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ATRMO
Valuation control
|
#other
|
Component: Analyzer
- 🔑 Keys (3)
- 💰 Amounts
- ∑ Quantities
- 📅 Dates
- ☰ Categorical (31)
- Other (11)
- 🔗 Relations (55)
| Column Name | Description | |
|---|---|---|
| MANDT FK | Client | |
| RMBEWREG FK | Valuation Rule | |
| AUSWT FK | Evaluation type in Risk Management |
| Column Name | Description |
|---|
| Column Name | Description |
|---|
| Column Name | Description |
|---|
| Column Name | Description | |
|---|---|---|
| XREAL_CASHF | Include Real Cash Flows | Show values |
| WPPVART | Calculate Theoretical NPV | Show values |
| XHOR_CASHF | Is cash flow at horizon included in NPV? | Show values |
| XINTOPT | Value Swaptions as Interest Rate Options | Show values |
| XIMPLOPT | Break Down Implied Options | Show values |
| STUECKZINS | Include the Horizon when Calculating Accrued Interest | Show values |
| FLG_ACCR_INT | Calculate Accrued Interest | Show values |
| DISB_START | Start of Disbursement Procedure | Show values |
| VALUATION_MODEL | Valuation Model for Financial Transactions | Show values |
| PREPAYMENT | Prepayment | Show values |
| X_PREPAYMENT | Indicator for Prepayment - Point Effect | Show values |
| FLG_WITH_COMPENS | Select FX Offsetting Transactions | Show values |
| FLG_TERMINATED_D | Select Transaction on Day of Cancellation/Settlement | Show values |
| X_INTVAL | Intrinsic Value Indicator | Show values |
| COEXPVALTYP | Commodity Exposure - NPV Valuation Type | Show values |
| XCREDITSPREAD | Use Credit Spreads at Discounting | Show values |
| XDDELIVERY | Delayed Delivery Option Usage Flag | Show values |
| XCSP_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | Show values |
| DISPUOM | Display Unit of Measure | Show values |
| QTYCALMETH | Quantity Calculation Method | Show values |
| FUTCALMETH | Calculation Method for Futures | Show values |
| MAX_AGE_CS_REDEF | Use Different Maximum Age for Credit Spreads | Show values |
| XYTMMP | Calculate YTM from Market Price NPV | Show values |
| FX_VAL_METH | Valuation Method for future FX Cash Flows | Show values |
| VOLA_SMILE_CON_METH | Smile Construction Method for Delta-Quoted Volatilities | Show values |
| FX_FIXING_METH | FX Conversion: Consideration of Fixing Details | Show values |
| CONSIDER_OPT_SETTLEMENT | Consider Option Settlement Flow | Show values |
| XEXTBW | Indicator for External Valuation | Show values |
| CONVADJ_VR | Control convexity adjustment valuation rule specific | Show values |
| CSC_VALRULE_REDEF | Redefine Settings | Show values |
| FX_VAL_METH_VALRULE_REDEF | Redefine Settings | Show values |
| Column Name | Description | Domain name | |
|---|---|---|---|
| WKTAGE | Maximum age of historical price in days | TV_ALTER | |
| SET_NAME | Redemption Schedule Set | RDPT_SET_NAME | |
| NUMBER_OF_STEPS | Default Number of Steps for Discretization Method | ||
| MAX_STEPLENGTH | Maximum Permitted Time Step for Discretization Method | ||
| COMAXAGEPR | Maximum age of historical price in days | TV_ALTER | |
| DD_DAYS | Number of Days to consider for Delayed Delivery | TV_ALTER | |
| MAX_AGE_CS | Maximum Age for Credit Spreads | JBRINT4 | |
| XDEST_T1 | RM RFC: Destination in SAP Banking RM | RFCDEST | |
| XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | FUNCNAME | |
| XDEST_T2 | RM RFC: Destination in SAP Banking RM | RFCDEST | |
| XFUNC_T2 | RM RFC: Function Name in SAP Banking RM | FUNCNAME |
| Master Data Relations | to Other Relations ↓ | Join Conditions |
|---|---|
Evaluation Type
| |
Relationship Category of Business Partner
| |
| Basis Spread Curve Type |
|
| Basis Spread Curve Type |
|
| Basis Spread Curve Type |
|
| Basis Spread Curve Derivation for Evaluation Curves | ATRMO.BSP_DERI_EVAL == FTBB_YCBSC_DREVL.BSC_DERIVE_VAL |
| Basis Spread Curve Derivation ID for Forward Curves | ATRMO.BSP_DERI_FWD == FTBB_YCBSC_DRFWD.BSC_DERIVE_FWD |
| Calculation Routines | ATRMO.CALCVERF == ATVC1.CALCVERF |
| Commodity Quotation Type |
|
| Volitility Type "Ask" for Commodity Transactions | |
| Volitility Type "Bid" for Commodity Transactions | |
| Volatility Type 'Middle Rate' for Commodities | |
| Credit Spread Type |
|
| Reference Entity Derivation for Business Partners | ATRMO.CSP_DERIVE_BP == FTBB_YCCSC_DRBP.CSC_DERIVE_BP |
| Reference Entity Derivation for Your Own Companies | ATRMO.CSP_DERIVE_OWN == FTBB_YCCSC_DROWN.CSC_DERIVE_OWN |
| Credit Spread Type |
|
Commodity Curve Type Ask
|
|
Commodity Curve Type Bid
|
|
Commodity Curve Type Middle
|
|
| Calendar for Disbursement Procedure | ATRMO.DISB_CAL == TFACD.IDENT |
| Volatility Type "Ask Rates" for Foreign Exchange | |
| Volatility Type "Bid Rates" for Foreign Exchange | |
| Volatility Type Middle Rates for Foreign Exchange | |
| Volatility Type for Yield Curve Model, Ask Rate | |
| Volatility Type for Yield Curve Model, Bid Rate | |
| Volatility Type for Yield Curve Model, Middle Rate | |
| Index Type | |
| Volatility Type for Security Indexes; Ask Rates | |
| Volatility Type for Security Indexes; Bid Rates | |
| Volatility Type for Security Indexes; Middle Rates | |
| 'Ask' Correlation Type | |
| 'Bid' Correlation Type | |
| 'Middle' Correlation Type | |
| Exchange rate type ask | |
| Exchange rate type bid | |
| Exchange rate type middle | |
| Client | ATRMO.MANDT == T000.MANDT |
Disbursement Procedure
| |
| Own Default Company Code | |
| Valuation Rule in RM | |
| Volatility Type for Convexity Adjustment | |
| Volatility Name | |
| Security price type for evaluations | |
| Volatility Type 'Ask' for Securities | |
| Volatility Type 'Bid' for Securities | |
| Volatility Type Middle Rates for Securities | |
| Volatility Type 'Ask' for Interest Rates | |
| Volatility Type 'Bid' for Interest Rates | |
| Volatility Type Middle Rates for Interest |
| Other Relations | to Master Data Relations ↑ | Join Conditions |
|---|---|
Bid valuation curve type for mark-to-market
| |
Ask Valuation Curve: Mark-to-Market
| |
Ask Valuation Curve : Risk Free
| |
Middle valuation curve: Mark-to-market
| |
Middle Valuation Curve : Risk Free
| |
Bid Valuation Curve : Risk Free
|