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1ERP EHP76.0ATRMO911Valuation controlRisk Analysis
SQL:  selectupdate insert create

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SELECT MANDT, RMBEWREG, AUSWT, KURSTG, KURSTB, BCURVE, BCURVEB, WPKURSART, IDXART, DVOLARTG, DVOLARTB, ZVOLARTG, ZVOLARTB, WVOLARTG, WVOLARTB, IXVOLARTG, IXVOLARTB, HWVOLARTG, HWVOLARTB, KORRARTG, KORRARTB, VNAME, COVOLTYPB, COVOLTYPA, COPRTYPE, BCURVE_RF, BCURVEB_RF, BSP_CURVE_B, BSP_CURVE_A, KURSTM, BCURVEM, DVOLARTM, ZVOLARTM, WVOLARTM, IXVOLARTM, HWVOLARTM, KORRARTM, COVOLTYPM, BCURVEM_RF, BSP_CURVE_M, XREAL_CASHF, CALCVERF, WPPVART, WKTAGE, SVOLART, XHOR_CASHF, XINTOPT, XIMPLOPT, NAMEAUS, SET_NAME, STUECKZINS, FLG_ACCR_INT, DISB_START, DISB_CAL, VALUATION_MODEL, NUMBER_OF_STEPS, MAX_STEPLENGTH, PREPAYMENT, X_PREPAYMENT, FLG_WITH_COMPENS, FLG_TERMINATED_D, COMAXAGEPR, X_INTVAL, COEXPVALTYP, XCREDITSPREAD, CSPREAD_TYPE, CTY_CURVE_B, CTY_CURVE_M, CTY_CURVE_A, XDDELIVERY, DD_DAYS, XCSP_USE_VAR_RT, CSP_FWD_RT_TYPE, DISPUOM, QTYCALMETH, FUTCALMETH, BSP_DERI_EVAL, BSP_DERI_FWD, CSP_DERIVE_BP, CSP_DERIVE_OWN, BP_RELTYP, OWN_BUKRS, MAX_AGE_CS_REDEF, MAX_AGE_CS, XEXTBW, XDEST_T1, XFUNC_T1, XDEST_T2, XFUNC_T2, CONVADJ_VR, CSC_VALRULE_REDEF FROM ATRMO
ColumnFieldDescriptionSQL TypeLengthDecimalsRelationDefault ValueConstraintsSQL Create Statement
1MANDTClientnvarchar30 Allow NULL? 
2RMBEWREGValuation Rulenvarchar80 Allow NULL? 
3AUSWTEvaluation type in Risk Managementnvarchar40 Allow NULL? 
4KURSTGExchange rate type bidnvarchar40 Allow NULL? 
5KURSTBExchange rate type asknvarchar40 Allow NULL? 
6BCURVEBid valuation curve type for mark-to-marketnvarchar40 Allow NULL? 
7BCURVEBAsk Valuation Curve: Mark-to-Marketnvarchar40 Allow NULL? 
8WPKURSARTSecurity price type for evaluationsnvarchar20 Allow NULL? 
9IDXARTIndex Typenvarchar20 Allow NULL? 
10DVOLARTGVolatility Type "Bid Rates" for Foreign Exchangenvarchar30 Allow NULL? 
11DVOLARTBVolatility Type "Ask Rates" for Foreign Exchangenvarchar30 Allow NULL? 
12ZVOLARTGVolatility Type 'Bid' for Interest Ratesnvarchar30 Allow NULL? 
13ZVOLARTBVolatility Type 'Ask' for Interest Ratesnvarchar30 Allow NULL? 
14WVOLARTGVolatility Type 'Bid' for Securitiesnvarchar30 Allow NULL? 
15WVOLARTBVolatility Type 'Ask' for Securitiesnvarchar30 Allow NULL? 
16IXVOLARTGVolatility Type for Security Indexes; Bid Ratesnvarchar30 Allow NULL? 
17IXVOLARTBVolatility Type for Security Indexes; Ask Ratesnvarchar30 Allow NULL? 
18HWVOLARTGVolatility Type for Yield Curve Model, Bid Ratenvarchar30 Allow NULL? 
19HWVOLARTBVolatility Type for Yield Curve Model, Ask Ratenvarchar30 Allow NULL? 
20KORRARTG'Bid' Correlation Typenvarchar30 Allow NULL? 
21KORRARTB'Ask' Correlation Typenvarchar30 Allow NULL? 
22VNAMEVolatility Namenvarchar150 Allow NULL? 
23COVOLTYPBVolitility Type "Bid" for Commodity Transactionsnvarchar30 Allow NULL? 
24COVOLTYPAVolitility Type "Ask" for Commodity Transactionsnvarchar30 Allow NULL? 
25COPRTYPECommodity Quotation Typenvarchar50 Allow NULL? 
26BCURVE_RFBid Valuation Curve : Risk Freenvarchar40 Allow NULL? 
27BCURVEB_RFAsk Valuation Curve : Risk Freenvarchar40 Allow NULL? 
28BSP_CURVE_BBasis Spread Curve Typenvarchar40 Allow NULL? 
29BSP_CURVE_ABasis Spread Curve Typenvarchar40 Allow NULL? 
30KURSTMExchange rate type middlenvarchar40 Allow NULL? 
31BCURVEMMiddle valuation curve: Mark-to-marketnvarchar40 Allow NULL? 
32DVOLARTMVolatility Type Middle Rates for Foreign Exchangenvarchar30 Allow NULL? 
33ZVOLARTMVolatility Type Middle Rates for Interestnvarchar30 Allow NULL? 
34WVOLARTMVolatility Type Middle Rates for Securitiesnvarchar30 Allow NULL? 
