ATRMO - Valuation control

Valuation control information is stored in SAP table ATRMO.
It is part of development package JBRC in software component FIN-FSCM-TRM-AN. This development package consists of objects that can be grouped under "Customizing for TRM Risk Management".

Fields for table ATRMO

Field Name	Description	Is Key	Data Element	Data Type	Length	Check Table
MANDT	Client	X	MANDT	CLNT	6	T000
RMBEWREG	Valuation Rule	X	JBRBEWREG_	CHAR	16	JBRBEWREG
AUSWT	Evaluation type in Risk Management	X	TV_AUSWT	CHAR	8	JBREVAL
.INCLUDE				VTVFGMS01	0
KURSTG	Exchange rate type bid		TB_KURSTG	CHAR	8	TCURV
KURSTB	Exchange rate type ask		TB_KURSTB	CHAR	8	TCURV
BCURVE	Bid valuation curve type for mark-to-market		TB_BCURVE	NUMC	8	JBD14
BCURVEB	Ask Valuation Curve: Mark-to-Market		TB_BCURVEB	NUMC	8	JBD14
WPKURSART	Security price type for evaluations		TB_WKURSA	CHAR	4	TW56
IDXART	Index Type		IDXART	CHAR	4	INDEXA
DVOLARTG	Volatility Type "Bid Rates" for Foreign Exchange		TB_VOLARTG	CHAR	6	ATVO1
DVOLARTB	Volatility Type "Ask Rates" for Foreign Exchange		TB_VOLARTB	CHAR	6	ATVO1
WVOLARTG	Volatility Type 'Bid' for Securities		TB_WVOLARG	CHAR	6	ATVO1
WVOLARTB	Volatility Type 'Ask' for Securities		TB_WVOLARB	CHAR	6	ATVO1
IXVOLARTG	Volatility Type for Security Indexes; Bid Rates		TV_IXVOLG	CHAR	6	ATVO1
IXVOLARTB	Volatility Type for Security Indexes; Ask Rates		TV_IXVOLB	CHAR	6	ATVO1
HWVOLARTG	Volatility Type for Yield Curve Model, Bid Rate		TV_HWVOLAG	CHAR	6	ATVO1
HWVOLARTB	Volatility Type for Yield Curve Model, Ask Rate		TV_HWVOLAB	CHAR	6	ATVO1
KORRARTG	'Bid' Correlation Type		TV_KORRARTG	CHAR	6	ATKO1
KORRARTB	'Ask' Correlation Type		TV_KORRARTB	CHAR	6	ATKO1
VNAME	Volatility Name		TV_VNAME	CHAR	30	ATVO0
COVOLTYPB	Volitility Type "Bid" for Commodity Transactions		TB_COVOTYPB	CHAR	6	ATVO1
COVOLTYPA	Volitility Type "Ask" for Commodity Transactions		TB_COVOTYPA	CHAR	6	ATVO1
COPRTYPE	Commodity Quotation Type		TCR_CTY_QUOTTYPE	CHAR	10	TRCOCC_QUOTTYPE
BCURVE_RF	Bid Valuation Curve : Risk Free		TB_BCURVE_RF	NUMC	8	JBD14
BCURVEB_RF	Ask Valuation Curve : Risk Free		TB_BCURVEB_RF	NUMC	8	JBD14
BSP_CURVE_B	Basis Spread Curve Type		FTBB_YC_BSCT	CHAR	8	FTBB_YCBSCURVE
BSP_CURVE_A	Basis Spread Curve Type		FTBB_YC_BSCT	CHAR	8	FTBB_YCBSCURVE
.INCLUDE				VTVFGMS02	0
KURSTM	Exchange rate type middle		TB_KURSTM	CHAR	8	TCURV
BCURVEM	Middle valuation curve: Mark-to-market		TB_BCURVEM	NUMC	8	JBD14
DVOLARTM	Volatility Type Middle Rates for Foreign Exchange		TB_VOLARTM	CHAR	6	ATVO1
