Where Used List (Table) for SAP ABAP Table VWPANLA (Asset master for securities)
SAP ABAP Table
VWPANLA (Asset master for securities) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
| 1 | ACE_SOP_PARAMETERS | Possible Parameters for Provisions | ||||
| 2 | ACE_SOP_SCRT_SEC | Hypothetical Security Price Performance for Simulation | ||||
| 3 | AFO_POS2DERI | Derivation Structure: Class Positions in Futures Account | ||||
| 4 | AFWBM_BASIC_APP_STR | TRM: Structure for Detail for Append for Basic Benchmark | ||||
| 5 | AFWCH_STR_SAMP | Sample Customizing | ||||
| 6 | ATRFBETA | Risk factor description beta factors | ||||
| 7 | ATVO63 | Volatilities - Mapping from Security ID Numbers | ||||
| 8 | BAPI1062_POSITION_CREATE | Position in External Securities Account Statement | ||||
| 9 | BAPI1076 | Header structure for financial product (FP) | ||||
| 10 | BAPI1076_OPTION | Attributes for options | ||||
| 11 | BAPI1076_SECURITY_LIST | Return structure for GetList method | ||||
| 12 | BAPI1076_SN_RANGE | ID numbers | ||||
| 13 | BAPI_JBD_STR_HEAD | Header structure for financial product (FP) | ||||
| 14 | BCKVWPAKTI | BACKUP: Stock, subscription rights, investment certificates | ||||
| 15 | BCKVWPANLE | BACKUP: Interest-bearing securities | ||||
| 16 | BCKVZSKOKO | BACKUP: Condition header for stock, sub.rgt, invest., share. | ||||
| 17 | BMA_GUIDRANL | OLD <<Boundary>> CFM-BM: Assignment of BMGUID-WPKN | ||||
| 18 | DIFS_DIFF_VALUES | Structure for Differentiation Values | ||||
| 19 | DIFS_DIFF_VALUES_EXT | Structure for Differentiation Values | ||||
| 20 | FTBB_MDG_SEC | FTBB_MDG_SEC | ||||
| 21 | FTBB_MDG_SECUR | Securities for RMMDG (Market Data Generator) | ||||
| 22 | FTBB_MDG_VAR_SEC | Table for Saving Start Parameters for Securities | ||||
| 23 | FTI_BIW_CFM_INIT_POSITION | CFM: Initialize Position | ||||
| 24 | FTI_BIW_CFM_VALUES | CFM: Market Values & Simulated Values of Position Management | ||||
| 25 | FTI_BIW_SEC_ID_ATTR | CFM: Class Master Data - Reduced to Max. 16-Character Names | ||||
| 26 | FTI_BIW_SEC_ID_TEXT | CFM: Class Master Data - Texts | ||||
| 27 | FTI_BI_REP_ODS | Reparation Records for Inconsistent Data in ODS 0CFM_O01 /BW | ||||
| 28 | FTI_LDB_TR_ATTR_SEC | Class Attributes Used in the Logical Database | ||||
| 29 | FTI_LDB_TR_CASH_FLOWS | Treasury: Payment Information | ||||
| 30 | FTI_LDB_TR_PERIODS | Treasury: Period-Based Evaluations (-> LDB) | ||||
| 31 | FTI_LDB_TR_PERIOD_FLOWS | Treasury: Flow Information | ||||
| 32 | FTI_LDB_TR_PL_CF | Treasury: Revenue and Cash Flow Information | ||||
| 33 | FTI_LDB_TR_POSITIONS | Treasury: Positions (-> LDB) | ||||
| 34 | FTI_LDB_TR_POS_SEC_ATTR | Class Attributes Used in the Logical Database | ||||
| 35 | FTI_MARKET_VALS | Reporting: Buffer Table for Market Values - Position Crcy | ||||
| 36 | FTI_MARKET_VALST | Reporting: Buffer Table for Market Values - Evaluation Crcy | ||||
| 37 | FTI_S_IMPAIRMENT_EXPORT | Data Structure for Impairment Export | ||||
| 38 | FTI_S_REP_CHECK_IMPAIRMENT | Data Structure for Selection Report for Impairment | ||||
| 39 | FTR_DEAL_WRK | Display Structure for Treasury Transactions | ||||
| 40 | FTR_GDPDU_XSTR_CLASPOS | Class Position in Securities Account | ||||
