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SAP Table JBRSVMSEG

RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets

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The table JBRSVMSEG (RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets) is a standard table in SAP ERP. It belongs to the package JBR.

Technical Information

Table JBRSVMSEG
Short Text RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets
Package JBR
Table Type Transparent Table

Fields for Table JBRSVMSEG

Field Name Key Description Data Element Type Length Check Table
MANDT Client MANDT CLNT 3 *
SV_STATE_ID RM: ID of a Saved Data Status JBRSVSTATEID NUMC 20 JBRSVSTATE
OBJNR Object number J_OBJNR CHAR 22 ONR00
NGIDNR Sequence Number for a Transaction ID in Primary Transaction JBNGIDNR NUMC 6 JBRSVKOET
KURSTG Exchange rate type bid TB_KURSTG CHAR 4 *
KURSTB Exchange rate type ask TB_KURSTB CHAR 4 *
BCURVE Bid valuation curve type for mark-to-market TB_BCURVE NUMC 4 *
BCURVEB Ask Valuation Curve: Mark-to-Market TB_BCURVEB NUMC 4 *
WPKURSART Security price type for evaluations TB_WKURSA CHAR 2 *
IDXART Index Type IDXART CHAR 2
DVOLARTG Volatility Type "Bid Rates" for Foreign Exchange TB_VOLARTG CHAR 3 *
DVOLARTB Volatility Type "Ask Rates" for Foreign Exchange TB_VOLARTB CHAR 3 *
ZVOLARTG Volatility Type 'Bid' for Interest Rates TB_ZVOLARG CHAR 3 *
ZVOLARTB Volatility Type 'Ask' for Interest Rates TB_ZVOLARB CHAR 3 *
WVOLARTG Volatility Type 'Bid' for Securities TB_WVOLARG CHAR 3 *
WVOLARTB Volatility Type 'Ask' for Securities TB_WVOLARB CHAR 3 *
IXVOLARTG Volatility Type for Security Indexes; Bid Rates TV_IXVOLG CHAR 3 *
IXVOLARTB Volatility Type for Security Indexes; Ask Rates TV_IXVOLB CHAR 3 *
HWVOLARTG Volatility Type for Yield Curve Model, Bid Rate TV_HWVOLAG CHAR 3 *
HWVOLARTB Volatility Type for Yield Curve Model, Ask Rate TV_HWVOLAB CHAR 3 *
KORRARTG 'Bid' Correlation Type TV_KORRARTG CHAR 3 *
KORRARTB 'Ask' Correlation Type TV_KORRARTB CHAR 3 *
VNAME Volatility Name TV_VNAME CHAR 15 *
COVOLTYPB Volitility Type "Bid" for Commodity Transactions TB_COVOTYPB CHAR 3 ATVO1
COVOLTYPA Volitility Type "Ask" for Commodity Transactions TB_COVOTYPA CHAR 3 ATVO1
COPRTYPE Commodity Quotation Type TCR_CTY_QUOTTYPE CHAR 5 TRCOCC_QUOTTYPE
BCURVE_RF Bid Valuation Curve : Risk Free TB_BCURVE_RF NUMC 4 JBD14
BCURVEB_RF Ask Valuation Curve : Risk Free TB_BCURVEB_RF NUMC 4 JBD14
BSP_CURVE_B Basis Spread Curve Type FTBB_YC_BSCT CHAR 4 FTBB_YCBSCURVE
BSP_CURVE_A Basis Spread Curve Type FTBB_YC_BSCT CHAR 4 FTBB_YCBSCURVE
XREAL_CASHF Include Real Cash Flows TV_REAL_CF CHAR 1
CALCVERF Calculation Routines TV_CALCV CHAR 4 *
WPPVART Calculate Theoretical NPV TV_WPVART CHAR 1
WKTAGE Maximum age of historical price in days TV_WKTAGE DEC 3
SVOLART Volatility Type for Convexity Adjustment TB_SVOLART CHAR 3 *
XHOR_CASHF Is cash flow at horizon included in NPV? TV_XHOR_CF CHAR 1
XINTOPT Value Swaptions as Interest Rate Options TV_XINTOPT CHAR 1
XIMPLOPT Break Down Implied Options TV_XIMPLOPT CHAR 1
NAMEAUS Disbursement Procedure (Loan) JBRNAMEAUS CHAR 10 JBTAUSVER
SET_NAME Redemption Schedule Set RDPT_SET_NAME CHAR 15 *
STUECKZINS Include the Horizon when Calculating Accrued Interest JBR_X_STUECKZINS CHAR 1
FLG_ACCR_INT Calculate Accrued Interest JBR_FLG_ACCR_INT CHAR 1
DISB_START Start of Disbursement Procedure JBR_DISB_START CHAR 1
DISB_CAL Calendar for Disbursement Procedure JBR_DISB_CAL CHAR 2 TFACD
