Where Used List (Function Module) for SAP ABAP Table VTVFIMA (Control Object RM-FIMA)
SAP ABAP Table
VTVFIMA (Control Object RM-FIMA) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
---|---|---|---|---|---|---|
![]() |
![]() |
![]() |
![]() |
![]() |
||
1 | ![]() |
AIS_SENSI_DETAIL
|
Calcn of Macaulay Duration and Net Present Values for Each Financial Obj. | ![]() |
![]() |
![]() |
2 | ![]() |
AIS_SVA_CASHMANAGEMENT
|
Select Cash Management Data and Prepare for Display | ![]() |
![]() |
![]() |
3 | ![]() |
AIS_SVA_FX_EXPOSURE_SS
|
FX-Exposure - Valuation and Display of Single Items | ![]() |
![]() |
![]() |
4 | ![]() |
ALM_EVAL_BUKRS_GUV_VALUES
|
ALM Determine Defaults for Local Currency Amounts | ![]() |
![]() |
![]() |
5 | ![]() |
ALM_EVAL_FINANCIAL_INSTRUMENTS
|
ALM Determination of Basic Key Figures for P+L Evaluation | ![]() |
![]() |
![]() |
6 | ![]() |
FTR_DEAL_POSITION_MON_CAL
|
Positionsmonitor-Bewertung der Daten | ![]() |
![]() |
![]() |
7 | ![]() |
FTR_FX_CASHSETTL_OPT_PLAN
|
Creates a Planned Record for Cash Settlement Flow | ![]() |
![]() |
![]() |
8 | ![]() |
FX_OPTION_METHODS
|
Steuerung der Optionsmethodenrechner | ![]() |
![]() |
![]() |
9 | ![]() |
FX_TERMIN_METHODS
|
Steuerung des Terminmethodenrechners | ![]() |
![]() |
![]() |
10 | ![]() |
ISB_BUILD_LIQUIDATION_SCENARIO
|
IS-B: RM Liquidationsszenario verarbeiten | ![]() |
![]() |
![]() |
11 | ![]() |
ISB_GAP_ANALYSIS I_METH STRUCTURE VTVFIMA OPTIONAL
|
IS-B: RM Analysis of Risk Objects | ![]() |
![]() |
![]() |
12 | ![]() |
ISB_GAP_ANALYSIS
|
IS-B: RM Analysis of Risk Objects | ![]() |
![]() |
![]() |
13 | ![]() |
ISB_GAP_BERMUDA_ANALYZER
|
Analyse-Baustein für Bermuda-Optionen | ![]() |
![]() |
![]() |
14 | ![]() |
ISB_GAP_FUTURES_ANALYZER
|
IS-B: RM GAP-Analyse-Baustein für Futures | ![]() |
![]() |
![]() |
15 | ![]() |
ISB_GAP_OPTION_ANALYZER
|
IS-B: RM Gap-Analyse-Baustein Optionen (OTC und handelbare) | ![]() |
![]() |
![]() |
16 | ![]() |
ISB_OR_PRICING_01
|
Pricing: Bar- u Marktwert, Delta, Gamma, Vega, Duration, Mod.Duration | ![]() |
![]() |
![]() |
17 | ![]() |
ISB_OR_PRICING_02
|
Pricing: gefixter Zinssatz, Endfälligkeitsrendite | ![]() |
![]() |
![]() |
18 | ![]() |
ISB_RM_FUTURE_METHODS
|
IS-B: RM Berechnungsmethoden für Futures | ![]() |
![]() |
![]() |
19 | ![]() |
ISB_SFGDT_PRICING_UNIT
|
Open-Reporting: Ermittlung Kennzahlen Risikoträgerobjekt | ![]() |
![]() |
![]() |
20 | ![]() |
KL_BK_BASIC_VAL_EXT_CALC
|
External Transactions: Currency Translation and Variable Assignment | ![]() |
![]() |
![]() |
21 | ![]() |
KL_BK_CALC_NOMINAL_VAL_SINGLE
|
Get Nominal Amount - Single Record | ![]() |
