MANDT |
✔ |
Client |
MANDT |
CLNT |
3 |
T000 |
SGSART |
✔ |
Product Type |
VVSART |
CHAR |
3 |
TZPA |
AUSWT |
✔ |
Evaluation type in Risk Management |
TV_AUSWT |
CHAR |
4 |
JBREVAL |
CALCVERF |
|
Calculation Routines |
TV_CALCV |
CHAR |
4 |
ATVC1 |
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 |
BCURVEM |
|
Middle valuation curve: Mark-to-market |
TB_BCURVEM |
NUMC |
4 |
JBD14 |
DVOLARTB |
|
Volatility Type "Ask Rates" for Foreign Exchange |
TB_VOLARTB |
CHAR |
3 |
ATVO1 |
DVOLARTG |
|
Volatility Type "Bid Rates" for Foreign Exchange |
TB_VOLARTG |
CHAR |
3 |
ATVO1 |
DVOLARTM |
|
Volatility Type Middle Rates for Foreign Exchange |
TB_VOLARTM |
CHAR |
3 |
ATVO1 |
ZVOLARTB |
|
Volatility Type 'Ask' for Interest Rates |
TB_ZVOLARB |
CHAR |
3 |
ATVO1 |
ZVOLARTG |
|
Volatility Type 'Bid' for Interest Rates |
TB_ZVOLARG |
CHAR |
3 |
ATVO1 |
ZVOLARTM |
|
Volatility Type Middle Rates for Interest |
TB_ZVOLARM |
CHAR |
3 |
ATVO1 |
WVOLARTB |
|
Volatility Type 'Ask' for Securities |
TB_WVOLARB |
CHAR |
3 |
ATVO1 |
WVOLARTG |
|
Volatility Type 'Bid' for Securities |
TB_WVOLARG |
CHAR |
3 |
ATVO1 |
WVOLARTM |
|
Volatility Type Middle Rates for Securities |
TB_WVOLARM |
CHAR |
3 |
ATVO1 |
SVOLART |
|
Volatility Type for Convexity Adjustment |
TB_SVOLART |
CHAR |
3 |
ATVO1 |
WPPVART |
|
Calculate Theoretical NPV |
TV_WPVART |
CHAR |
1 |
|
WKTAGE |
|
Maximum age of historical price in days |
TV_WKTAGE |
DEC |
3 |
|