THXET_MEAS_EFFRT - Effectiveness Test: Hedge Ratio Results.

Effectiveness Test: Hedge Ratio Results. information is stored in SAP table THXET_MEAS_EFFRT.
 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 THXET_MEAS_EFFRT

Field Name
Description
Is Key
Data Element
Data Type
Length
Check Table
MANDTClientXMANDTCLNT6*
OS_OIDGlobally Unique IdentifierXOS_GUIDRAW16THXET_MEAS_HEAD
RATIO_NO4 Byte Signed IntegerXINT4INT44
.INCLUDETHXES_MEAS_EFF_RAT0
TESTPERIOD_BEGINEffectiveness Test: Start Date of Test PeriodTPM_TESTPERIOD_BEGINDATS16
TESTPERIOD_ENDEffectiveness Test: End Date of Test PeriodTPM_TESTPERIOD_ENDDATS16
EFF_RATIORatio of the Delta of Hedged Item and Hedging InstrumentTPM_EFF_RATIODEC6
EFF_TEST_STATUSEffectiveness Test Results (Database)TPM_EFF_TEST_STATUSCHAR2
SUM_DELTA_HINSTRSum of Deltas of Hedging InstrumentsTPM_EFF_SUM_DELTA_HINSTRCURR11
SUM_DELTA_HITEMSum of Deltas of Hedged Items Within a Hedging RelationshipTPM_EFF_SUM_DELTA_HITEMCURR11
VALUATION_CURRValuation CurrencyTPM_VALUATION_CURRCUKY10*
SLOPE_COEFFSlopeTMF_CBETA2DEC14
INTERCEPT_COEFFIntercept RatioTMF_CBETA1DEC14
R2Coefficient of Determination (RīŋŊ)TMF_R2DEC16
TSTATt-Statistic of SlopeTMF_SLOTSTATDEC16
ALPHALevel of SignificanceTMF_ALPHADEC3
EFF_COND_TYPELinear Regression Condition TypeTPM_EFF_COND_TYPENUMC6
Privacy Policy