ATVMO - Calculation Methods Risk Management
Calculation Methods Risk Management information is stored in SAP table ATVMO.
It is part of development package FTBC in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "Customizing Treasury market risk management".
It is part of development package FTBC in software component FIN-FSCM-TRM-MR. This development package consists of objects that can be grouped under "Customizing Treasury market risk management".
Fields for table ATVMO
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
---|---|---|---|---|---|---|
MANDT | Client | X | MANDT | CLNT | 6 | T000 |
SGSART | Product Type | X | VVSART | CHAR | 6 | TZPA |
AUSWT | Evaluation type in Risk Management | X | TV_AUSWT | CHAR | 8 | JBREVAL |
CALCVERF | Calculation Routines | TV_CALCV | CHAR | 8 | ATVC1 | |
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 | |
BCURVEM | Middle valuation curve: Mark-to-market | TB_BCURVEM | NUMC | 8 | JBD14 | |
DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | TB_VOLARTB | CHAR | 6 | ATVO1 | |
DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | TB_VOLARTG | CHAR | 6 | ATVO1 | |
DVOLARTM | Volatility Type Middle Rates for Foreign Exchange | TB_VOLARTM | CHAR | 6 | ATVO1 | |
WVOLARTB | Volatility Type 'Ask' for Securities | TB_WVOLARB | CHAR | 6 | ATVO1 | |
WVOLARTG | Volatility Type 'Bid' for Securities | TB_WVOLARG | CHAR | 6 | ATVO1 | |
WVOLARTM | Volatility Type Middle Rates for Securities | TB_WVOLARM | CHAR | 6 | ATVO1 | |
SVOLART | Volatility Type for Convexity Adjustment | TB_SVOLART | CHAR | 6 | ATVO1 | |
WPPVART | Calculate Theoretical NPV | TV_WPVART | CHAR | 2 | ||
WKTAGE | Maximum age of historical price in days | TV_WKTAGE | DEC | 2 |