SAP VTV_STANDARD_KEYFIGURES table - Standard RM Values (Examples: NPV, Duration, Convexity) details in SAP
SAP VTV_STANDARD_KEYFIGURES table summary
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Dictionary Type: Structure
Description: Standard RM Values (Examples: NPV, Duration, Convexity)
Field list for VTV_STANDARD_KEYFIGURES table on an S/4 SAP system
Details |
VTV_STANDARD_KEYFIGURES-NPV_PC table field - RM Net Present Value in Position Currency ▼Description: RM Net Present Value in Position Currency |
VTV_STANDARD_KEYFIGURES-NPV_CC table field - RM NPV in Evaluation Currency ▼Description: RM NPV in Evaluation Currency |
VTV_STANDARD_KEYFIGURES-NPV_LONG_PC table field - RM NPV of Incoming Side in Currency of Incoming Side ▼Description: RM NPV of Incoming Side in Currency of Incoming Side |
VTV_STANDARD_KEYFIGURES-NPV_SHORT_PC table field - RM NPV of Outgoing Side in Currency of Outgoing Side ▼Description: RM NPV of Outgoing Side in Currency of Outgoing Side |
VTV_STANDARD_KEYFIGURES-NPV_LONG_CC table field - RM NPV of Incoming Side in Evaluation Currency ▼Description: RM NPV of Incoming Side in Evaluation Currency |
VTV_STANDARD_KEYFIGURES-NPV_SHORT_CC table field - RM NPV of Outgoing Side in Evaluation Currency ▼Description: RM NPV of Outgoing Side in Evaluation Currency |
VTV_STANDARD_KEYFIGURES-CLEAN_PRICE_PC table field - Clean Price in Position Currency ▼Description: Clean Price in Position Currency |
VTV_STANDARD_KEYFIGURES-CLEAN_PRICE_CC table field - Clean Price in Valuation Currency ▼Description: Clean Price in Valuation Currency |
VTV_STANDARD_KEYFIGURES-BPVALUE_PC table field - Basis Point Value in Position Currency ▼Description: Basis Point Value in Position Currency |
VTV_STANDARD_KEYFIGURES-BPVALUE_CC table field - Basis Point Value in Evaluation Currency ▼Description: Basis Point Value in Evaluation Currency |
VTV_STANDARD_KEYFIGURES-POS_CCY table field - Position Currency ▼Description: Position Currency |
VTV_STANDARD_KEYFIGURES-CALC_CCY table field - Evaluation Currency ▼Description: Evaluation Currency |
VTV_STANDARD_KEYFIGURES-LONG_CCY table field - Currency Investment/Purchase/Incoming Side/Long ▼Description: Currency Investment/Purchase/Incoming Side/Long |
VTV_STANDARD_KEYFIGURES-SHORT_CCY table field - Currency Borrowing/Sale/Outgoing Side/Short ▼Description: Currency Borrowing/Sale/Outgoing Side/Short |
VTV_STANDARD_KEYFIGURES-MAC_DURATION table field - Macaulay Duration ▼Description: Macaulay Duration |
VTV_STANDARD_KEYFIGURES-MOD_DURATION table field - Modified Duration ▼Description: Modified Duration |
VTV_STANDARD_KEYFIGURES-FW_DURATION table field - Fisher/Weil Duration ▼Description: Fisher/Weil Duration |
VTV_STANDARD_KEYFIGURES-CONVEXITY table field - Convexity with 5 Decimal Places ▼Description: Convexity with 5 Decimal Places |
VTV_STANDARD_KEYFIGURES-DELTA table field - Delta, 1st derivation of premium based on underlying rate ▼Description: Delta, 1st derivation of premium based on underlying rate |
VTV_STANDARD_KEYFIGURES-GAMMA table field - Gamma, 2nd derivation of premium based on underlying rate ▼Description: Gamma, 2nd derivation of premium based on underlying rate |
VTV_STANDARD_KEYFIGURES-THETA table field - Theta, 1st derivation of premium according to time ▼Description: Theta, 1st derivation of premium according to time |
VTV_STANDARD_KEYFIGURES-VEGA table field - Vega, 1st Volatility Derivative ▼Description: Vega, 1st Volatility Derivative |
VTV_STANDARD_KEYFIGURES-YTM table field - Yield to Maturity ▼Description: Yield to Maturity |
VTV_STANDARD_KEYFIGURES-DZTERM table field - Payment or Delivery Date ▼Description: Payment or Delivery Date |
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