WVOLARTM	Volatility Type Middle Rates for Securities		TB_WVOLARM	CHAR	6	ATVO1
IXVOLARTM	Volatility Type for Security Indexes; Middle Rates		TV_IXVOLM	CHAR	6	ATVO1
HWVOLARTM	Volatility Type for Yield Curve Model, Middle Rate		TV_HWVOLAM	CHAR	6	ATVO1
KORRARTM	'Middle' Correlation Type		TV_KORRARTM	CHAR	6	ATKO1
COVOLTYPM	Volatility Type 'Middle Rate' for Commodities		TB_COVOTYPM	CHAR	6	ATVO1
BCURVEM_RF	Middle Valuation Curve : Risk Free		TB_BCURVEM_RF	NUMC	8	JBD14
BSP_CURVE_M	Basis Spread Curve Type		FTBB_YC_BSCT	CHAR	8	FTBB_YCBSCURVE
.INCLUDE				VTVFGMSBW	0
XREAL_CASHF	Include Real Cash Flows		TV_REAL_CF	CHAR	2
CALCVERF	Calculation Routines		TV_CALCV	CHAR	8	ATVC1
WPPVART	Calculate Theoretical NPV		TV_WPVART	CHAR	2
WKTAGE	Maximum age of historical price in days		TV_WKTAGE	DEC	2
SVOLART	Volatility Type for Convexity Adjustment		TB_SVOLART	CHAR	6	ATVO1
XHOR_CASHF	Is cash flow at horizon included in NPV?		TV_XHOR_CF	CHAR	2
XINTOPT	Value Swaptions as Interest Rate Options		TV_XINTOPT	CHAR	2
XIMPLOPT	Break Down Implied Options		TV_XIMPLOPT	CHAR	2
NAMEAUS	Disbursement Procedure (Loan)		JBRNAMEAUS	CHAR	20	JBTAUSVER
SET_NAME	Redemption Schedule Set		RDPT_SET_NAME	CHAR	30
STUECKZINS	Include the Horizon when Calculating Accrued Interest		JBR_X_STUECKZINS	CHAR	2
FLG_ACCR_INT	Calculate Accrued Interest		JBR_FLG_ACCR_INT	CHAR	2
DISB_START	Start of Disbursement Procedure		JBR_DISB_START	CHAR	2
DISB_CAL	Calendar for Disbursement Procedure		JBR_DISB_CAL	CHAR	4	TFACD
VALUATION_MODEL	Valuation Model for Financial Transactions		JBR_VALUATION_MODEL	CHAR	8
NUMBER_OF_STEPS	Default Number of Steps for Discretization Method		JBR_NUMBER_OF_STEPS	INT4	4
MAX_STEPLENGTH	Maximum Permitted Time Step for Discretization Method		JBR_MAXIMUM_STEPLENGTH	DEC	7
PREPAYMENT	Prepayment		JBR_PREPAYMENT	CHAR	2
X_PREPAYMENT	Indicator for Prepayment - Point Effect		JBR_X_PREPAYMENT	CHAR	2
FLG_WITH_COMPENS	Select FX Offsetting Transactions		JBR_FLG_WITH_COMPENS	CHAR	2
FLG_TERMINATED_D	Select Transaction on Day of Cancellation/Settlement		JBR_FLG_TERMINATED_DEAL	CHAR	2
COMAXAGEPR	Maximum age of historical price in days		TV_WKTAGE	DEC	2
X_INTVAL	Intrinsic Value Indicator		JBR_INT_VAL	CHAR	2
COEXPVALTYP	Commodity Exposure - NPV Valuation Type		TV_COEXPVALTYP	NUMC	2
XCREDITSPREAD	Use Credit Spreads at Discounting		TV_XCSPREAD	CHAR	2
CSPREAD_TYPE	Credit Spread Type		TCR_CSPREAD_TYPE	CHAR	4	TCRC_CSPR_TYPE
CTY_CURVE_B	Commodity Curve Type Bid		TB_CTY_CURVE_B	NUMC	6	JBC_CCURVE_TYPE
