VTVFGMSEG SAP (Market segments for instrument valuation) Structure details
Description: Market segments for instrument valuation
Structure field list including key, data, relationships and ABAP select examples
VTVFGMSEG is a standard SAP Structure so does not store data like a database table does. It can be used to define the fields of other actual tables or to process "Market segments for instrument valuation" Information within sap ABAP programs.
This is done by declaring abap internal tables, work areas or database tables based on this Structure. These can then be used to store and process the required data appropriately.
i.e. DATA: wa_VTVFGMSEG TYPE VTVFGMSEG.
The VTVFGMSEG table consists of various fields, each holding specific information or linking keys about Market segments for instrument valuation data available in SAP. These include KURSTG (Exchange rate type bid), KURSTB (Exchange rate type ask), BCURVE (Bid valuation curve type for mark-to-market), BCURVEB (Ask Valuation Curve: Mark-to-Market).. See below for full list along with technical details, documentation, text table, check tables, foreign key relationships, conversion routines, relevant tcodes and example ABAP select code etc. .
Delivery Class:Display/Maintenance via tcode SM30: Display/Maintenance Allowed but with Restrictions
SAP enhancement categories: Can be enhanced (character-type or numeric)
SAP VTVFGMSEG structure fields - Full list of fields found in SAP data dictionary
Field | Description | Data Element | Data Type | length (Dec) | Check table | Conversion Routine | Domain Name | MemoryID | SHLP |
KURSTG | Exchange rate type bid | TB_KURSTG | CHAR | 4 | Assigned to domain | KURST | |||
KURSTB | Exchange rate type ask | TB_KURSTB | CHAR | 4 | Assigned to domain | KURST | |||
BCURVE | Bid valuation curve type for mark-to-market | TB_BCURVE | NUMC | 4 | Assigned to domain | JBSZKART | |||
BCURVEB | Ask Valuation Curve: Mark-to-Market | TB_BCURVEB | NUMC | 4 | Assigned to domain | JBSZKART | |||
WPKURSART | Security price type for evaluations | TB_WKURSA | CHAR | 2 | Assigned to domain | VVSKURSART | |||
IDXART | Index Type | IDXART | CHAR | 2 | CHAR2 | ||||
DVOLARTG | Volatility Type 'Bid Rates' for Foreign Exchange | TB_VOLARTG | CHAR | 3 | Assigned to domain | T_VOLART | |||
DVOLARTB | Volatility Type 'Ask Rates' for Foreign Exchange | TB_VOLARTB | CHAR | 3 | Assigned to domain | T_VOLART | |||
ZVOLARTG | Volatility Type 'Bid' for Interest Rates | TB_ZVOLARG | CHAR | 3 | Assigned to domain | T_VOLART | |||
ZVOLARTB | Volatility Type 'Ask' for Interest Rates | TB_ZVOLARB | CHAR | 3 | Assigned to domain | T_VOLART | |||
WVOLARTG | Volatility Type 'Bid' for Securities | TB_WVOLARG | CHAR | 3 | Assigned to domain | T_VOLART | |||
WVOLARTB | Volatility Type 'Ask' for Securities | TB_WVOLARB | CHAR | 3 | Assigned to domain | T_VOLART | |||
IXVOLARTG | Volatility Type for Security Indexes; Bid Rates | TV_IXVOLG | CHAR | 3 | Assigned to domain | T_VOLART | |||
IXVOLARTB | Volatility Type for Security Indexes; Ask Rates | TV_IXVOLB | CHAR | 3 | Assigned to domain | T_VOLART | |||
HWVOLARTG | Volatility Type for Yield Curve Model, Bid Rate | TV_HWVOLAG | CHAR | 3 | Assigned to domain | T_VOLART | |||
HWVOLARTB | Volatility Type for Yield Curve Model, Ask Rate | TV_HWVOLAB | CHAR | 3 | Assigned to domain | T_VOLART | |||
