SAP ATRMO Valuation control Table
Overview
ATRMO is a standard SAP S/4HANA table that stores Valuation control data. There are total 95 fields in the ATRMO table. The following is a list of the fields that make up this table. Key fields are marked in blue.
The table ATRMO belongs to Analyzer (FIN-FSCM-TRM-AN) module and is located in the package Customizing for TRM Risk Management (JBRC).
In addition, following links provide an overview of foreign key relationships, if any, that link ATRMO to other SAP tables and standard CDS views available based on ATRMO table in S/4HANA 2020.
Techincal Settings of ATRMO
Below are technical details of the table ATRMO
- Buffering switched on
- Single entries of table were buffered
- Storage type is Column Store
List of ATRMO Fields
The following table gives you an overview of the fields available in ATRMO
| Field | Description | Data Element | Check Table | Data Type | Length |
|---|---|---|---|---|---|
| MANDT | Client | MANDT | T000 | CLNT | 3 |
| RMBEWREG | Valuation Rule | JBRBEWREG_ | JBRBEWREG | CHAR | 8 |
| AUSWT | Evaluation type in Risk Management | TV_AUSWT | JBREVAL | CHAR | 4 |
| KURSTG | Exchange rate type bid | TB_KURSTG | TCURV | CHAR | 4 |
| KURSTB | Exchange rate type ask | TB_KURSTB | TCURV | CHAR | 4 |
| BCURVE | Bid valuation curve type for mark-to-market | TB_BCURVE | JBD14 | NUMC | 4 |
| BCURVEB | Ask Valuation Curve: Mark-to-Market | TB_BCURVEB | JBD14 | NUMC | 4 |
| WPKURSART | Security price type for evaluations | TB_WKURSA | TW56 | CHAR | 2 |
| IDXART | Index Type | IDXART | INDEXA | CHAR | 2 |
| DVOLARTG | Volatility Type "Bid Rates" for Foreign Exchange | TB_VOLARTG | ATVO1 | CHAR | 3 |
| DVOLARTB | Volatility Type "Ask Rates" for Foreign Exchange | TB_VOLARTB | ATVO1 | CHAR | 3 |
| ZVOLARTG | Volatility Type 'Bid' for Interest Rates | TB_ZVOLARG | ATVO1 | CHAR | 3 |
| ZVOLARTB | Volatility Type 'Ask' for Interest Rates | TB_ZVOLARB | ATVO1 | CHAR | 3 |
| WVOLARTG | Volatility Type 'Bid' for Securities | TB_WVOLARG | ATVO1 | CHAR | 3 |
| WVOLARTB | Volatility Type 'Ask' for Securities | TB_WVOLARB | ATVO1 | CHAR | 3 |
| IXVOLARTG | Volatility Type for Security Indexes | TV_IXVOLG | ATVO1 | CHAR | 3 |
| IXVOLARTB | Volatility Type for Security Indexes | TV_IXVOLB | ATVO1 | CHAR | 3 |
| HWVOLARTG | Volatility Type for Yield Curve Model, Bid Rate | TV_HWVOLAG | ATVO1 | CHAR | 3 |
| HWVOLARTB | Volatility Type for Yield Curve Model, Ask Rate | TV_HWVOLAB | ATVO1 | CHAR | 3 |
| KORRARTG | 'Bid' Correlation Type | TV_KORRARTG | ATKO1 | CHAR | 3 |
| KORRARTB | 'Ask' Correlation Type | TV_KORRARTB | ATKO1 | CHAR | 3 |
| VNAME | Volatility Name | TV_VNAME | ATVO0 | CHAR | 15 |
| COVOLTYPB | Volitility Type "Bid" for Commodity Transactions | TB_COVOTYPB | ATVO1 | CHAR | 3 |
| COVOLTYPA | Volitility Type "Ask" for Commodity Transactions | TB_COVOTYPA | ATVO1 | CHAR | 3 |
| COPRTYPE | Commodity Quotation Type | TCR_CTY_QUOTTYPE | TRCOCC_QUOTTYPE | CHAR | 5 |
| BCURVE_RF | Bid Valuation Curve : Risk Free | TB_BCURVE_RF | JBD14 | NUMC | 4 |
| BCURVEB_RF | Ask Valuation Curve : Risk Free | TB_BCURVEB_RF | JBD14 | NUMC | 4 |
| BSP_CURVE_B | Basis Spread Curve Type | FTBB_YC_BSCT | FTBB_YCBSCURVE | CHAR | 4 |
| BSP_CURVE_A | Basis Spread Curve Type | FTBB_YC_BSCT | FTBB_YCBSCURVE | CHAR | 4 |
| KURSTM | Exchange rate type middle | TB_KURSTM | TCURV | CHAR | 4 |
