CA-FS-MKD is a SAP sub-module coming under CA module and SAP_ABA component.Total 110 CA-FS-MKD tables are stored in our database.View these tables by sub modules wise coming under SAP CA-FS-MKD.You can also refer SAP CA-FS-MKD transaction codes from this link
- Module description : Basic Market Data
- Parent Module : CA
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SAP CA-FS-MKD Tables
- /BA1/F4_CORR : Subcomponent for Correction Server
- /BA1/F4_CORRT : Text Table for Subcomponent
- /BA1/F4_EXT_KEY : Key Table for External Numbers
- /BA1/F4_FXRATES : Exchange Rates
- /BA1/F4_INTRATE2 : Interest Rates for Reference
- /BA1/F4_INTSPRD : Interest Rates for Reference
- /BA1/F4_MD_BUF : Market Data Buffer: Data
- /BA1/F4_MD_BUFH : Header Table for Market Data Buffer
- /BA1/F4_RELEASE : Management of Release GUIDs for Primary Objects
- /BA1/F4_SEC_CLAS : Map Charactistic Value for GUID
- /BA1/F4_SEC_RATE : Market Data: Securities Values
- /BA1/F4_VOLA : Volatilities
- /BA1/F4_VOLAVERS : Volatility Versions
- /BA1/F4_VOL_FX : Key Table for Exchange Rate Volatilities
- /BA1/F4_VOL_IR : Key Table for Reference Interest Rate Volatilities
- /BA1/F4_VOL_KEY : Volatility Object Key from Option Number and Underlying
- /BA1/F4_VOL_SEC : Key Table for Security Price Volatilities
- /BA1/TF4_APPL : Partner Applications
- /BA1/TF4_APPLCUR : Main Currencies of a Partner Application
- /BA1/TF4_APPLT : Text Table for Applications
- /BA1/TF4_APPLYCT : Yield Curve Types of a Partner Application
- /BA1/TF4_ARCHD : Date Values for Direct Access to Archive
- /BA1/TF4_CACATGT : Texts for Corporate Action Categories
- /BA1/TF4_CA_CATG : Corporate Action Categories
- /BA1/TF4_CA_IMPL : Implementation for Corporate Actions
- /BA1/TF4_CA_MDL : Models for Mapping Corporate Actions
- /BA1/TF4_CA_MDLT : Texts for Corporate Action Models
- /BA1/TF4_COMP : Selected Components
- /BA1/TF4_CORR_AD : Classes for Accessing Correction Server
- /BA1/TF4_EXCH : Definition of Stock Exchanges
- /BA1/TF4_EXCHT : Definition of Stock Exchanges
- /BA1/TF4_FXCVFCT : Exchange Rate Factors for Exchange Rates
- /BA1/TF4_FXFWDYC : Yield Curve Types for Forward Exchange Rates
- /BA1/TF4_FXKURST : Map Exchange Rate Category to Rate Type
- /BA1/TF4_FXRTTPT : Text Table for Exchange Rate Categories
- /BA1/TF4_FXRTTYP : Rate Categories for Exchange Rates
- /BA1/TF4_MATSTR : Maturity Structures for Key Rate Duration
- /BA1/TF4_MATSTRC : Currencies of Maturity Structure
- /BA1/TF4_MATSTRP : Properties of Maturity Structure
- /BA1/TF4_MATSTRT : Text Table for Maturity Structures
- /BA1/TF4_MDC : Market Data Area
- /BA1/TF4_MDCT : Market Data Area
- /BA1/TF4_MDSCEN : Scenarios
- /BA1/TF4_MDSCENT : Text for Scenarios
- /BA1/TF4_MDSET : Market Data Records
- /BA1/TF4_MDSETRY : Forward Yield Curves for Reference Interest Rates
- /BA1/TF4_MDSETT : Market Data Records
- /BA1/TF4_MDSETV : Underlying Independent Volatilities per Currency
- /BA1/TF4_MDSETYP : Market Data Types in the Market Data Set
- /BA1/TF4_OEAN_AD : Table for Decoupling OE - AN for Market Data Interest Rates
- /BA1/TF4_PADDON : Definition of Price Symbols
