JBRSVMSEG

RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets | #masterdata | Component: Analyzer
Column Name Description
MANDT Client
SV_STATE_ID FK RM: ID of a Saved Data Status
OBJNR FK Object number
NGIDNR FK Sequence Number for a Transaction ID in Primary Transaction
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
XSTDINDEX Is index standard index? Show values
XKOMPRESS Activate Presummarization Show values
DIFFBAR Differentiation Rule for NPV Function Show values
DELTA_KNZ Treatment of Options (Gap Evaluation) Show values
STAT_KNZ Display Static Interest Rate or Product Interest Rate Show values
OZ_FROM Determination of Opportunity Interest Rate for ALM Show values
SOPPZINS Gap: Indicator for Opportunity Interest Rate Show values
SEFFZINS GAP effective interest rate indicator Show values
SDATUM GAP date indicator Show values
SEXTGAP External Gap Analysis Show values
BILVOLKNZ Inclusion of Off-Balance-Sheet Transactions in BS Volume Show values
LFZENDE Position Outflow at End of Term or Fixed Interest Period Show values
DEVTERM Depiction of Forward Exchange Transactions in ALM Simulation Show values
Column Name Description Domain name
KURSTG Exchange rate type bid KURST
KURSTB Exchange rate type ask KURST
BCURVE Bid valuation curve type for mark-to-market JBSZKART
BCURVEB Ask Valuation Curve: Mark-to-Market JBSZKART
WPKURSART Security price type for evaluations VVSKURSART
IDXART Index Type CHAR2
DVOLARTG Volatility Type "Bid Rates" for Foreign Exchange T_VOLART
DVOLARTB Volatility Type "Ask Rates" for Foreign Exchange T_VOLART
ZVOLARTG Volatility Type 'Bid' for Interest Rates T_VOLART
ZVOLARTB Volatility Type 'Ask' for Interest Rates T_VOLART
WVOLARTG Volatility Type 'Bid' for Securities T_VOLART
WVOLARTB Volatility Type 'Ask' for Securities T_VOLART
IXVOLARTG Volatility Type for Security Indexes; Bid Rates T_VOLART
IXVOLARTB Volatility Type for Security Indexes; Ask Rates T_VOLART
HWVOLARTG Volatility Type for Yield Curve Model, Bid Rate T_VOLART
HWVOLARTB Volatility Type for Yield Curve Model, Ask Rate T_VOLART
KORRARTG 'Bid' Correlation Type T_KORART
KORRARTB 'Ask' Correlation Type T_KORART
VNAME Volatility Name TV_VNAME
CALCVERF Calculation Routines T_CALCV
WKTAGE Maximum age of historical price in days TV_ALTER
SVOLART Volatility Type for Convexity Adjustment T_VOLART
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
IDX Securities Index CHAR10
BFART Beta Factor Type JBRBFART
STDBETAF Standard Beta Factor JBFBFAKTOR
XCONVADJ Calculate convexity adjustment? CHAR001
EXDEST RM Gap: Destination for External Transaction Analysis RFCDEST
EXFUNC RM Gap: RFC - Function Name for External Trans. Analysis FUNCNAME
Master Data Relations | to Other Relations ↓ Join Conditions
Relationship Category of Business Partner
  • Relationship Category of Business Partner
  • ?
  • JBRSVMSEG.MANDT == TBZ9.CLIENT
  • JBRSVMSEG.BP_RELTYP == TBZ9.RELTYP
  • JBRSVMSEG.[column in domain "BU_XRF"] == TBZ9.XRF
Basis Spread Curve Type
Basis Spread Curve Type
Basis Spread Curve Derivation for Evaluation Curves JBRSVMSEG.BSP_DERI_EVAL == FTBB_YCBSC_DREVL.BSC_DERIVE_VAL
Basis Spread Curve Derivation ID for Forward Curves JBRSVMSEG.BSP_DERI_FWD == FTBB_YCBSC_DRFWD.BSC_DERIVE_FWD
Commodity Quotation Type
Volitility Type "Ask" for Commodity Transactions
  • JBRSVMSEG.MANDT == ATVO1.MANDT
  • JBRSVMSEG.COVOLTYPA == ATVO1.VOLART
Volitility Type "Bid" for Commodity Transactions
  • JBRSVMSEG.MANDT == ATVO1.MANDT
  • JBRSVMSEG.COVOLTYPB == ATVO1.VOLART
Credit Spread Type
Reference Entity Derivation for Business Partners JBRSVMSEG.CSP_DERIVE_BP == FTBB_YCCSC_DRBP.CSC_DERIVE_BP
Reference Entity Derivation for Your Own Companies JBRSVMSEG.CSP_DERIVE_OWN == FTBB_YCCSC_DROWN.CSC_DERIVE_OWN
Credit Spread Type
Commodity Curve Type Ask
  • Commodity Curve Type Ask
  • Client
Commodity Curve Type Bid
  • Commodity Curve Type Bid
  • Client
Commodity Curve Type Middle
  • Commodity Curve Type Middle
  • Client
Calendar for Disbursement Procedure JBRSVMSEG.DISB_CAL == TFACD.IDENT
Disburse. Procedure
  • Disbursement Procedure (Loan)
  • ?
  • JBRSVMSEG.MANDT == JBTAUSVER.MANDT
  • JBRSVMSEG.NAMEAUS == JBTAUSVER.NAMEAUS
  • JBRSVMSEG.[column in domain "JBNKUSTUFE"] == JBTAUSVER.STUFE
Sequence Number for a Transaction ID in Primary Transaction
  • Object number
  • Client
  • RM: ID of a Saved Data Status
  • Sequence Number for a Transaction ID in Primary Transaction
Own Default Company Code
  • JBRSVMSEG.MANDT == T001.MANDT
  • JBRSVMSEG.OWN_BUKRS == T001.BUKRS
RM: ID of a Saved Data Status
Other Relations | to Master Data Relations ↑ Join Conditions
Ask Valuation Curve : Risk Free
  • ?
  • Ask Valuation Curve : Risk Free
  • Client
  • JBRSVMSEG.[column in domain "JBWWAER"] == JBD14.WWAER
  • JBRSVMSEG.BCURVEB_RF == JBD14.SZKART
  • JBRSVMSEG.MANDT == JBD14.MANDT
Bid Valuation Curve : Risk Free
  • ?
  • Bid Valuation Curve : Risk Free
  • Client
  • JBRSVMSEG.[column in domain "JBWWAER"] == JBD14.WWAER
  • JBRSVMSEG.BCURVE_RF == JBD14.SZKART
  • JBRSVMSEG.MANDT == JBD14.MANDT