| 41 | FTR_GDPDU_XSTR_VTIDERI | Master Data Listed Options and Futures | ||||
| 42 | FTR_GDPDU_XSTR_VWPDEPO | Securities Account Position | ||||
| 43 | JBDBSTD | SAP Banking: Positions | ||||
| 44 | JBDSTAMM | Structure for Securities Master Data | ||||
| 45 | JBDSTOCKDERI | Derivation structure Positions | ||||
| 46 | JBIUCDFP | Receiver Structure for Financial Product Class Data | ||||
| 47 | JBIUSECDA | Receiver Structure for Security Class Data | ||||
| 48 | JBIUWPO | EDT Security Order | ||||
| 49 | JBIWPANLA | RM Selection Structure for Investment Master and Supplements | ||||
| 50 | JBI_DYN_BBEW | Structure for Screen Position Changes | ||||
| 51 | JBI_DYN_BBEW | Structure for Screen Position Changes | ||||
| 52 | JBRIORDE | RM: Reduced VWORDE Structure for Forw. Securities Selection | ||||
| 53 | JBROBJDERI | RM: Structure of Financial Object for Derivation | ||||
| 54 | KLJCUR | External Key Fields for Original Objects in Credit Limit | ||||
| 55 | MF64H_100 | Structure for Screen Fields in Program MF64H | ||||
| 56 | MIGC_COM_VALCLS | Derive General Valuation Class for Migration to CFM 1.0 | ||||
| 57 | PINS_TRF_POSITION_DISPLAY | Position Acct Position Indicator: Display Structure | ||||
| 58 | PINS_TRS_POSITION_DISPLAY | Securities Account Position Indicator: Display Structure | ||||
| 59 | PINT_STOCKEX | Stock Exchange per Company Code and Class | ||||
| 60 | RDPT_F4_DRAWN_BOND | Drawn Bond | ||||
| 61 | RDPT_FACTOR_HDR2 | Treasury: Drawing Factors Header | ||||
| 62 | RDPT_RNG_CURRENT_FACE | Range Structure for Current Face | ||||
| 63 | RDPT_SET | Quantity of Redemption Schedules | ||||
| 64 | RMF64Z_100 | Structure for screen 100 in module pool SAPMF64Z | ||||
| 65 | SECURITY_DB | Update securities | ||||
| 66 | SECURITY_DB | Update securities | ||||
| 67 | SECURITY_DB_ANLA | Test | ||||
| 68 | SECURITY_HEADER | Financial product parameter structure (general data) | ||||
| 69 | SLDT_FLOW | Subledger Distributor Transactions | ||||
| 70 | TBCO_FU | Output Structure for Confirmation of Futures | ||||
| 71 | TBCO_FW | Output Structure for Forward Transaction Confirmations | ||||
| 72 | TBCO_RP | Output Structure for Repo Confirmations | ||||
| 73 | TBCO_SE | Output Structure: Securities Order Confirmations | ||||
| 74 | TBCO_SL | Output Structure for Securities Lending | ||||
| 75 | TISSR_MIGTP_EWR | ISSR: Steuertabelle Migration Kennz. R5/97 10 (Fonds) | ||||
| 76 | TLVT_MANUAL_VAL | Book Values for Manual Valuation of Positions | ||||
| 77 | TPMS_OF | Class data for listed options and futures | ||||
| 78 | TPMS_OF | Class data for listed options and futures | ||||
| 79 | TPMTVMFL | Position management variation margin flows at sec. account | ||||
| 80 | TPMT_DEDOC_POS | Derivatives Document: Document Item | ||||
| 81 | TPMT_DEPAL_FLOWS | Listed Futures: Price Gain Records | ||||
| 82 | TPM_MIG_LOT_MIXD | CFM: (Mig) ID Nos. by Coll. Pos. Man -> Corrspnd. PA by Lot | ||||
| 83 | TPM_TRS_CFD_200 | Structure for Entry Screen of Securities Account Cash Flow | ||||
| 84 | TRACT_QUEUE | Resubmission for Reversal | ||||
| 85 | TRDT_FLOW | Persistent distributor flows | ||||
