TI_KURSART - Rate/Price Type - Treasury Instruments

SAP data element TI_KURSART has the title "Rate/Price Type - Treasury Instruments".
 It is part of development package BTREASURY in software component CA-GTF-SMP. This development package consists of objects that can be grouped under "Cross-Application Objects for Treasury".

Properties of data element TI_KURSART

Property
DomainVVSKURSART
Data TypeCHAR
Length2
Decimals0
Output Length2
Supports lower caseNo
Conversion Routine
Short DescriptionRate type
Medium DescriptionRate/price type
Long DescriptionRate/price type

Tables with fields of type TI_KURSART

The data element TI_KURSART is used by fields in the following tables.

Table
Development Package
IDCFM_FRIM_DATAImpairment Main DataID-CFM-FR-IMTreasury Localization France: Impairment
IDCFM_FRIM_DEXPImpairment: BAdI Example Values: Expected & Expert ValuesID-CFM-FR-IMTreasury Localization France: Impairment
IDCFM_FRIM_IMOTCOTC Transaction for ImpairmentID-CFM-FR-IMTreasury Localization France: Impairment
TCCT_CCURVE_MASTCommodity Curve Master DataFTR_COMMODITY_CURVECommodity Forward Curves
TCCT_CCURVE_MASTCommodity Curve Master DataFTR_COMMODITY_CURVECommodity Forward Curves
ATRASTreasury Rates TableFTA_CORETR-CORE: Former Objects from FTA (Applic. Dev. TR General)
FTBB_MDG_VAR_SECTable for Saving Start Parameters for SecuritiesFTBBRisk Management Basis
VTVSZWPKURScenario Database: Security PricesFTBApplic. development R/3 Treasury risk simulation analysis
VTVSZWPKUVScenario Database: Security Price VolatilitiesFTBApplic. development R/3 Treasury risk simulation analysis
OTC_CONV_FHAPOBackup Table for Financial Transaction FlowsFTAR/3 appl. development for Treasury money,forex,forward gen
OTC_CONV_FINKOBackup Table for Financial Transaction ConditionsFTAR/3 appl. development for Treasury money,forex,forward gen
OTC_CONV_IFHAPOBackup Table for Underlying Transaction FlowsFTAR/3 appl. development for Treasury money,forex,forward gen
OTC_CONV_IFINKOBackup Table for Financial Transaction Underlying ConditionsFTAR/3 appl. development for Treasury money,forex,forward gen
TCORT_CODSRADeal: Security Rate AdjustmentFTR_CORRESPONDENCETreasury Correspondence (Confirmations & Matching)
TRGC_IMP_PROCImpairment ProcedureFTR_GENERALCFM TM: Application Basis / Global Objects
TWSPVSecurity Prices for Special ValuationFVVWTreasury Management: Securities
VTBFHAPOTransaction FlowFTAR/3 appl. development for Treasury money,forex,forward gen
VTBFHAPO_MIGRMigrated Financial FlowsFTAR/3 appl. development for Treasury money,forex,forward gen
VTBFHAPO_UNFIXEDNon-Fixed Financial Transaction FlowsFTAR/3 appl. development for Treasury money,forex,forward gen
VTBFINKOTransaction ConditionFTAR/3 appl. development for Treasury money,forex,forward gen
VTBPFHAPOTreasury: Flow ShellsFTAR/3 appl. development for Treasury money,forex,forward gen
VTIFHAPOUnderlying transaction flowsFTTR/3 application development for Treasury forward trading
VTIFINKOUnderlying transaction conditionsFTTR/3 application development for Treasury forward trading
VALT_SP_VAL_SECSecurity Prices and NPV for Special ValuationFTR_VALUATIONTreasury: General Valuation
TRFT_CLASS_POSTreasury: TRF Class PositionFTR_LISTED_OPTIONS_FUTURESTreasury: Listed Options and Futures
TRSPATTR: Security Price Adjustment - Registration and FixingFTR_IRATE_ADJUSTTreasury: Interest Rate Adjustment
PPMGAG_T_VTBFHAPTransaction FlowPPMG_INTERESTPrepayment Interest
PPMGAG_T_VTBFINKTransaction ConditionPPMG_INTERESTPrepayment Interest
Privacy Policy