![]() |
![]() |
22 | ![]() |
KL_BK_CALC_NOM_CAP_FLOOR
|
Nominal Amount for Cap/Floor | ![]() |
![]() |
![]() |
23 | ![]() |
KL_BK_CALC_NOM_COMPLEX
|
Nominal Amount for Complex Class/Financial Transaction | ![]() |
![]() |
![]() |
24 | ![]() |
KL_BK_CALC_NOM_DAR_GH_WP
|
Nominal Amount for Loans, Money Market Transactions, Securities | ![]() |
![]() |
![]() |
25 | ![]() |
KL_BK_CALC_NOM_OPTIONS_WITH_UL
|
Nominal Amount for OTC and Tradable Options | ![]() |
![]() |
![]() |
26 | ![]() |
KL_BK_CALC_PRESENT_VAL_SINGLE
|
Call of NPV Calculation - Single Record Processing | ![]() |
![]() |
![]() |
27 | ![]() |
KL_BK_EXT_DATA_READ_CONVERT
|
Translate External Key Figures into Transaction Currency | ![]() |
![]() |
![]() |
28 | ![]() |
KL_FAZ_WHR_CONVERT
|
Währungsumrechnung für die Faz'en | ![]() |
![]() |
![]() |
29 | ![]() |
KL_NAC_IR_CALC_PARALLEL I_METH STRUCTURE VTVFIMA
|
Calculate Issuer Risk in Parallel Processing | ![]() |
![]() |
![]() |
30 | ![]() |
KL_NAC_PARALLEL_ADMIN I_METH STRUCTURE VTVFIMA
|
Parallel Processing in Credit Limit | ![]() |
![]() |
![]() |
31 | ![]() |
KL_NAC_T6_CALC
|
Calculate Nominal Value and NPV of Underlying of FX Option | ![]() |
![]() |
![]() |
32 | ![]() |
KL_SIAB_CURRENCY_CONVERT
|
Translates the collateraland the WP-REP-REPOS into transaction currency | ![]() |
![]() |
![]() |
33 | ![]() |
RMSVA_PROFIT_LOSS_ANALYSIS
|
Einzelwertanalyse Profit & Loss (Transaction AISPL) | ![]() |
![]() |
![]() |
34 | ![]() |
RM_COMPLEX_ACCR_INTR_CALC
|
Accd Int. Calculation from Security/Loan Shares of Complex Classes | ![]() |
![]() |
![]() |
35 | ![]() |
RM_COMPLEX_BOND_FORWARD_METHOD
|
Method Modlue for Forward Transactions for Complex Transactions | ![]() |
![]() |
![]() |
36 | ![]() |
RM_COMPLEX_FORWARD_METHOD
|
Method Modlue for Forward Transactions for Complex Transactions | ![]() |
![]() |
![]() |
37 | ![]() |
RM_COMPLEX_OPTION_METHOD
|
Method Module for Complex Options for Loans and Bonds | ![]() |
![]() |
![]() |
38 | ![]() |
RM_COMPLEX_OPTION_STRIKE_CALC
|
Calculation of Strike of a Complex Option on the Horizon | ![]() |
![]() |
![]() |
39 | ![]() |
RM_COMPLEX_SEC_TYPE_METHOD
|
Method Module for Complex Classes | ![]() |
![]() |
![]() |
40 | ![]() |
RM_COMPLEX_SEC_TYPE_OPT_CALC
|
Valuation of Option Shares of a Complex Class | ![]() |
![]() |
![]() |
41 | ![]() |
RM_COMPLEX_SEC_TYPE_OPT_LAYER
|
Selection of Option-Specific Price Calculator for Opt. UL of a Compl.Class | ![]() |
![]() |
![]() |
42 | ![]() |
RM_COMPLEX_SEC_TYPE_RATE_CALC
|
Valutaion of a Complex Class via the Securities Rate | ![]() |
![]() |
![]() |
43 | ![]() |