35IXVOLARTMVolatility Type for Security Indexes; Middle Ratesnvarchar30 Allow NULL? 
36HWVOLARTMVolatility Type for Yield Curve Model, Middle Ratenvarchar30 Allow NULL? 
37KORRARTM'Middle' Correlation Typenvarchar30 Allow NULL? 
38COVOLTYPMVolatility Type 'Middle Rate' for Commoditiesnvarchar30 Allow NULL? 
39BCURVEM_RFMiddle Valuation Curve : Risk Freenvarchar40 Allow NULL? 
40BSP_CURVE_MBasis Spread Curve Typenvarchar40 Allow NULL? 
41XREAL_CASHFInclude Real Cash Flowschar10 Allow NULL? 
42CALCVERFCalculation Routinesnvarchar40 Allow NULL? 
43WPPVARTCalculate Theoretical NPVchar10 Allow NULL? 
44WKTAGEMaximum age of historical price in daysdecimal30
45SVOLARTVolatility Type for Convexity Adjustmentnvarchar30 Allow NULL? 
46XHOR_CASHFIs cash flow at horizon included in NPV?char10 Allow NULL? 
47XINTOPTValue Swaptions as Interest Rate Optionschar10 Allow NULL? 
48XIMPLOPTBreak Down Implied Optionschar10 Allow NULL? 
49NAMEAUSDisbursement Procedure (Loan)nvarchar100 Allow NULL? 
50SET_NAMERedemption Schedule Setnvarchar150 Allow NULL? 
51STUECKZINSInclude the Horizon when Calculating Accrued Interestchar10 Allow NULL? 
52FLG_ACCR_INTCalculate Accrued Interestchar10 Allow NULL? 
53DISB_STARTStart of Disbursement Procedurechar10 Allow NULL? 
54DISB_CALCalendar for Disbursement Procedurenvarchar20 Allow NULL? 
55VALUATION_MODELValuation Model for Financial Transactionsnvarchar40 Allow NULL? 
56NUMBER_OF_STEPSDefault Number of Steps for Discretization Methodint100 Allow NULL? 
57MAX_STEPLENGTHMaximum Permitted Time Step for Discretization Methoddecimal126
58PREPAYMENTPrepaymentchar10 Allow NULL? 
59X_PREPAYMENTIndicator for Prepayment - Point Effectchar10 Allow NULL? 
60FLG_WITH_COMPENSSelect FX Offsetting Transactionschar10 Allow NULL? 
61FLG_TERMINATED_DSelect Transaction on Day of Cancellation/Settlementchar10 Allow NULL? 
62COMAXAGEPRMaximum Age of Historical Commodity Price in Daysdecimal30
63X_INTVALIntrinsic Value Indicatorchar10 Allow NULL? 
64COEXPVALTYPCommodity Exposure - NPV Valuation Typechar10 Allow NULL? 
65XCREDITSPREADUse Credit Spreads at Discountingchar10 Allow NULL? 
66CSPREAD_TYPECredit Spread Typenvarchar20 Allow NULL? 
67CTY_CURVE_BCommodity Curve Type Bidnvarchar30 Allow NULL? 
68CTY_CURVE_MCommodity Curve Type Middlenvarchar30 Allow NULL? 
69CTY_CURVE_ACommodity Curve Type Asknvarchar30 Allow NULL? 
70XDDELIVERYDelayed Delivery Option Usage Flagchar10 Allow NULL? 
71DD_DAYSNumber of Days to consider for Delayed Deliverydecimal30
72XCSP_USE_VAR_RTUse Credit Spread when Calculating Forward Interest Rateschar10 Allow NULL? 
73CSP_FWD_RT_TYPECredit Spread Typenvarchar20 Allow NULL? 
74DISPUOMDisplay Unit of Measurechar10 Allow NULL? 
75QTYCALMETHQuantity Calculation Methodchar10 Allow NULL? 
76FUTCALMETHCalculation Method for Futureschar10 Allow NULL? 
77BSP_DERI_EVALBasis Spread Curve Derivation for Evaluation Curvesnvarchar40 Allow NULL? 
78BSP_DERI_FWDBasis Spread Curve Derivation ID for Forward Curvesnvarchar40 Allow NULL? 
79CSP_DERIVE_BPReference Entity Derivation for Business Partnersnvarchar40 Allow NULL? 
80CSP_DERIVE_OWNReference Entity Derivation for Your Own Companiesnvarchar40 Allow NULL? 
81BP_RELTYPRelationship Category of Business Partnernvarchar60 Allow NULL? 
82OWN_BUKRSOwn Default Company Codenvarchar40 Allow NULL? 
83MAX_AGE_CS_REDEFUse Different Maximum Age for Credit Spreadschar10 Allow NULL? 
84MAX_AGE_CSMaximum Age for Credit Spreadsint100 Allow NULL? 
85XEXTBWIndicator for External Valuationchar10 Allow NULL? 
86XDEST_T1RM RFC: Destination in SAP Banking RMnvarchar320 Allow NULL? 
87XFUNC_T1RM RFC: Function Name in SAP Banking RMnvarchar300 Allow NULL? 
88XDEST_T2RM RFC: Destination in SAP Banking RMnvarchar320 Allow NULL? 
89XFUNC_T2RM RFC: Function Name in SAP Banking RMnvarchar300 Allow NULL? 
90CONVADJ_VRControl convexity adjustment valuation rule specificchar10 Allow NULL? 
91CSC_VALRULE_REDEFRedefine Settingschar10 Allow NULL? 
NamePrimaryUniqueTypeColumns
ATRMO~0YesYesCLUSTEREDAUSWT, RMBEWREG, MANDT