THXEC_EFF_TMET

Effectiveness Test Method Definition | #masterdata | Component: Transaction Management
Column Name Description
MANDT Client
EFF_TEST_MET Effectiveness Test Method (P-HA)
Column Name Description
Column Name Description
Column Name Description
Column Name Description
OFF_CAL_CAT Offset Calculation Category Show values
PRO_DT_GEN_LOGIC Prospective Date Generation Logic Show values
EFF_START_DATE Start Date of the Prospective Effectiveness Test Show values
LINREG_SLICE_TYP Time Slicing Type Show values
LINREG_HOL_MOVE Holiday Movement Type Show values
REG_EFF_CTRL Control Parameter for Regression Analysis Show values
DIV_INHERIT_METH Hedging Scenario 110: Dividend Inheritance Method Show values
EFF_ASSMT_METHOD Linear Regression Assessment Method Show values
FLG_CONSID_R2 Linear Regression: Check Coefficient of Determination Show values
FLG_CONSID_BETA2 Linear Regression: Check Slope Show values
FLG_CONSID_BETA1 Linear Regression: Check Intercept Ratio Show values
FLG_CONSID_TSTAT Linear Regression: Check T-Statistic Show values
PRO_MD_CAL_LOGIC Prospective Market Data Calculation Logic Show values
FLG_DELTA_ZERO Set to Effective If All Points Are Zero Show values
FLG_SUPPRESS_CVA_CALC Suppress Recalculation of CVA/DVA Show values
Column Name Description Domain name
EFF_RATIO_MIN Minimum Ratio for $-Offset DECV3_7
EFF_RATIO_MAX Maximum Ratio for $-Offset DECV3_7
LINREG_NO_OF_PNT Number of Data Points
LINREG_CALENDAR Factory calendar WFCID
ALPHA Significance Level (Alpha) TPM_ALPHA_TMF
R2_MIN Minimum Coefficient of Determination TPM_VARIABLES_TMF
R2_MAX Maximum Coefficient of Determination TPM_VARIABLES_TMF
CBETA1_MIN Minimum Intercept Ratio TPM_COEFFICIENT_TMF
CBETA1_MAX Maximum Intercept Ratio TPM_COEFFICIENT_TMF
CBETA2_MIN Minimum Slope TPM_COEFFICIENT_TMF
CBETA2_MAX Maximum Slope TPM_COEFFICIENT_TMF
NOISE_THRESHOLD Threshold for Effectiveness Calculation in Percent PRZ23
TRANSITION_SPEED Transition Speed for Effectiveness Calculation THA_TRANS_SPEED
T_STAT_SLOPE Linear regression: Not Equal To condition for T stat TPM_T_STAT
EFF_COND_TYPE Linear Regression Condition Type TPM_EFF_COND_TYPE
NO_BASIS_POINTS Number of Basis Points TPM_BASIS_POINT
Master Data Relations Join Conditions
Effectiveness Test Critical Term Type
  • Effectiveness Test Critical Term Type
  • Client
Effectiveness Test Method Category THXEC_EFF_TMET.EFF_TEST_MET_CAT == THXETS_EFF_TCA.EFF_TEST_MET_CAT