- /BA1/TF4_PADDONT : Definition of Price Symbols
- /BA1/TF4_PRINFO : Definition of Price Information
- /BA1/TF4_PRTYPE : Definition of Price Types
- /BA1/TF4_PRTYPET : Text Table for /BA1/TF4_PRTYPET
- /BA1/TF4_RCALCB : Assignment of Calculation Bases to Reference Interest Rates
- /BA1/TF4_REFRATE : Reference Interest Rates: Attributes
- /BA1/TF4_REFRATT : Reference Interest Rates: Name (Language-Dependent)
- /BA1/TF4_RPLTYPE : Replacement Types for Yield Curves
- /BA1/TF4_RPLTYPT : Text Table for Replacement Types
- /BA1/TF4_RRATES : Reference Interest Rates
- /BA1/TF4_RRCALCB : Bases for Calculating Reference Interest Rates
- /BA1/TF4_RRCATG : Reference Interest Rate Categories
- /BA1/TF4_RRCATGT : Texts for Reference Interest Rate Category
- /BA1/TF4_RRCLCBT : Texts for the Calculation Bases for Reference Interest Rates
- /BA1/TF4_SCEN : Market Date Scenarios
- /BA1/TF4_SCENCO : Composite Scenarios
- /BA1/TF4_SCENCOH : Composite Scenarios
- /BA1/TF4_SCENDC : Data Categories Scenario
- /BA1/TF4_SCENDCT : Data Categories Scenario
- /BA1/TF4_SCENPGP : Grid Points of a Scenario Progression
- /BA1/TF4_SCENSQC : Grid Points for Scenario Sequences
- /BA1/TF4_SCENT : Market Date Scenarios
- /BA1/TF4_SCFX : Scenario Exchange Rates
- /BA1/TF4_SCFXV : Scenarios for Exchange Rate Volatility
- /BA1/TF4_SCIRV : Interest Volatility Scenarios
- /BA1/TF4_SCNSET : Scenario Set
- /BA1/TF4_SCNSETA : Assign Scenarios to Scenario Sets
- /BA1/TF4_SCNSETT : Text Table for Scenario Sets
- /BA1/TF4_SCREFR : Scenario Interest Rates
- /BA1/TF4_SCREFSP : Scenario nterest Rate Spreads
- /BA1/TF4_SCSEC : Security Price Scenarios
- /BA1/TF4_SCSECV : Security Volatility Scenarios
- /BA1/TF4_SCS_FX : Exchange Rate Shifts
- /BA1/TF4_SCS_SEC : Security Price Shifts
- /BA1/TF4_SCS_VOL : Volatility Shifts
- /BA1/TF4_SCS_YC : Zero Shifts for Yield Curves
- /BA1/TF4_SCTYPE : Spread Curve Types
- /BA1/TF4_SEQUCE : Definition of Read Sequence
- /BA1/TF4_SPRDTYP : Spread Types
- /BA1/TF4_SPRDTYT : Spread Types: Names (Language-Dependent)
- /BA1/TF4_STDYC : Standard Yield Curves
- /BA1/TF4_STRTGY : Definition of Read Strategy
- /BA1/TF4_STRTGYT : Definition of Price Symbols
- /BA1/TF4_SYCGRID : Standard Yield Curves: Grid Points for Reference Int. Rates
- /BA1/TF4_UNIT : Definition of Exchange Rate Units
- /BA1/TF4_UNITT : Definition of Price Symbols
- /BA1/TF4_VCALCM : Calculation Methods for Volatilities
- /BA1/TF4_VCALCMT : Calculation Methods for Volatilities
- /BA1/TF4_VCLUS : Volatility Cluster
- /BA1/TF4_VOLAID : Volatility Structures that Are Not Based on Underlying
- /BA1/TF4_VOLAIDT : Volatility Structures that Are Not Based on Underlying
- /BA1/TF4_VTYP : Volatility Types
- /BA1/TF4_VTYPT : Text Table for Volatility Types
- /BA1/TF4_YCMDL : External Model for Yield Curve
- /BA1/TF4_YCMDLT : Text Table for External Model for Yield Curve
- /BA1/TF4_YCRPLMT : Yield Curve Replacement
- /BA1/TF4_YCTYPE : Yield Curve Types
- /BA1/TF4_YCTYPET : Yield Curve Types: Name (Language-Dependent)
- /BA1/TF4_YCURVE : Yield Curves: General Properties
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