| MANDT |
X |
MANDT |
CLNT |
0 |
3 |
0 |
T000 |
Client |
| SGSART |
X |
VVSART |
CHAR |
3 |
3 |
0 |
TZPA |
Product Type |
| AUSWT |
X |
TV_AUSWT |
CHAR |
6 |
4 |
0 |
JBREVAL |
Evaluation type in Risk Management |
| CALCVERF |
|
TV_CALCV |
CHAR |
10 |
4 |
0 |
|
Calculation Routines |
| BCURVE |
|
TB_BCURVE |
NUMC |
14 |
4 |
0 |
JBD14 |
Bid valuation curve type for mark-to-market |
| BCURVEB |
|
TB_BCURVEB |
NUMC |
18 |
4 |
0 |
JBD14 |
Ask Valuation Curve: Mark-to-Market |
| BCURVEM |
|
TB_BCURVEM |
NUMC |
22 |
4 |
0 |
JBD14 |
Middle valuation curve: Mark-to-market |
| DVOLARTB |
|
TB_VOLARTB |
CHAR |
26 |
3 |
0 |
ATVO1 |
Volatility Type "Ask Rates" for Foreign Exchange |
| DVOLARTG |
|
TB_VOLARTG |
CHAR |
29 |
3 |
0 |
ATVO1 |
Volatility Type "Bid Rates" for Foreign Exchange |
| DVOLARTM |
|
TB_VOLARTM |
CHAR |
32 |
3 |
0 |
ATVO1 |
Volatility Type Middle Rates for Foreign Exchange |
| ZVOLARTB |
|
TB_ZVOLARB |
CHAR |
35 |
3 |
0 |
ATVO1 |
Volatility Type 'Ask' for Interest Rates |
| ZVOLARTG |
|
TB_ZVOLARG |
CHAR |
38 |
3 |
0 |
ATVO1 |
Volatility Type 'Bid' for Interest Rates |
| ZVOLARTM |
|
TB_ZVOLARM |
CHAR |
41 |
3 |
0 |
ATVO1 |
Volatility Type Middle Rates for Interest |
| WVOLARTB |
|
TB_WVOLARB |
CHAR |
44 |
3 |
0 |
ATVO1 |
Volatility Type 'Ask' for Securities |
| WVOLARTG |
|
TB_WVOLARG |
CHAR |
47 |
3 |
0 |
ATVO1 |
Volatility Type 'Bid' for Securities |
| WVOLARTM |
|
TB_WVOLARM |
CHAR |
50 |
3 |
0 |
ATVO1 |
Volatility Type Middle Rates for Securities |
| SVOLART |
|
TB_SVOLART |
CHAR |
53 |
3 |
0 |
ATVO1 |
Volatility Type for Convexity Adjustment |
| WPPVART |
|
TV_WPVART |
CHAR |
56 |
1 |
0 |
|
Calculate Theoretical NPV |
| WKTAGE |
|
TV_WKTAGE |
DEC |
57 |
3 |
0 |
|
Maximum age of historical price in days |