| 86 | TRFS_CALC_POS_W_VALUES | Treasury: Structure for TRF Lot Position with Components | ||||
| 87 | TRFS_CLASS_POS_I | Treasury: Include Structure for TRF Class Position | ||||
| 88 | TRFS_CLASS_POS_KEY | Treasury: Include Structure for TRF Class Position | ||||
| 89 | TRFS_CLASS_POS_LIST | CFM: Structure for TRF Class Position with Components | ||||
| 90 | TRFS_CLASS_POS_W_VALUES | Treasury: Structure for TRF Class Position with Components | ||||
| 91 | TRFT_CLASS_POS | Treasury: TRF Class Position | ||||
| 92 | TRGC_QUANTITY | Factors Level 3 | ||||
| 93 | TRGC_QUANTITY2 | Factors Level 2 | ||||
| 94 | TRLT_INIT_VAL_FU | Initialization Values for TRL Futures Positions | ||||
| 95 | TRLT_INIT_VAL_SE | Initialization Values for TRL Positions: Securities | ||||
| 96 | TRRS_MSG | Message for Log | ||||
| 97 | TRSS_CF_DISPLAY_SI | Input Screen Fields with Selection for Securities Class | ||||
| 98 | TRSS_CLASPOS_I | Treasury: Include Struct. for Class Pos. in Securities Acct | ||||
| 99 | TRSS_CLASPOS_KEY | Treasury: Structure for the Key of Class Pos. in Sec. Acct | ||||
| 100 | TRSS_POS_LOCK_PARAM | Treasury: Lock Parameter for TRS Position | ||||
| 101 | TRST_RECON_POS | Reconciliation Positions | ||||
| 102 | TWSPV | Security Prices for Special Valuation | ||||
| 103 | TWX2 | Sec.-index class data | ||||
| 104 | TXI_VWPANLA | Asset master for securities | ||||
| 105 | VALT_SP_VAL_SEC | Security Prices and NPV for Special Valuation | ||||
| 106 | VTBFSEC | Securities Collateral | ||||
| 107 | VTIDERI | Master Data Listed Options and Futures | ||||
| 108 | VTIORDER | Structure for Order Items Listed Derivatives | ||||
| 109 | VTVBARM_DR_BOE | Derivatives Listed Trans.: Trans./Activity Characteristics | ||||
| 110 | VTVBARM_MR | Treasury: Non-Cumulative Values Market Risk: Characteristics | ||||
| 111 | VTVBARM_TR | Treasury: Non-Cumulative (MM+FX+SEC): Charact. Trans./Activ. | ||||
| 112 | VTVBARM_WP | Treasury: Non-Cumulative Values Sec.: Charact. Trans./Act. | ||||
| 113 | VTVSZWPKUR | Scenario Database: Security Prices | ||||
| 114 | VTVSZWPKUV | Scenario Database: Security Price Volatilities | ||||
| 115 | VWBEKI | Treasury Securities: Actual Flows - Header | ||||
| 116 | VWBEPP | Treasury Securities: Planned Flows | ||||
| 117 | VWORDE | Order Data | ||||
| 118 | VWPAKTI | Stock, subscription rights, investment certificates | ||||
| 119 | VWPANAN | Asset master/asset master relationship | ||||
| 120 | VWPANIN | Assign Security Class to Security Index | ||||
| 121 | VWPANLA | Asset master for securities | ||||
| 122 | VWPANLA_CFM | Append for VWPANLA | ||||
| 123 | VWPANLE | Interest-bearing securities | ||||
| 124 | VWPCSPREAD | Credit Spread per Security | ||||
| 125 | VWPDEPO | Securities Account Position | ||||
| 126 | VWPRATING | Rating | ||||
| 127 | VWPSHARECAP | Securities - Information about Share Capital and Votes | ||||
| 128 | VWPSHARECAPITAL | TR: Secuirity Share Capital and Votes | ||||
| 129 | VWPWPKU | Security prices | ||||
| 130 | VWT_DEFDEP_SEC | CFM: Default Value Securities Account per ID Number | ||||
| 131 | VZKOPF | General header structure Treasury | ||||
| 132 | VZSKOKO | Condition header for stock, subscrip.rights, investments |