JBRSVMSEG is a SAP table coming under IS module and EA-FINSERV component.View details, Fields & related tables of JBRSVMSEG in SAP.
- Table description : RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets
- Module : IS-B-RA
- Parent Module : IS
- Package : JBR
- Software Component : EA-FINSERV
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Definitions
What is SAP ?SAP is the short form of Systems, Applications & Products in Data Processing. It is one of the largest business process related software. This software focused on business processes on ERP & CRM.
What is table in SAP ?Like most other software, SAP also using database tables to store the data. In SAP thousands of tables are there to store different data. A table contains several fields and some of the fields will be key fields.
SAP JBRSVMSEG Table Fields structure
| Field | Note | Data Element | Domain |
|---|---|---|---|
| MANDT | Client | MANDT | MANDT |
| SV_STATE_ID | RM: ID of a Saved Data Status | JBRSVSTATEID | JBRSVSTATEID |
| OBJNR | Object number | J_OBJNR | J_OBJNR |
| NGIDNR | Sequence Number for a Transaction ID in Primary Transaction | JBNGIDNR | JBNGIDNR |
| .INCLUDE | FGET: Valuation Control | ||
| .INCLUDE | Market segments for instrument valuation | ||
| .INCLUDE | Include: Market Segments Ask/Bid | ||
| KURSTG | Exchange rate type bid | TB_KURSTG | KURST |
| KURSTB | Exchange rate type ask | TB_KURSTB | KURST |
| BCURVE | Bid valuation curve type for mark-to-market | TB_BCURVE | JBSZKART |
| BCURVEB | Ask Valuation Curve: Mark-to-Market | TB_BCURVEB | JBSZKART |
| WPKURSART | Security price type for evaluations | TB_WKURSA | VVSKURSART |
| IDXART | Index Type | IDXART | CHAR2 |
| DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | TB_VOLARTG | T_VOLART |
| DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | TB_VOLARTB | T_VOLART |
| ZVOLARTG | Volatility Type 'Bid' for Interest Rates | TB_ZVOLARG | T_VOLART |
| ZVOLARTB | Volatility Type 'Ask' for Interest Rates | TB_ZVOLARB | T_VOLART |
| WVOLARTG | Volatility Type 'Bid' for Securities | TB_WVOLARG | T_VOLART |
| WVOLARTB | Volatility Type 'Ask' for Securities | TB_WVOLARB | T_VOLART |
| IXVOLARTG | Volatility Type for Security Indexes; Bid Rates | TV_IXVOLG | T_VOLART |
| IXVOLARTB | Volatility Type for Security Indexes; Ask Rates | TV_IXVOLB | T_VOLART |
| HWVOLARTG | Volatility Type for Yield Curve Model, Bid Rate | TV_HWVOLAG | T_VOLART |
| HWVOLARTB | Volatility Type for Yield Curve Model, Ask Rate | TV_HWVOLAB | T_VOLART |
| KORRARTG | 'Bid' Correlation Type | TV_KORRARTG | T_KORART |
| KORRARTB | 'Ask' Correlation Type | TV_KORRARTB | T_KORART |
| VNAME | Volatility Name | TV_VNAME | TV_VNAME |
| BCURVE_RF | Bid Valuation Curve : Risk Free | TB_BCURVE_RF | JBSZKART |
| BCURVEB_RF | Ask Valuation Curve : Risk Free | TB_BCURVEB_RF | JBSZKART |
| .INCLUDE | Include: Evaluation Control | ||
| CALCVERF | Calculation Routines | TV_CALCV | T_CALCV |
| WPPVART | Calculate Theoretical NPV | TV_WPVART | XFELD |
| WKTAGE | Maximum age of historical price in days | TV_WKTAGE | TV_ALTER |
| SVOLART | Volatility Type for Convexity Adjustment | TB_SVOLART | T_VOLART |
| XHOR_CASHF | Is cash flow at horizon included in NPV? | TV_XHOR_CF | XFELD |
| XINTOPT | Value Swaptions as Interest Rate Options | TV_XINTOPT | XFELD |
| XIMPLOPT | Break Down Implied Options | TV_XIMPLOPT | XFELD |
| NAMEAUS | Disbursement Procedure (Loan) | JBRNAMEAUS | JBRNAMEAUS |
| SET_NAME | Redemption Schedule Set | RDPT_SET_NAME | RDPT_SET_NAME |
| STUECKZINS | Include the Horizon when Calculating Accrued Interest | JBR_X_STUECKZINS | XFELD |
| FLG_ACCR_INT | Calculate Accrued Interest | JBR_FLG_ACCR_INT | FLAG |
| DISB_START | Start of Disbursement Procedure | JBR_DISB_START | JBR_DISB_START |
| DISB_CAL | Calendar for Disbursement Procedure | JBR_DISB_CAL | WFCID |
| VALUATION_MODEL | Valuation Model for Financial Transactions | JBR_VALUATION_MODEL | JBR_VALUATION_MODEL |
| NUMBER_OF_STEPS | Default Number of Steps for Discretization Method | JBR_NUMBER_OF_STEPS | |
