THXEC_EFF_TMET - Effectiveness Test Method Definition

Effectiveness Test Method Definition information is stored in SAP table THXEC_EFF_TMET.
It is part of development package FTR_HEDGE_EFFECTIVITY in software component FIN-FSCM-TRM-TM-TR. This development package consists of objects that can be grouped under "Effectivity Tests for New Hedge Management".

Fields for table THXEC_EFF_TMET

Field Name	Description	Is Key	Data Element	Data Type	Length	Check Table
MANDT	Client	X	MANDT	CLNT	6
EFF_TEST_MET	Effectiveness Test Method (P-HA)	X	TPM_EFF_METHOD	CHAR	6
EFF_TEST_MET_CAT	Effectiveness Test Method Category		TPM_EFF_TEST_MET_CAT	CHAR	4	THXETS_EFF_TCA
OFF_CAL_CAT	Offset Calculation Category		TPM_OFF_CAL_CAT	CHAR	4
PRO_DT_GEN_LOGIC	Prospective Date Generation Logic		TPM_PROS_DAT_GEN_LOGIC	CHAR	4
EFF_START_DATE	Start Date of the Prospective Effectiveness Test		TPM_EFF_TST_START_DATE	CHAR	4
EFF_RATIO_MIN	Minimum Ratio for $-Offset		TPM_EFF_RATIO_MIN	DEC	6
EFF_RATIO_MAX	Maximum Ratio for $-Offset		TPM_EFF_RATIO_MAX	DEC	6
LINREG_NO_OF_PNT	Number of Data Points		TMF_NO_OF_POINTS	INT4	4
LINREG_SLICE_TYP	Time Slicing Type		TMF_SLICE_TYPE	NUMC	2
LINREG_CALENDAR	Factory calendar		SKALID	CHAR	4
LINREG_HOL_MOVE	Holiday Movement Type		TMF_HOL_MOVE_TYPE	NUMC	2
REG_EFF_CTRL	Control Parameter for Regression Analysis		TPM_REG_EFF_CTRL_SHORT	CHAR	2
ALPHA	Significance Level (Alpha)		TPM_ALPHA	DEC	3
R2_MIN	Minimum Coefficient of Determination		TPM_R2_MIN	DEC	11
R2_MAX	Maximum Coefficient of Determination		TPM_R2_MAX	DEC	11
CBETA1_MIN	Minimum Intercept Ratio		TPM_CBETA1_MIN	DEC	6
CBETA1_MAX	Maximum Intercept Ratio		TPM_CBETA1_MAX	DEC	6
CBETA2_MIN	Minimum Slope		TPM_CBETA2_MIN	DEC	6
CBETA2_MAX	Maximum Slope		TPM_CBETA2_MAX	DEC	6
DIV_INHERIT_METH	Hedging Scenario 110: Dividend Inheritance Method		TPM_DIVID_INHERITANCE_METHOD	CHAR	2
NOISE_THRESHOLD	Threshold for Effectiveness Calculation in Percent		THA_THRESHOLD	DEC	3
TRANSITION_SPEED	Transition Speed for Effectiveness Calculation		THA_TRANS_SPEED	DEC	3
T_STAT_SLOPE	Linear regression: Not Equal To condition for T stat		TPM_T_STAT	DEC	8
EFF_ASSMT_METHOD	Linear Regression Assessment Method		TPM_EFF_ASSMT_METHOD	CHAR	2
EFF_COND_TYPE	Linear Regression Condition Type		TPM_EFF_COND_TYPE	NUMC	6
FLG_CONSID_R2	Linear Regression: Check Coefficient of Determination		TPM_FLG_CON_R2	CHAR	2
FLG_CONSID_BETA2	Linear Regression: Check Slope		TPM_FLG_CON_SLP	CHAR	2
FLG_CONSID_BETA1	Linear Regression: Check Intercept Ratio		TPM_FLG_CON_INT	CHAR	2
FLG_CONSID_TSTAT	Linear Regression: Check T-Statistic		TPM_FLG_CON_TSTAT	CHAR	2
PRO_MD_CAL_LOGIC	Prospective Market Data Calculation Logic		TPM_PRO_MD_CAL_LOGIC	CHAR	2
NO_BASIS_POINTS	Number of Basis Points		TPM_NO_BASIS_PTS	INT4	4
CRIT_TERM_TYPE	Effectiveness Test Critical Term Type		TPM_ET_CT_TYPE	CHAR	4	THXEC_CRIT_TYPE
FLG_DELTA_ZERO	Set to Effective If All Points Are Zero		TPM_FLG_DELTA_ZERO	CHAR	2
FLG_SUPPRESS_CVA_CALC	Suppress Recalculation of CVA/DVA		TPM_FLG_SUPPRESS_CVA_CALC	CHAR	2