KORRARTG | 'Bid' Correlation Type | TV_KORRARTG | CHAR | 3 | Assigned to domain | T_KORART | |||
KORRARTB | 'Ask' Correlation Type | TV_KORRARTB | CHAR | 3 | Assigned to domain | T_KORART | |||
VNAME | Volatility Name | TV_VNAME | CHAR | 15 | Assigned to domain | TV_VNAME | |||
COVOLTYPB | Volitility Type 'Bid' for Commodity Transactions | TB_COVOTYPB | CHAR | 3 | ATVO1 | T_VOLART | |||
COVOLTYPA | Volitility Type 'Ask' for Commodity Transactions | TB_COVOTYPA | CHAR | 3 | ATVO1 | T_VOLART | |||
COPRTYPE | Commodity Quotation Type | TCR_CTY_QUOTTYPE | CHAR | 5 | TRCOCC_QUOTTYPE | TCR_CTY_QUOTTYPE | |||
BCURVE_RF | Bid Valuation Curve : Risk Free | TB_BCURVE_RF | NUMC | 4 | JBD14 | JBSZKART | |||
BCURVEB_RF | Ask Valuation Curve : Risk Free | TB_BCURVEB_RF | NUMC | 4 | JBD14 | JBSZKART | |||
BSP_CURVE_B | Basis Spread Curve Type | FTBB_YC_BSCT | CHAR | 4 | FTBB_YCBSCURVE | FTBB_YC_BSCT | |||
BSP_CURVE_A | Basis Spread Curve Type | FTBB_YC_BSCT | CHAR | 4 | FTBB_YCBSCURVE | FTBB_YC_BSCT | |||
XREAL_CASHF | Include Real Cash Flows | TV_REAL_CF | CHAR | 1 | XFELD | ||||
CALCVERF | Calculation Routines | TV_CALCV | CHAR | 4 | Assigned to domain | T_CALCV | |||
WPPVART | Calculate Theoretical NPV | TV_WPVART | CHAR | 1 | XFELD | ||||
WKTAGE | Maximum age of historical price in days | TV_WKTAGE | DEC | 3 | TV_ALTER | ||||
SVOLART | Volatility Type for Convexity Adjustment | TB_SVOLART | CHAR | 3 | Assigned to domain | T_VOLART | |||
XHOR_CASHF | Is cash flow at horizon included in NPV? | TV_XHOR_CF | CHAR | 1 | XFELD | ||||
XINTOPT | Value Swaptions as Interest Rate Options | TV_XINTOPT | CHAR | 1 | XFELD | ||||
XIMPLOPT | Break Down Implied Options | TV_XIMPLOPT | CHAR | 1 | XFELD | ||||
NAMEAUS | Disbursement Procedure (Loan) | JBRNAMEAUS | CHAR | 10 | JBTAUSVER | JBRNAMEAUS | |||
SET_NAME | Redemption Schedule Set | RDPT_SET_NAME | CHAR | 15 | Assigned to domain | RDPT_SET_NAME | RDPT_SET_NAME | RDPT_F4_SET | |
STUECKZINS | Include the Horizon when Calculating Accrued Interest | JBR_X_STUECKZINS | CHAR | 1 | XFELD | ||||
FLG_ACCR_INT | Calculate Accrued Interest | JBR_FLG_ACCR_INT | CHAR | 1 | FLAG | ||||
DISB_START | Start of Disbursement Procedure | JBR_DISB_START | CHAR | 1 | JBR_DISB_START | ||||
DISB_CAL | Calendar for Disbursement Procedure | JBR_DISB_CAL | CHAR | 2 | TFACD | WFCID | |||
VALUATION_MODEL | Valuation Model for Financial Transactions | JBR_VALUATION_MODEL | CHAR | 4 | JBR_VALUATION_MODEL | ||||
NUMBER_OF_STEPS | Default Number of Steps for Discretization Method | JBR_NUMBER_OF_STEPS | INT4 | 10 | |||||
MAX_STEPLENGTH | Maximum Permitted Time Step for Discretization Method | JBR_MAXIMUM_STEPLENGTH | DEC | 12(6) | |||||
PREPAYMENT | Prepayment | JBR_PREPAYMENT | CHAR | 1 | JBR_PREPAYMENT | ||||
X_PREPAYMENT | Indicator for Prepayment - Point Effect | JBR_X_PREPAYMENT | CHAR | 1 | XFELD | ||||
FLG_WITH_COMPENS | Select FX Offsetting Transactions | JBR_FLG_WITH_COMPENS | CHAR | 1 | FLAG | ||||
FLG_TERMINATED_D | Select Transaction on Day of Cancellation/Settlement | JBR_FLG_TERMINATED_DEAL | CHAR | 1 | FLAG | ||||
COMAXAGEPR | Maximum Age of Historical Commodity Price in Days | JBRCOMAXAGEPR | DEC | 3 | TV_ALTER | ||||
X_INTVAL | Intrinsic Value Indicator | JBR_INT_VAL | CHAR | 1 | XFELD | ||||
