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 |