This bundle includes Echo Dot (3rd Gen) Charcoal and Philips Hue White A19 Medium Lumen Smart Bulb, 1100 Lumens. Built in Smart Home hub. Ask Alexa to control Zigbee-compatible devices. No additional Philips Hue hub required. Two choices for easy smart lighting - Start setting the mood with Hue Smart bulbs and your Echo device, supporting up to 5 Hue Bluetooth & Zigbee smart bulbs. Add the Hue Hub for whole-home smart lighting (up to 50 light points) and bonus features.
Check it out on amazon.com →The table ATRMO (Valuation control) is a standard table in SAP ERP. It belongs to the package JBRC.
Table | ATRMO |
Short Text | Valuation control |
Package | JBRC |
Table Type | Transparent Table |
Field Name | Key | Description | Data Element | Type | Length | Check Table |
---|---|---|---|---|---|---|
MANDT | ✔ | Client | MANDT | CLNT | 3 | T000 |
RMBEWREG | ✔ | Valuation Rule | JBRBEWREG_ | CHAR | 8 | JBRBEWREG |
AUSWT | ✔ | Evaluation type in Risk Management | TV_AUSWT | CHAR | 4 | JBREVAL |
KURSTG | Exchange rate type bid | TB_KURSTG | CHAR | 4 | TCURV | |
KURSTB | Exchange rate type ask | TB_KURSTB | CHAR | 4 | TCURV | |
BCURVE | Bid valuation curve type for mark-to-market | TB_BCURVE | NUMC | 4 | JBD14 | |
BCURVEB | Ask Valuation Curve: Mark-to-Market | TB_BCURVEB | NUMC | 4 | JBD14 | |
WPKURSART | Security price type for evaluations | TB_WKURSA | CHAR | 2 | TW56 | |
IDXART | Index Type | IDXART | CHAR | 2 | INDEXA | |
DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | TB_VOLARTG | CHAR | 3 | ATVO1 | |
DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | TB_VOLARTB | CHAR | 3 | ATVO1 | |
ZVOLARTG | Volatility Type 'Bid' for Interest Rates | TB_ZVOLARG | CHAR | 3 | ATVO1 | |
ZVOLARTB | Volatility Type 'Ask' for Interest Rates | TB_ZVOLARB | CHAR | 3 | ATVO1 | |
WVOLARTG | Volatility Type 'Bid' for Securities | TB_WVOLARG | CHAR | 3 | ATVO1 | |
WVOLARTB | Volatility Type 'Ask' for Securities | TB_WVOLARB | CHAR | 3 | ATVO1 | |
IXVOLARTG | Volatility Type for Security Indexes; Bid Rates | TV_IXVOLG | CHAR | 3 | ATVO1 | |
IXVOLARTB | Volatility Type for Security Indexes; Ask Rates | TV_IXVOLB | CHAR | 3 | ATVO1 | |
HWVOLARTG | Volatility Type for Yield Curve Model, Bid Rate | TV_HWVOLAG | CHAR | 3 | ATVO1 | |
HWVOLARTB | Volatility Type for Yield Curve Model, Ask Rate | TV_HWVOLAB | CHAR | 3 | ATVO1 | |
KORRARTG | 'Bid' Correlation Type | TV_KORRARTG | CHAR | 3 | ATKO1 | |
KORRARTB | 'Ask' Correlation Type | TV_KORRARTB | CHAR | 3 | ATKO1 | |
VNAME | Volatility Name | TV_VNAME | CHAR | 15 | ATVO0 | |
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 | |
KURSTM | Exchange rate type middle | TB_KURSTM | CHAR | 4 | TCURV | |
BCURVEM | Middle valuation curve: Mark-to-market | TB_BCURVEM | NUMC | 4 | JBD14 | |
DVOLARTM | Volatility Type Middle Rates for Foreign Exchange | TB_VOLARTM | CHAR | 3 | ATVO1 | |
ZVOLARTM | Volatility Type Middle Rates for Interest | TB_ZVOLARM | CHAR | 3 | ATVO1 | |
WVOLARTM | Volatility Type Middle Rates for Securities | TB_WVOLARM | CHAR | 3 | ATVO1 | |
IXVOLARTM | Volatility Type for Security Indexes; Middle Rates | TV_IXVOLM | CHAR | 3 | ATVO1 | |
HWVOLARTM | Volatility Type for Yield Curve Model, Middle Rate | TV_HWVOLAM | CHAR | 3 | ATVO1 | |
KORRARTM | 'Middle' Correlation Type | TV_KORRARTM | CHAR | 3 | ATKO1 | |
COVOLTYPM | Volatility Type 'Middle Rate' for Commodities | TB_COVOTYPM | CHAR | 3 | ATVO1 | |
BCURVEM_RF | Middle Valuation Curve : Risk Free | TB_BCURVEM_RF | NUMC | 4 | JBD14 | |
BSP_CURVE_M | 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 | ATVC1 | |
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 | ATVO1 | |
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 | |
Include Structure: VTVFGMSEX | ||||||
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 | * | |
CONVADJ_VR | Control convexity adjustment valuation rule specific | JBR_CONVADJ_VR | CHAR | 1 |