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THAS_EFF_TEST_OUTPUT - Output structure for the Effectiveness test

THAS_EFF_TEST_OUTPUT - Output structure for the Effectiveness test

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Field
Type
Length
Data element
Description
COMP_CODE
CHAR
000004
Company Code
VALUATION_AREA
CHAR
000003
Treasury Valuation Area
DEAL_NR
CHAR
000013
Financial Transaction
HEDGE_ID
NUMC
000010
Identification Number of Hedged Item
HR_VERSION
NUMC
000003
Version of the hedging relationship
CALC_TYPE
CHAR
000003
Calculation Type
EFF_TEST_TYPE
CHAR
000002
Effectiveness Test Type
EFF_TEST_METHOD
CHAR
000002
Effectiveness Test Method Category
STATUS
CHAR
000001
Single-Character Flag
CALC_DATE
DATS
000008
Date of Calculation
TEST_DATE
DATS
000008
Date of Calculation
SZENA_FROM
CHAR
000010
Scenario
SZENA_TO
CHAR
000010
Scenario
EFF_RATIO
CHAR
000012
Text (12 characters)
F_STATISTIC
DEC
000030
F Statistic
SLOPE
DEC
000027
Slope
INTERCEPT
DEC
000027
Intercept Ratio
INTERCEPT_RATIO
DEC
000027
Intercept Ratio
T_STATISTIC
DEC
000030
t-Statistic of Slope
R_SQUARE
DEC
000030
Coefficient of Determination (R²)
EFFECTIVE
CHAR
000040
Character field of length 40
TOTAL_EFFECTIVE
CHAR
000040
Character field of length 40
DELTA_DERIVATIVE
CURR
000017
Delta in derivative cash flows
SUM_DELTA_DERIV
CURR
000017
Sum of delta in derivatives cash flows
DELTA_HEDGE
CURR
000017
Delta in Hedged Item Cash Flows
SUM_DELTA_HEDGE
CURR
000017
Sum of delta in hedge item cash flows
CURR_DERIVATIVE
CUKY
000005
Currency Key
LOGUUID
RAW
000016
E-HA: Detail Log UUID
LOG_ARCHIVED
CHAR
000001
Has the log been archived?
ARCHIVE_NAME
CHAR
000020
Key for Archive File
MSGID
CHAR
000020
Message Class
MSGTY
CHAR
000001
Message Type
MSGNO
NUMC
000003
Message Number
MSGV1
CHAR
000050
Message Variable
MSGV2
CHAR
000050
Message Variable
MSGV3
CHAR
000050
Message Variable
MSGV4
CHAR
000050
Message Variable
SL_NO
NUMC
000004
Four-digit number
EFF_TEST_ID
RAW
000016
Globally Unique Identifier

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