| MAX_STEPLENGTH | Maximum Permitted Time Step for Discretization Method | JBR_MAXIMUM_STEPLENGTH | |
| PREPAYMENT | Prepayment | JBR_PREPAYMENT | JBR_PREPAYMENT |
| X_PREPAYMENT | Indicator for Prepayment - Point Effect | JBR_X_PREPAYMENT | XFELD |
| FLG_WITH_COMPENS | Select FX Offsetting Transactions | JBR_FLG_WITH_COMPENS | FLAG |
| FLG_TERMINATED_D | Select Transaction on Day of Cancellation/Settlement | JBR_FLG_TERMINATED_DEAL | FLAG |
| XCREDITSPREAD | Use Credit Spreads at Discounting | TV_XCSPREAD | XFELD |
| CSPREAD_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCR_CSPREAD_TYPE |
| XCSP_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | TV_CSPRD_USE_VAR_RT | XFELD |
| CSP_FWD_RT_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCR_CSPREAD_TYPE |
| .INCLUDE | Include: External Price Calculator | ||
| XEXTBW | Indicator for External Valuation | TV_XEXTBW | TV_XEXTBW |
| XDEST_T1 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | RFCDEST |
| XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | FUNCNAME |
| XDEST_T2 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | RFCDEST |
| XFUNC_T2 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | FUNCNAME |
| .INCLUDE | Include: Mapping Control | ||
| IDX | Securities Index | IDX | CHAR10 |
| BFART | Beta Factor Type | JBRBFART_D | JBRBFART |
| XSTDINDEX | Is index standard index? | TV_XDEFIDX | XFLAG |
| STDBETAF | Standard Beta Factor | TV_BETAF | JBFBFAKTOR |
| XCONVADJ | Calculate convexity adjustment? | TV_XCONV | CHAR001 |
| XKOMPRESS | Activate Presummarization | TV_KOMPR | T_KOMPR |
| .INCLUDE | VaR Control for Instrument Valuation | ||
| .INCLUDE | Include: VaR Valuation Control | ||
| DIFFBAR | Differentiation Rule for NPV Function | TV_DFREG | TV_DFREG |
| .INCLUDE | GAP Analysis Control for Instrument Valuation | ||
| .INCLUDE | GAP Analysis Valuation Control | ||
| DELTA_KNZ | Treatment of Options (Gap Evaluation) | JBRKNZDELT | JBROPDELTA |
| STAT_KNZ | Display Static Interest Rate or Product Interest Rate | JBRSTATKNZ | JBRSTATKNZ |
| OZ_FROM | Determination of Opportunity Interest Rate for ALM | JBRGETOZ | JBRGETOZ |
| SOPPZINS | Gap: Indicator for Opportunity Interest Rate | JBROZKNZ | XFELD |
| SEFFZINS | GAP effective interest rate indicator | JBREZKNZ | XFELD |
| SDATUM | GAP date indicator | JBRDATKNZ | JBRDATKNZ |
| SEXTGAP | External Gap Analysis | JBREXTKNZ | JBREXTKNZ |
| EXDEST | RM Gap: Destination for External Transaction Analysis | JBRRFCDEST | RFCDEST |
| EXFUNC | RM Gap: RFC - Function Name for External Trans. Analysis | JBRRFCFNAME | FUNCNAME |
| BILVOLKNZ | Inclusion of Off-Balance-Sheet Transactions in BS Volume | JBRBILVOLKNZ | JBRBILVOLKNZ |
| LFZENDE | Position Outflow at End of Term or Fixed Interest Period | JBRLFZENDE | JBRLFZENDE |
| DEVTERM | Depiction of Forward Exchange Transactions in ALM Simulation | JBRDEVTERM | JBRDEVTERM |
JBRSVMSEG related tables
| Table | Note |
|---|---|
| JBRSVMSEG | RM: Val. Parameters of Cat.of Prim. Trans.for Saved Datasets |
| JBRSVBEWEG | RM: Flow Table for Cat. of Prim. Trans. for Saved Datasets |
| JBRSVFML | RM: CF Formula Table for Cat. Prim.Trans. for Saved Datasets |
| JBRSVKOET | RM: Header Table of Cat. of Prim. Trans for Saved Datasets |
| JBRSVOPTI | RM: Option Data Table of Cat. Prim. Trans for Saved Datasets |
| JBRDBKOET | RM: DB Table Header, HIERA and BEST Extended Cat.Prim.Trans. |
| JBRHKOET | RM: Version Table Header, HIERA and BEST Ext.Cat.Prim.Trans. |
| EDIVDIM | Permitted Dimensions for Division Cat. and Profile Val. Cat. |
| TRGC_CVC1 | Assignment of Product Cat. and Trans. Cat. to GVC Group |
| JBRSVABEST | RM: Header Table SDTFT (Additional Info.) for Saved Datasets |
| JBRSVHIER | RM: Hierarchy Structure Table of xDTFT for Saved Datasets |
| JBRSVKO | RM: Header Table of SDTFT for Saved Datasets |
| JBRSVPHBAUM | RM: Portfolio Hierarchy for Saved Datasets (Backtesting) |
| JBRSVPHTEXT | RM: Portfolio Texts for Saved Datasets (Backtesting) |
| JBRSVPHZUORDN | RM: Assignment of PH->BP for Saved Datasets (Backtesting) |
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