ATVMO

Calculation Methods Risk Management | #other | Component: Market Risk Analyzer
Column Name Description
MANDT FK Client
SGSART FK Product Type
AUSWT FK Evaluation type in Risk Management
Column Name Description
Column Name Description
Column Name Description
Column Name Description
WPPVART Calculate Theoretical NPV Show values
Column Name Description Domain name
WKTAGE Maximum age of historical price in days TV_ALTER
Master Data Relations | to Other Relations ↓ Join Conditions
Evaluation type in Risk Management
  • Evaluation type in Risk Management
  • Client
Calculation Routines ATVMO.CALCVERF == ATVC1.CALCVERF
Volatility Type "Ask Rates" for Foreign Exchange
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.DVOLARTB == ATVO1.VOLART
Volatility Type "Bid Rates" for Foreign Exchange
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.DVOLARTG == ATVO1.VOLART
Volatility Type Middle Rates for Foreign Exchange
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.DVOLARTM == ATVO1.VOLART
Client ATVMO.MANDT == T000.MANDT
Product Type
  • Product Type
  • Client
  • ATVMO.SGSART == TZPA.GSART
  • ATVMO.MANDT == TZPA.MANDT
Volatility Type for Convexity Adjustment
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.SVOLART == ATVO1.VOLART
Volatility Type 'Ask' for Securities
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.WVOLARTB == ATVO1.VOLART
Volatility Type 'Bid' for Securities
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.WVOLARTG == ATVO1.VOLART
Volatility Type Middle Rates for Securities
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.WVOLARTM == ATVO1.VOLART
Volatility Type 'Ask' for Interest Rates
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.ZVOLARTB == ATVO1.VOLART
Volatility Type 'Bid' for Interest Rates
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.ZVOLARTG == ATVO1.VOLART
Volatility Type Middle Rates for Interest
  • ATVMO.MANDT == ATVO1.MANDT
  • ATVMO.ZVOLARTM == ATVO1.VOLART
Other Relations | to Master Data Relations ↑ Join Conditions
Bid valuation curve type for mark-to-market
  • ?
  • Bid valuation curve type for mark-to-market
  • Client
  • ATVMO.[column in domain "JBWWAER"] == JBD14.WWAER
  • ATVMO.BCURVE == JBD14.SZKART
  • ATVMO.MANDT == JBD14.MANDT
Ask Valuation Curve: Mark-to-Market
  • ?
  • Ask Valuation Curve: Mark-to-Market
  • Client
  • ATVMO.[column in domain "JBWWAER"] == JBD14.WWAER
  • ATVMO.BCURVEB == JBD14.SZKART
  • ATVMO.MANDT == JBD14.MANDT
Middle valuation curve: Mark-to-market
  • ?
  • Middle valuation curve: Mark-to-market
  • Client
  • ATVMO.[column in domain "JBWWAER"] == JBD14.WWAER
  • ATVMO.BCURVEM == JBD14.SZKART
  • ATVMO.MANDT == JBD14.MANDT