RM_COMPLEX_SEC_TYPE_RESULT_MOD
|
Adjust NPV of Dependent Transactions to Complex Class Position | ![]() |
![]() |
![]() |
44 | ![]() |
RM_COMPLEX_SEC_TYPE_SEC_CALC
|
Valuation of UL Securities/Loans Shares of a Complex Class | ![]() |
![]() |
![]() |
45 | ![]() |
RM_COMPLEX_SEC_TYPE_SEC_LAYER
|
Select Price Calculator for the Dependent Transactions of a Complex Class | ![]() |
![]() |
![]() |
46 | ![]() |
RM_COMPRESS_SFGDT I_METH STRUCTURE VTVFIMA OPTIONAL
|
RM Presummarization: SFGDT Summarization Control | ![]() |
![]() |
![]() |
47 | ![]() |
RM_DEVISEN_OPTION_BARWERT
|
NPV of FX Options: Methods 100, 101, 300, 310 | ![]() |
![]() |
![]() |
48 | ![]() |
RM_DEVISEN_OPTION_CASHFLOW
|
NPV of FX Options: Method 400 | ![]() |
![]() |
![]() |
49 | ![]() |
RM_DEVISEN_OPTION_METHODS
|
Method Module for Foreign Currency Options | ![]() |
![]() |
![]() |
50 | ![]() |
RM_DEVISEN_OPTION_SCHNITTKURS
|
NPV for FX Options: Method 200 | ![]() |
![]() |
![]() |
51 | ![]() |
RM_EVAL_MULTI_TASK I_METH STRUCTURE VTVFIMA OPTIONAL
|
Parallel Processing: Call in Multi-Task Parallel Mode | ![]() |
![]() |
![]() |
52 | ![]() |
RM_EVAL_MULTI_TASK_OPT I_METH STRUCTURE VTVFIMA OPTIONAL
|
Parallel Processing: Call in Multitask Parallel Mode | ![]() |
![]() |
![]() |
53 | ![]() |
RM_EVAL_MULTI_TASK_OPT_FOR_IR I_METH STRUCTURE VTVFIMA OPTIONAL
|
Parallel Processing: Call in Multi-Task Parallel Mode | ![]() |
![]() |
![]() |
54 | ![]() |
RM_EVAL_PROCESS_BACK I_METH STRUCTURE VTVFIMA
|
Parallel Processing: Processing of a Separate Back Testing Task | ![]() |
![]() |
![]() |
55 | ![]() |
RM_EVAL_PROCESS_TASK I_METH STRUCTURE VTVFIMA
|
Parallel Processing: Processing of a Separate Task | ![]() |
![]() |
![]() |
56 | ![]() |
RM_EVAL_SCHEDULE_BACK I_METH STRUCTURE VTVFIMA OPTIONAL
|
Parallel Processing: Scheduler for Back Testing Task | ![]() |
![]() |
![]() |
57 | ![]() |
RM_EVAL_SCHEDULE_TASK I_METH STRUCTURE VTVFIMA OPTIONAL
|
Parallel Processing: Scheduler for Evaluation Tasks | ![]() |
![]() |
![]() |
58 | ![]() |
RM_EVAL_SINGLE_TASK I_METH STRUCTURE VTVFIMA OPTIONAL
|
Parallel Processing: Call in Single Task Mode | ![]() |
![]() |
![]() |
59 | ![]() |
RM_FG_EVAL_ENRICH I_METH STRUCTURE VTVFIMA OPTIONAL
|
Risk Object: Addition of Data for Evaluation | ![]() |
![]() |
![]() |
60 | ![]() |
RM_FIMA_ANALYSIS I_METH STRUCTURE VTVFIMA
|
RM-FIMA: Risik Analysis | ![]() |
![]() |
![]() |
61 | ![]() |
RM_FIMA_BASIS
|
RM-FIMA: Valuation Method with Rules for Basis FGETs | ![]() |
![]() |
![]() |
62 | ![]() |
RM_FIMA_COMPLEX
|
RM-FIMA: Processing of Complex Risk Objects | ![]() |
![]() |
![]() |
63 | ![]() |
