SAP Table ATRMO - Valuation control

Field Key Data Element Type Offset Leng Decimals Check Table Text
MANDT X MANDT CLNT 0 3 0 T000 Client
RMBEWREG X JBRBEWREG_ CHAR 3 8 0 JBRBEWREG Valuation Rule
AUSWT X TV_AUSWT CHAR 11 4 0 JBREVAL Evaluation type in Risk Management
KURSTG TB_KURSTG CHAR 15 4 0 TCURV Exchange rate type bid
KURSTB TB_KURSTB CHAR 19 4 0 TCURV Exchange rate type ask
BCURVE TB_BCURVE NUMC 23 4 0 JBD14 Bid valuation curve type for mark-to-market
BCURVEB TB_BCURVEB NUMC 27 4 0 JBD14 Ask Valuation Curve: Mark-to-Market
WPKURSART TB_WKURSA CHAR 31 2 0 Security price type for evaluations
IDXART IDXART CHAR 33 2 0 Index Type
DVOLARTG TB_VOLARTG CHAR 35 3 0 ATVO1 Volatility Type "Bid Rates" for Foreign Exchange
DVOLARTB TB_VOLARTB CHAR 38 3 0 ATVO1 Volatility Type "Ask Rates" for Foreign Exchange
ZVOLARTG TB_ZVOLARG CHAR 41 3 0 ATVO1 Volatility Type 'Bid' for Interest Rates
ZVOLARTB TB_ZVOLARB CHAR 44 3 0 ATVO1 Volatility Type 'Ask' for Interest Rates
WVOLARTG TB_WVOLARG CHAR 47 3 0 ATVO1 Volatility Type 'Bid' for Securities
WVOLARTB TB_WVOLARB CHAR 50 3 0 ATVO1 Volatility Type 'Ask' for Securities
IXVOLARTG TV_IXVOLG CHAR 53 3 0 ATVO1 Volatility Type for Security Indexes; Bid Rates
IXVOLARTB TV_IXVOLB CHAR 56 3 0 ATVO1 Volatility Type for Security Indexes; Ask Rates
HWVOLARTG TV_HWVOLAG CHAR 59 3 0 ATVO1 Volatility Type for Yield Curve Model, Bid Rate
HWVOLARTB TV_HWVOLAB CHAR 62 3 0 ATVO1 Volatility Type for Yield Curve Model, Ask Rate
KORRARTG TV_KORRARTG CHAR 65 3 0 ATKO1 'Bid' Correlation Type
KORRARTB TV_KORRARTB CHAR 68 3 0 ATKO1 'Ask' Correlation Type
VNAME TV_VNAME CHAR 71 15 0 Volatility Name
BCURVE_RF TB_BCURVE_RF NUMC 86 4 0 JBD14 Bid Valuation Curve : Risk Free
BCURVEB_RF TB_BCURVEB_RF NUMC 90 4 0 JBD14 Ask Valuation Curve : Risk Free
KURSTM TB_KURSTM CHAR 94 4 0 TCURV Exchange rate type middle
BCURVEM TB_BCURVEM NUMC 98 4 0 JBD14 Middle valuation curve: Mark-to-market
DVOLARTM TB_VOLARTM CHAR 102 3 0 ATVO1 Volatility Type Middle Rates for Foreign Exchange
ZVOLARTM TB_ZVOLARM CHAR 105 3 0 ATVO1 Volatility Type Middle Rates for Interest
WVOLARTM TB_WVOLARM CHAR 108 3 0 ATVO1 Volatility Type Middle Rates for Securities
IXVOLARTM TV_IXVOLM CHAR 111 3 0 ATVO1 Volatility Type for Security Indexes; Middle Rates
HWVOLARTM TV_HWVOLAM CHAR 114 3 0 ATVO1 Volatility Type for Yield Curve Model, Middle Rate
KORRARTM TV_KORRARTM CHAR 117 3 0 ATKO1 'Middle' Correlation Type
BCURVEM_RF TB_BCURVEM_RF NUMC 120 4 0 JBD14 Middle Valuation Curve : Risk Free
CALCVERF TV_CALCV CHAR 124 4 0 Calculation Routines
WPPVART TV_WPVART CHAR 128 1 0 Calculate Theoretical NPV
WKTAGE TV_WKTAGE DEC 129 3 0 Maximum age of historical price in days
SVOLART TB_SVOLART CHAR 131 3 0 ATVO1 Volatility Type for Convexity Adjustment
XHOR_CASHF TV_XHOR_CF CHAR 134 1 0 Is cash flow at horizon included in NPV?
XINTOPT TV_XINTOPT CHAR 135 1 0 Value Swaptions as Interest Rate Options
XIMPLOPT TV_XIMPLOPT CHAR 136 1 0 Break Down Implied Options
NAMEAUS JBRNAMEAUS CHAR 137 10 0 JBTAUSVER Disbursement Procedure (Loan)
SET_NAME RDPT_SET_NAME CHAR 147 15 0 Redemption Schedule Set
STUECKZINS JBR_X_STUECKZINS CHAR 162 1 0 Include the Horizon when Calculating Accrued Interest
FLG_ACCR_INT JBR_FLG_ACCR_INT CHAR 163 1 0 Calculate Accrued Interest
DISB_START JBR_DISB_START CHAR 164 1 0 Start of Disbursement Procedure
DISB_CAL JBR_DISB_CAL CHAR 165 2 0 TFACD Calendar for Disbursement Procedure
VALUATION_MODEL JBR_VALUATION_MODEL CHAR 167 4 0 Valuation Model for Financial Transactions
NUMBER_OF_STEPS JBR_NUMBER_OF_STEPS CHAR 172 1 0 Default Number of Steps for Discretization Method
MAX_STEPLENGTH JBR_MAXIMUM_STEPLENGTH CHAR 176 1 0 Maximum Permitted Time Step for Discretization Method
PREPAYMENT JBR_PREPAYMENT CHAR 183 1 0 Prepayment
X_PREPAYMENT JBR_X_PREPAYMENT CHAR 184 1 0 Indicator for Prepayment - Point Effect
FLG_WITH_COMPENS JBR_FLG_WITH_COMPENS CHAR 185 1 0 Select FX Offsetting Transactions
FLG_TERMINATED_D JBR_FLG_TERMINATED_DEAL CHAR 186 1 0 Select Transaction on Day of Cancellation/Settlement
XCREDITSPREAD TV_XCSPREAD CHAR 187 1 0 Credit Spread Usage Flag for Discounting
CSPREAD_TYPE TCR_CSPREAD_TYPE CHAR 188 2 0 TCRC_CSPR_TYPE Credit Spread Type
XEXTBW TV_XEXTBW CHAR 192 1 0 Indicator for External Valuation
XDEST_T1 TV_RFCDEST CHAR 193 32 0 RFCDES RM RFC: Destination in SAP Banking RM
XFUNC_T1 TV_RFCFNAME CHAR 225 30 0 RM RFC: Function Name in SAP Banking RM
XDEST_T2 TV_RFCDEST CHAR 255 32 0 RFCDES RM RFC: Destination in SAP Banking RM
XFUNC_T2 TV_RFCFNAME CHAR 287 30 0 RM RFC: Function Name in SAP Banking RM
CONVADJ_VR JBR_CONVADJ_VR CHAR 317 1 0 Control convexity adjustment valuation rule specific