CTY_CURVE_M	Commodity Curve Type Middle		TB_CTY_CURVE_M	NUMC	6	JBC_CCURVE_TYPE
CTY_CURVE_A	Commodity Curve Type Ask		TB_CTY_CURVE_A	NUMC	6	JBC_CCURVE_TYPE
XDDELIVERY	Delayed Delivery Option Usage Flag		TV_DDELIVERY	CHAR	2
DD_DAYS	Number of Days to consider for Delayed Delivery		TV_DD_DAYS	DEC	2
XCSP_USE_VAR_RT	Use Credit Spread when Calculating Forward Interest Rates		TV_CSPRD_USE_VAR_RT	CHAR	2
CSP_FWD_RT_TYPE	Credit Spread Type		TCR_CSPREAD_TYPE	CHAR	4	TCRC_CSPR_TYPE
DISPUOM	Display Unit of Measure		JBRDISPUOM	CHAR	2
QTYCALMETH	Quantity Calculation Method		JBRQTYCALMETH	CHAR	2
FUTCALMETH	Calculation Method for Futures		JBRFUTCALMETH	CHAR	2
BSP_DERI_EVAL	Basis Spread Curve Derivation for Evaluation Curves		FTBB_YC_BSC_DERIVE_EVAL	CHAR	8	FTBB_YCBSC_DREVL
BSP_DERI_FWD	Basis Spread Curve Derivation ID for Forward Curves		FTBB_YC_BSC_DERIVE_FWD	CHAR	8	FTBB_YCBSC_DRFWD
CSP_DERIVE_BP	Reference Entity Derivation for Business Partners		FTBB_YC_CSC_DERIVE_BP	CHAR	8	FTBB_YCCSC_DRBP
CSP_DERIVE_OWN	Reference Entity Derivation for Your Own Companies		FTBB_YC_CSC_DERIVE_OWN	CHAR	8	FTBB_YCCSC_DROWN
BP_RELTYP	Relationship Category of Business Partner		FTBB_YC_BP_RELTYP	CHAR	12	TBZ9
OWN_BUKRS	Own Default Company Code		FTBB_YC_OWN_BUKRS	CHAR	8	T001
MAX_AGE_CS_REDEF	Use Different Maximum Age for Credit Spreads		FTBB_MAX_AGE_CS_REDEF	CHAR	2
MAX_AGE_CS	Maximum Age for Credit Spreads		FTBB_MAX_AGE_CS	INT4	4
XYTMMP	Calculate YTM from Market Price NPV		TV_XYTMMP	CHAR	2
FX_VAL_METH	Valuation Method for future FX Cash Flows		FTBB_FX_VAL_METH	CHAR	2
VOLA_SMILE_CON_METH	Smile Construction Method for Delta-Quoted Volatilities		FTBB_FX_VOLA_SMILE_CON_METH	CHAR	4
FX_FIXING_METH	FX Conversion: Consideration of Fixing Details		FTBB_FX_FIXING_METH	CHAR	2
CONSIDER_OPT_SETTLEMENT	Consider Option Settlement Flow		FTBB_CONSIDER_OPT_SETTLEMENT	CHAR	2
.INCLUDE				VTVFGMSEX	0
XEXTBW	Indicator for External Valuation		TV_XEXTBW	CHAR	2
XDEST_T1	RM RFC: Destination in SAP Banking RM		TV_RFCDEST	CHAR	64	*
XFUNC_T1	RM RFC: Function Name in SAP Banking RM		TV_RFCFNAME	CHAR	60	*
XDEST_T2	RM RFC: Destination in SAP Banking RM		TV_RFCDEST	CHAR	64	*
XFUNC_T2	RM RFC: Function Name in SAP Banking RM		TV_RFCFNAME	CHAR	60	*
CONVADJ_VR	Control convexity adjustment valuation rule specific		JBR_CONVADJ_VR	CHAR	2
CSC_VALRULE_REDEF	Redefine Settings		FTBB_CSC_VALRULE_REDEF	CHAR	2
FX_VAL_METH_VALRULE_REDEF	Redefine Settings		FTBB_FX_VAL_METH_VALRULE_REDEF	CHAR	2