| 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 |
|