RM_FIMA_COMPLEX I_METH STRUCTURE VTVFIMA
|
RM-FIMA: Processing of Complex Risk Objects | ![]() |
![]() |
![]() |
64 | ![]() |
RM_FIMA_EVAL I_METH STRUCTURE VTVFIMA
|
RM-FIMA: Call of All Evaluation Categories | ![]() |
![]() |
![]() |
65 | ![]() |
RM_FIMA_EXTERN
|
RM-FIMA: Call External Price Calculator | ![]() |
![]() |
![]() |
66 | ![]() |
RM_FIMA_METHOD I_METH STRUCTURE VTVFIMA
|
RM-FIMA: Method Calculation in Rules and Scenarios | ![]() |
![]() |
![]() |
67 | ![]() |
RM_FUTURE_MARGIN_METHODS
|
IS-B: RM Berechnungsmethoden für Futures | ![]() |
![]() |
![]() |
68 | ![]() |
RM_GAP_CALC
|
Gets the original gap analysis results | ![]() |
![]() |
![]() |
69 | ![]() |
RM_MM_ASPBO_METHOD
|
Barwert von Average Spot Basket Optionen | ![]() |
![]() |
![]() |
70 | ![]() |
RM_MM_BALANCE_METHOD
|
Methodenbaustein für Zinsinstrumente | ![]() |
![]() |
![]() |
71 | ![]() |
RM_MM_BOND_FORWARD_METHOD
|
Methodenbaustein für Bond-Forwards | ![]() |
![]() |
![]() |
72 | ![]() |
RM_MM_CAP_FLOOR_METHOD
|
Methodenbaustein für Caps/Floors | ![]() |
![]() |
![]() |
73 | ![]() |
RM_MM_COMPOUND_INTEREST_CALC
|
thesaurierende Zinsen werden zur Fälligkeit zusammengefaßt | ![]() |
![]() |
![]() |
74 | ![]() |
RM_MM_FRA_METHOD
|
Methodenbaustein für FRA's | ![]() |
![]() |
![]() |
75 | ![]() |
RM_MM_FVA_METHOD
|
Barwert von Forward Volatility Agreement | ![]() |
![]() |
![]() |
76 | ![]() |
RM_MM_GENERAL_INTEREST_METHOD
|
Methodenbaustein für Zinsinstrumente | ![]() |
![]() |
![]() |
77 | ![]() |
RM_MM_GENERAL_INTEREST_PV
|
Barwertbaustein für Zinsinstrumente | ![]() |
![]() |
![]() |
78 | ![]() |
RM_MM_GENERAL_INTEREST_PV REFERENCE(I_METH_TYP) LIKE VTVFIMA
|
Barwertbaustein für Zinsinstrumente | ![]() |
![]() |
![]() |
79 | ![]() |
RM_MM_GENERAL_STOCK_METHOD
|
Methodenbaustein für Aktieninstrumente | ![]() |
![]() |
![]() |
80 | ![]() |
RM_MM_GENERAL_STOCK_PV VALUE(I_SZVERLAUF) LIKE VTVFIMA-SZVERLAUF DEFAULT SPACE
|
Barwertbaustein für Aktieninstrumente | ![]() |
![]() |
![]() |
81 | ![]() |
RM_MM_GENERAL_STOCK_PV
|
Barwertbaustein für Aktieninstrumente | ![]() |
![]() |
![]() |
82 | ![]() |
RM_MM_IMPLICIT_OPTION_CALC_ADM
|
Implizite Optionen aus Zinsbegrenzungsvereinbarungen bewerten (Steuerung) | ![]() |
![]() |
![]() |
83 | ![]() |
RM_MM_INT_STOCK_OPTION_METHOD
|
Methodenbaustein für Optionen auf Bond, FRA, Swap, Aktien | ![]() |
![]() |
![]() |
84 | ![]() |
RM_MM_IR_MODELS_FOR_CAP_FLOOR
|
Zinsstrukturmodelle, Aufrufbaustein für Caps und Floors | ![]() |
![]() |
![]() |
85 | ![]() |
RM_MM_IR_MODELS_FOR_OPTIONS
|
Zinsstrukturmodelle für Optionen auf Zinsgeschäfte | ![]() |
![]() |
![]() |
86 | ![]() |
RM_MM_PV_FOR_CF_TAB_CALC_ADM
