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- Issue & Activity Management (CA-IAM)
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- Landscape Transformation (CA-LT)
- Machine Learning (CA-ML)
- Manager Self-service (CA-MSS)
- Master Data Governance. (CA-MDG)
- Master Data Integration Services (CA-MDI)
- Notifications (Support Feedback) (CA-NO)
- Open Information Warehouse (CA-OIW)
- PLM Audit Management (CA-AUD)
- Prepayment agreements (CA-PPA)
- Processes and Tools for Enterprise Applications (CA-EPT)
- Production Volume Capture (CA-PVL)
- Resource Scheduling (CA-RSH)
- SAP UI development toolkit for HTML5 - Rendering library (CA-UI5)
- SAP UI for Decoupled Innovations (CA-UI2)
- SAP Visual Enterprise (CA-VE)
- Situation handling across applications, generic (CA-SIT)
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- Time Sheet (CA-TS)
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- Treasury (TR)
- Web Channel (WEC)
Basic Market Data (CA-FS-MKD)
ID: /BA1/BT60000031
Table | Description |
---|---|
/BA1/F4_VOLAVERS | Volatility Versions |
/BA1/F4_INTRATE2 | Interest Rates for Reference |
/BA1/F4_INTSPRD | Interest Rates for Reference |
/BA1/F4_VOLA | Volatilities |
/BA1/F4_SEC_RATE | Market Data: Securities Values |
/BA1/F4_FXRATES | Exchange Rates |
/BA1/TF4_MDSCEN | Scenarios |
/BA1/TF4_MDSET | Market Data Records |
/BA1/TF4_MDC | Market Data Area |
/BA1/TF4_VTYP | Volatility Types |
/BA1/TF4_VCALCM | Calculation Methods for Volatilities |
/BA1/TF4_VOLAID | Volatility Structures that Are Not Based on Underlying |
/BA1/TF4_EXCH | Definition of Stock Exchanges |
/BA1/TF4_CA_MDL | Models for Mapping Corporate Actions |
/BA1/TF4_MATSTR | Maturity Structures for Key Rate Duration |
/BA1/TF4_YCMDL | External Model for Yield Curve |
/BA1/TF4_RRATES | Reference Interest Rates |
/BA1/TF4_RRCATG | Reference Interest Rate Categories |
/BA1/F4_RELEASE | Management of Release GUIDs for Primary Objects |
/BA1/TF4_APPL | Partner Applications |
/BA1/TF4_UNIT | Definition of Exchange Rate Units |
/BA1/TF4_FXRTTYP | Rate Categories for Exchange Rates |
/BA1/TF4_MATSTRT | Text Table for Maturity Structures |
/BA1/F4_CORRT | Text Table for Subcomponent |
/BA1/TF4_CORR_AD | Classes for Accessing Correction Server |
/BA1/TF4_MDSETV | Underlying Independent Volatilities per Currency |
/BA1/TF4_SCENCO | Composite Scenarios |
/BA1/TF4_SCENCOH | Composite Scenarios |
/BA1/TF4_PRINFO | Definition of Price Information |
/BA1/TF4_SEQUCE | Definition of Read Sequence |
/BA1/TF4_CA_IMPL | Implementation for Corporate Actions |
/BA1/TF4_MATSTRP | Properties of Maturity Structure |
/BA1/TF4_COMP | Selected Components |
/BA1/TF4_OEAN_AD | Table for Decoupling OE - AN for Market Data Interest Rates |
/BA1/TF4_FXKURST | Map Exchange Rate Category to Rate Type |
/BA1/TF4_APPLYCT | Yield Curve Types of a Partner Application |
/BA1/TF4_SCENPGP | Grid Points of a Scenario Progression |
/BA1/TF4_SCFX | Scenario Exchange Rates |
/BA1/TF4_SCSEC | Security Price Scenarios |
/BA1/TF4_SCENSQC | Grid Points for Scenario Sequences |
/BA1/TF4_STDYC | Standard Yield Curves |
/BA1/TF4_REFRATE | Reference Interest Rates: Attributes |
/BA1/TF4_RRPREF | Prefix for Reference Interest Rates |