VALUATION_MODEL Valuation Model for Financial Transactions JBR_VALUATION_MODEL CHAR 4
NUMBER_OF_STEPS Default Number of Steps for Discretization Method JBR_NUMBER_OF_STEPS INT4 10
MAX_STEPLENGTH Maximum Permitted Time Step for Discretization Method JBR_MAXIMUM_STEPLENGTH DEC 12
PREPAYMENT Prepayment JBR_PREPAYMENT CHAR 1
X_PREPAYMENT Indicator for Prepayment - Point Effect JBR_X_PREPAYMENT CHAR 1
FLG_WITH_COMPENS Select FX Offsetting Transactions JBR_FLG_WITH_COMPENS CHAR 1
FLG_TERMINATED_D Select Transaction on Day of Cancellation/Settlement JBR_FLG_TERMINATED_DEAL CHAR 1
COMAXAGEPR Maximum Age of Historical Commodity Price in Days JBRCOMAXAGEPR DEC 3
X_INTVAL Intrinsic Value Indicator JBR_INT_VAL CHAR 1
COEXPVALTYP Commodity Exposure - NPV Valuation Type TV_COEXPVALTYP NUMC 1
XCREDITSPREAD Use Credit Spreads at Discounting TV_XCSPREAD CHAR 1
CSPREAD_TYPE Credit Spread Type TCR_CSPREAD_TYPE CHAR 2 TCRC_CSPR_TYPE
CTY_CURVE_B Commodity Curve Type Bid TB_CTY_CURVE_B NUMC 3 JBC_CCURVE_TYPE
CTY_CURVE_M Commodity Curve Type Middle TB_CTY_CURVE_M NUMC 3 JBC_CCURVE_TYPE
CTY_CURVE_A Commodity Curve Type Ask TB_CTY_CURVE_A NUMC 3 JBC_CCURVE_TYPE
XDDELIVERY Delayed Delivery Option Usage Flag TV_DDELIVERY CHAR 1
DD_DAYS Number of Days to consider for Delayed Delivery TV_DD_DAYS DEC 3
XCSP_USE_VAR_RT Use Credit Spread when Calculating Forward Interest Rates TV_CSPRD_USE_VAR_RT CHAR 1
CSP_FWD_RT_TYPE Credit Spread Type TCR_CSPREAD_TYPE CHAR 2 TCRC_CSPR_TYPE
DISPUOM Display Unit of Measure JBRDISPUOM CHAR 1
QTYCALMETH Quantity Calculation Method JBRQTYCALMETH CHAR 1
FUTCALMETH Calculation Method for Futures JBRFUTCALMETH CHAR 1
BSP_DERI_EVAL Basis Spread Curve Derivation for Evaluation Curves FTBB_YC_BSC_DERIVE_EVAL CHAR 4 FTBB_YCBSC_DREVL
BSP_DERI_FWD Basis Spread Curve Derivation ID for Forward Curves FTBB_YC_BSC_DERIVE_FWD CHAR 4 FTBB_YCBSC_DRFWD
XEXTBW Indicator for External Valuation TV_XEXTBW CHAR 1
XDEST_T1 RM RFC: Destination in SAP Banking RM TV_RFCDEST CHAR 32 *
XFUNC_T1 RM RFC: Function Name in SAP Banking RM TV_RFCFNAME CHAR 30 *
XDEST_T2 RM RFC: Destination in SAP Banking RM TV_RFCDEST CHAR 32 *
XFUNC_T2 RM RFC: Function Name in SAP Banking RM TV_RFCFNAME CHAR 30 *
IDX Securities Index IDX CHAR 10
BFART Beta Factor Type JBRBFART_D CHAR 3 *
XSTDINDEX Is index standard index? TV_XDEFIDX CHAR 1
STDBETAF Standard Beta Factor TV_BETAF DEC 10
XCONVADJ Calculate convexity adjustment? TV_XCONV CHAR 1
XKOMPRESS Activate Presummarization TV_KOMPR CHAR 1
DIFFBAR Differentiation Rule for NPV Function TV_DFREG NUMC 2
DELTA_KNZ Treatment of Options (Gap Evaluation) JBRKNZDELT CHAR 1
STAT_KNZ Display Static Interest Rate or Product Interest Rate JBRSTATKNZ CHAR 1
OZ_FROM Determination of Opportunity Interest Rate for ALM JBRGETOZ CHAR 1
SOPPZINS Gap: Indicator for Opportunity Interest Rate JBROZKNZ CHAR 1
SEFFZINS GAP effective interest rate indicator JBREZKNZ CHAR 1
SDATUM GAP date indicator JBRDATKNZ CHAR 1
SEXTGAP External Gap Analysis JBREXTKNZ CHAR 1
EXDEST RM Gap: Destination for External Transaction Analysis JBRRFCDEST CHAR 32 *
EXFUNC RM Gap: RFC - Function Name for External Trans. Analysis JBRRFCFNAME CHAR 30 *
BILVOLKNZ Inclusion of Off-Balance-Sheet Transactions in BS Volume JBRBILVOLKNZ CHAR 1
LFZENDE Position Outflow at End of Term or Fixed Interest Period JBRLFZENDE CHAR 1
DEVTERM Depiction of Forward Exchange Transactions in ALM Simulation JBRDEVTERM CHAR 1