Field
Type
Length
Data element
Description
AUSWERTUNG
CHAR
000004
ID of Risk Management Evaluation
BCURVE
NUMC
000004
Bid valuation curve type for mark-to-market
BCURVEB
NUMC
000004
Ask Valuation Curve: Mark-to-Market
BCURVEM
NUMC
000004
Middle valuation curve: Mark-to-market
DVOLARTB
CHAR
000003
Volatility Type "Ask Rates" for Foreign Exchange
DVOLARTG
CHAR
000003
Volatility Type "Bid Rates" for Foreign Exchange
ZVOLARTG
CHAR
000003
Volatility Type 'Bid' for Interest Rates
ZVOLARTB
CHAR
000003
Volatility Type 'Ask' for Interest Rates
WVOLARTG
CHAR
000003
Volatility Type 'Bid' for Securities
WVOLARTB
CHAR
000003
Volatility Type 'Ask' for Securities
XDFCURR
CHAR
000001
X - Import exchange rates from datafeed
XDFINTE
CHAR
000001
Import Interest Rates from Datafeed
XDFIVOL
CHAR
000001
Import interest volatilities from datafeed
XDFCVOL
CHAR
000001
Import exchange rate volatilities from datafeed
XDFWERT
CHAR
000001
Import security prices from datafeed
WPKURSART
CHAR
000002
Security price type for evaluations
KURSTG
CHAR
000004
Exchange rate type bid
KURSTB
CHAR
000004
Exchange rate type ask
KBEZ
CHAR
000030
Short Name
LBEZ
CHAR
000060
Long Name
WKTAGE
DEC
000003
Maximum age of historical price in days
RWORKMODUS
CHAR
000001
Datafeed: Operating mode function module
FEEDNAME
CHAR
000010
Market Data: Data Provider
IDXART
CHAR
000002
Index Type
KURSTM
CHAR
000004
Exchange rate type middle
BFART
CHAR
000003
Beta Factor Type
DVOLARTM
CHAR
000003
Volatility Type Middle Rates for Foreign Exchange
ZVOLARTM
CHAR
000003
Volatility Type Middle Rates for Interest
WVOLARTM
CHAR
000003
Volatility Type Middle Rates for Securities
SVOLART
CHAR
000003
Volatility Type for Convexity Adjustment
XCONVADJ
CHAR
000001
Calculate convexity adjustment?
DEFIDX
CHAR
000010
Standard Security Index
DEFBETAF
DEC
000010
Standard Beta Factor
IXVOLARTG
CHAR
000003
Volatility Type for Security Indexes; Bid Rates
IXVOLARTB
CHAR
000003
Volatility Type for Security Indexes; Ask Rates
IXVOLARTM
CHAR
000003
Volatility Type for Security Indexes; Middle Rates
HWVOLARTG
CHAR
000003
Volatility Type for Yield Curve Model, Bid Rate
HWVOLARTB
CHAR
000003
Volatility Type for Yield Curve Model, Ask Rate
HWVOLARTM
CHAR
000003
Volatility Type for Yield Curve Model, Middle Rate
KORRARTG
CHAR
000003
'Bid' Correlation Type
KORRARTB
CHAR
000003
'Ask' Correlation Type
KORRARTM
CHAR
000003
'Middle' Correlation Type
XKOMPRESS
CHAR
000001
Activate Presummarization
XHOR_CASHF
CHAR
000001
Is cash flow at horizon included in NPV?
AUTGR
CHAR
000004
Authorization Group
LZB
CHAR
000004
Maturity Band
NAMEAUS
CHAR
000010
Disbursement Procedure (Loan)
STUECKZINS
CHAR
000001
Include the Horizon when Calculating Accrued Interest
PREPAYMENT
CHAR
000001
Prepayment
X_PREPAYMENT
CHAR
000001
Indicator for Prepayment - Point Effect
FLG_WITH_COMPENS
CHAR
000001
Select FX Offsetting Transactions
FLG_TERMINATED_D
CHAR
000001
Select Transaction on Day of Cancellation/Settlement
XEXTBW
CHAR
000001
Indicator for External Valuation
XDEST_T1
CHAR
000032
RM RFC: Destination in SAP Banking RM
XFUNC_T1
CHAR
000030
RM RFC: Function Name in SAP Banking RM
XDEST_T2
CHAR
000032
RM RFC: Destination in SAP Banking RM
XFUNC_T2
CHAR
000030
RM RFC: Function Name in SAP Banking RM
XREAL_CASHF
CHAR
000001
Include Real Cash Flows
COPRTYPE
CHAR
000005
Commodity Quotation Type
COVOLTYPB
CHAR
000003
Volitility Type "Bid" for Commodity Transactions
COVOLTYPA
CHAR
000003
Volitility Type "Ask" for Commodity Transactions
COMAXAGEPR
DEC
000003
Maximum age of historical price in days
X_INTVAL
CHAR
000001
Intrinsic Value Indicator
COEXPVALTYP
NUMC
000001
Commodity Exposure - NPV Valuation Type
BCURVEB_RF
NUMC
000004
Ask Valuation Curve : Risk Free
BCURVEM_RF
NUMC
000004
Middle Valuation Curve : Risk Free
BCURVE_RF
NUMC
000004
Bid Valuation Curve : Risk Free
XCREDITSPREAD
CHAR
000001
Use Credit Spreads at Discounting
CSPREAD_TYPE
CHAR
000002
Credit Spread Type
CTY_CURVE_B
NUMC
000003
Commodity Curve Type Bid
CTY_CURVE_M
NUMC
000003
Commodity Curve Type Middle
CTY_CURVE_A
NUMC
000003
Commodity Curve Type Ask
XDDELIVERY
CHAR
000001
Delayed Delivery Option Usage Flag
DD_DAYS
DEC
000003
Number of Days to consider for Delayed Delivery
XCSP_USE_VAR_RT
CHAR
000001
Use Credit Spread when Calculating Forward Interest Rates
CSP_FWD_RT_TYPE
CHAR
000002
Credit Spread Type
DISPUOM
CHAR
000001
Display Unit of Measure
QTYCALMETH
CHAR
000001
Quantity Calculation Method
FUTCALMETH
CHAR
000001
Calculation Method for Futures
BSP_CURVE_B
CHAR
000004
Basis Spread Curve Type
BSP_CURVE_A
CHAR
000004
Basis Spread Curve Type
BSP_CURVE_M
CHAR
000004
Basis Spread Curve Type
BSP_DERI_EVAL
CHAR
000004
Basis Spread Curve Derivation for Evaluation Curves
BSP_DERI_FWD
CHAR
000004
Basis Spread Curve Derivation ID for Forward Curves
Length: 23959 Date: 20240416 Time: 141414 sap01-206 ( 70 ms )