COEXPVALTYP | Commodity Exposure - NPV Valuation Type | TV_COEXPVALTYP | NUMC | 1 | TV_COEXPVALTYP | ||||
XCREDITSPREAD | Use Credit Spreads at Discounting | TV_XCSPREAD | CHAR | 1 | XFELD | ||||
CSPREAD_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | CHAR | 2 | TCRC_CSPR_TYPE | TCR_CSPREAD_TYPE | |||
CTY_CURVE_B | Commodity Curve Type Bid | TB_CTY_CURVE_B | NUMC | 3 | JBC_CCURVE_TYPE | TB_CTY_CURVE_TYPE | |||
CTY_CURVE_M | Commodity Curve Type Middle | TB_CTY_CURVE_M | NUMC | 3 | JBC_CCURVE_TYPE | TB_CTY_CURVE_TYPE | |||
CTY_CURVE_A | Commodity Curve Type Ask | TB_CTY_CURVE_A | NUMC | 3 | JBC_CCURVE_TYPE | TB_CTY_CURVE_TYPE | |||
XDDELIVERY | Delayed Delivery Option Usage Flag | TV_DDELIVERY | CHAR | 1 | XFELD | ||||
DD_DAYS | Number of Days to consider for Delayed Delivery | TV_DD_DAYS | DEC | 3 | TV_ALTER | ||||
XCSP_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | TV_CSPRD_USE_VAR_RT | CHAR | 1 | XFELD | ||||
CSP_FWD_RT_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | CHAR | 2 | TCRC_CSPR_TYPE | TCR_CSPREAD_TYPE | |||
DISPUOM | Display Unit of Measure | JBRDISPUOM | CHAR | 1 | JBRDISPUOM | ||||
QTYCALMETH | Quantity Calculation Method | JBRQTYCALMETH | CHAR | 1 | JBRQTYCALMETH | ||||
FUTCALMETH | Calculation Method for Futures | JBRFUTCALMETH | CHAR | 1 | JBRFUTCALMETH | ||||
BSP_DERI_EVAL | Basis Spread Curve Derivation for Evaluation Curves | FTBB_YC_BSC_DERIVE_EVAL | CHAR | 4 | FTBB_YCBSC_DREVL | FTBB_YC_BSC_DERIVE_EVAL | |||
BSP_DERI_FWD | Basis Spread Curve Derivation ID for Forward Curves | FTBB_YC_BSC_DERIVE_FWD | CHAR | 4 | FTBB_YCBSC_DRFWD | FTBB_YC_BSC_DERIVE_FWD | |||
XEXTBW | Indicator for External Valuation | TV_XEXTBW | CHAR | 1 | TV_XEXTBW | ||||
XDEST_T1 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | CHAR | 32 | Assigned to domain | RFCDEST | |||
XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | CHAR | 30 | Assigned to domain | FUNCNAME | |||
XDEST_T2 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | CHAR | 32 | Assigned to domain | RFCDEST | |||
XFUNC_T2 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | CHAR | 30 | Assigned to domain | FUNCNAME | |||
IDX | Securities Index | IDX | CHAR | 10 | CHAR10 | ||||
BFART | Beta Factor Type | JBRBFART_D | CHAR | 3 | Assigned to domain | JBRBFART | |||
XSTDINDEX | Is index standard index? | TV_XDEFIDX | CHAR | 1 | XFLAG | ||||
STDBETAF | Standard Beta Factor | TV_BETAF | DEC | 10(6) | JBFBFAKTOR | ||||
XCONVADJ | Calculate convexity adjustment? | TV_XCONV | CHAR | 1 | CHAR001 | ||||
XKOMPRESS | Activate Presummarization | TV_KOMPR | CHAR | 1 | T_KOMPR |
Key field | Non-key field |
How do I retrieve data from SAP structure VTVFGMSEG using ABAP code?
As VTVFGMSEG is a database structure and not a table it does not store any data in the SAP data dictionary. The ABAP SELECT statement is therefore not appropriate and can not be performed on VTVFGMSEG as there is no data to select.How to access SAP table VTVFGMSEG
Within an ECC or HANA version of SAP you can also view further information about VTVFGMSEG and the data within it using relevant transactions such asSE11 (ABAP Dictionary Maintenance)
SM30 (Maintain Table Data)
SE80 (Object Navigator)
SE16 (Data Browser).
Search for further information about these or an SAP related objects