|
Barwert zu vorgegebener Cashflow-Tabelle ermittelen | ![]() |
![]() |
![]() |
87 | ![]() |
RM_MM_REPO_METHOD
|
Methodenbaustein für Repo | ![]() |
![]() |
![]() |
88 | ![]() |
RM_MM_TRADEABLE_TREATY_METHOD
|
Methodenbaustein für börsengehandelte Derivate | ![]() |
![]() |
![]() |
89 | ![]() |
RM_NPV_BACK
|
Net Present Value Evaluation: Back Testing | ![]() |
![]() |
![]() |
90 | ![]() |
RM_NPV_DETAIL
|
Individual Evaluation: Net Present Value/Net Present Value Differences | ![]() |
![]() |
![]() |
91 | ![]() |
RM_NPV_GRID
|
Net Present Value Evaluation: Grid Analysis | ![]() |
![]() |
![]() |
92 | ![]() |
RM_NPV_LZB
|
Net Present Value Evaluation: Maturity Bands | ![]() |
![]() |
![]() |
93 | ![]() |
RM_NPV_RULES
|
Net Present Value Evaluation: External Rules | ![]() |
![]() |
![]() |
94 | ![]() |
RM_NPV_SENS
|
Net Present Value Evaluation: Sensitivities | ![]() |
![]() |
![]() |
95 | ![]() |
RM_RE_FILL_SHIFT_RULES
|
Shift Rules for Rule Type and Market Data Set | ![]() |
![]() |
![]() |
96 | ![]() |
RM_RE_FILL_SHIFT_RULES E_MREG STRUCTURE VTVFIMA
|
Shift Rules for Rule Type and Market Data Set | ![]() |
![]() |
![]() |
97 | ![]() |
RM_RH_FILL_RULES
|
Return Shift Rules for Historical Simulation | ![]() |
![]() |
![]() |
98 | ![]() |
RM_RH_FILL_RULES REFERENCE(MREG) LIKE VTVFIMA
|
Return Shift Rules for Historical Simulation | ![]() |
![]() |
![]() |
99 | ![]() |
RM_RH_FILL_RULES E_REGELN STRUCTURE VTVFIMA
|
Return Shift Rules for Historical Simulation | ![]() |
![]() |
![]() |
100 | ![]() |
RM_STANDARD_KEYFIGURES_1_FO
|
Adaptor Between RFHA and RM-FIMA | ![]() |
![]() |
![]() |
101 | ![]() |
RM_TERMIN_SCHNITTKURS
|
Average Rate for Forward Exchange Transaction: Method 200 | ![]() |
![]() |
![]() |
102 | ![]() |
RM_VAR_BACK
|
Value at Risk: Back Testing | ![]() |
![]() |
![]() |
103 | ![]() |
RM_VAR_SIMULATION_10
|
Value at Risk: Simulation Procedure | ![]() |
![]() |
![]() |
104 | ![]() |
RM_VAR_VAKO_DELTA
|
Value at Risk: Variance/Covariance Delta Positions | ![]() |
![]() |
![]() |
105 | ![]() |
RM_VAR_VAKO_GAMMA
|
Value at Risk: Variance/Covariance Delta-Gamma | ![]() |
![]() |
![]() |
106 | ![]() |
THMHR_CALCULATE_DERIVATIVE
|
Calculate the value of a derivative | ![]() |
![]() |
![]() |
107 | ![]() |
THMHR_CALCULATE_HEDGED_ITEM
|
Calculated the value of the hedged item | ![]() |
![]() |
![]() |
108 | ![]() |
TV_PROT_EVAL REFERENCE(I_METH_STRUC) TYPE VTVFIMA OPTIONAL
|
Schreibt allgemeine Daten zur Auswertung ins Protokoll | ![]() |
![]() |
![]() |
109 | ![]() |
TV_PROT_EVAL
|
Schreibt allgemeine Daten zur Auswertung ins Protokoll | ![]() |
![]() |
![]() |