shells | ![]() |
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97 | ![]() |
VTBRATE | Rate for Activity | ![]() |
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98 | ![]() |
VTIDERI | Master Data Listed Options and Futures | ![]() |
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99 | ![]() |
VTIFRA | Screen Fields OTC Interest Rate Derivatives FRA | ![]() |
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100 | ![]() |
VTIMF71A | Screen Fields OTC Interest Rate Derivative Cap/Floor | ![]() |
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101 | ![]() |
VTIMF72A | Screen Fields OTC Interest Rate Derivatives Swap | ![]() |
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102 | ![]() |
VTIORDER | Structure for Order Items Listed Derivatives | ![]() |
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103 | ![]() |
VTISWAP | Financial product - Conditions | ![]() |
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104 | ![]() |
VTI_FKOFU | Condition transfer Options/Futures | ![]() |
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105 | ![]() |
VTI_FUSKO | Transfer structure for settlement | ![]() |
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106 | ![]() |
VTI_FUTURE | Structure for Futures Data | ![]() |
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107 | ![]() |
VTMHPTKOND | Main terms in money market | ![]() |
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108 | ![]() |
VTS_CF_IRATE | FTR: Structure for Financial Mathematical Interest Details | ![]() |
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109 | ![]() |
VTVFGCF | Technical Transaction Category - Cashflows | ![]() |
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110 | ![]() |
VTVFGCF01 | Technical Transaction Category - Cash Flow xSFGDT/SFGDT | ![]() |
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111 | ![]() |
VTVFGCF02 | Technical Transaction Category - Cash Flow xSFGDT/SFGDT | ![]() |
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112 | ![]() |
VTVFGCFFR | Tech. Transaction Category - Variable Assig. for Formula Ref | ![]() |
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113 | ![]() |
VTVRHFCAT | Field Catalog of Risk Hierarchy Attributes | ![]() |
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114 | ![]() |
VTVSZIN | Scenario Database: Interest | ![]() |
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115 | ![]() |
VTVSZIVO | Scenario database: interest volatilities | ![]() |
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116 | ![]() |
VVZZKOPO | View of VZZKOPO with additional info. from VKOPOSTEU | ![]() |
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117 | ![]() |
VZBEST | Treasury general portfolio structure | ![]() |
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118 | ![]() |
VZBEST_RT | Position Structure/Reporting Char. MRM for Risk Objects | ![]() |
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119 | ![]() |
VZBEWEG | General structure of treasury transactions | ![]() |
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120 | ![]() |
VZKOPF | General header structure Treasury | ![]() |
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121 | ![]() |
VZZKOPA | Alternative condition item - conditions | ![]() |
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122 | ![]() |
VZZKOPO | Table condition items | ![]() |
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