| BCURVEM | Middle valuation curve: Mark-to-market | TB_BCURVEM | JBD14 | NUMC | 4 |
| DVOLARTM | Volatility Type Middle Rates for Foreign Exchange | TB_VOLARTM | ATVO1 | CHAR | 3 |
| ZVOLARTM | Volatility Type Middle Rates for Interest | TB_ZVOLARM | ATVO1 | CHAR | 3 |
| WVOLARTM | Volatility Type Middle Rates for Securities | TB_WVOLARM | ATVO1 | CHAR | 3 |
| IXVOLARTM | Volatility Type for Security Indexes | TV_IXVOLM | ATVO1 | CHAR | 3 |
| HWVOLARTM | Volatility Type for Yield Curve Model, Middle Rate | TV_HWVOLAM | ATVO1 | CHAR | 3 |
| KORRARTM | 'Middle' Correlation Type | TV_KORRARTM | ATKO1 | CHAR | 3 |
| COVOLTYPM | Volatility Type 'Middle Rate' for Commodities | TB_COVOTYPM | ATVO1 | CHAR | 3 |
| BCURVEM_RF | Middle Valuation Curve : Risk Free | TB_BCURVEM_RF | JBD14 | NUMC | 4 |
| BSP_CURVE_M | Basis Spread Curve Type | FTBB_YC_BSCT | FTBB_YCBSCURVE | CHAR | 4 |
| XREAL_CASHF | Include Real Cash Flows | TV_REAL_CF | CHAR | 1 | |
| CALCVERF | Calculation Routines | TV_CALCV | ATVC1 | CHAR | 4 |
| WPPVART | Calculate Theoretical NPV | TV_WPVART | CHAR | 1 | |
| WKTAGE | Maximum age of historical price in days | TV_WKTAGE | DEC | 3 | |
| SVOLART | Volatility Type for Convexity Adjustment | TB_SVOLART | ATVO1 | CHAR | 3 |
| XHOR_CASHF | Is cash flow at horizon included in NPV? | TV_XHOR_CF | CHAR | 1 | |
| XINTOPT | Value Swaptions as Interest Rate Options | TV_XINTOPT | CHAR | 1 | |
| XIMPLOPT | Break Down Implied Options | TV_XIMPLOPT | CHAR | 1 | |
| NAMEAUS | Disbursement Procedure (Loan) | JBRNAMEAUS | JBTAUSVER | CHAR | 10 |
| SET_NAME | Redemption Schedule Set | RDPT_SET_NAME | CHAR | 15 | |
| STUECKZINS | Include the Horizon when Calculating Accrued Interest | JBR_X_STUECKZINS | CHAR | 1 | |
| FLG_ACCR_INT | Calculate Accrued Interest | JBR_FLG_ACCR_INT | CHAR | 1 | |
| DISB_START | Start of Disbursement Procedure | JBR_DISB_START | CHAR | 1 | |
| DISB_CAL | Calendar for Disbursement Procedure | JBR_DISB_CAL | TFACD | CHAR | 2 |
| VALUATION_MODEL | Valuation Model for Financial Transactions | JBR_VALUATION_MODEL | CHAR | 4 | |
| PREPAYMENT | Prepayment | JBR_PREPAYMENT | CHAR | 1 | |
| X_PREPAYMENT | Indicator for Prepayment - Point Effect | JBR_X_PREPAYMENT | CHAR | 1 | |
| FLG_WITH_COMPENS | Select FX Offsetting Transactions | JBR_FLG_WITH_COMPENS | CHAR | 1 | |
| FLG_TERMINATED_D | Select Transaction on Day of Cancellation/Settlement | JBR_FLG_TERMINATED_DEAL | CHAR | 1 | |
| COMAXAGEPR | Maximum age of historical price in days | TV_WKTAGE | DEC | 3 | |
| X_INTVAL | Intrinsic Value Indicator | JBR_INT_VAL | CHAR | 1 | |
| COEXPVALTYP | Commodity Exposure - NPV Valuation Type | TV_COEXPVALTYP | NUMC | 1 | |
| XCREDITSPREAD | Use Credit Spreads at Discounting | TV_XCSPREAD | CHAR | 1 | |
| CSPREAD_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCRC_CSPR_TYPE | CHAR | 2 |
| CTY_CURVE_B | Commodity Curve Type Bid | TB_CTY_CURVE_B | JBC_CCURVE_TYPE | NUMC | 3 |
| CTY_CURVE_M | Commodity Curve Type Middle | TB_CTY_CURVE_M | JBC_CCURVE_TYPE | NUMC | 3 |
| CTY_CURVE_A | Commodity Curve Type Ask | TB_CTY_CURVE_A | JBC_CCURVE_TYPE | NUMC | 3 |
| XDDELIVERY | Delayed Delivery Option Usage Flag | TV_DDELIVERY | CHAR | 1 | |
| DD_DAYS | Number of Days to consider for Delayed Delivery | TV_DD_DAYS | DEC | 3 | |
| XCSP_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | TV_CSPRD_USE_VAR_RT | CHAR | 1 | |
| CSP_FWD_RT_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCRC_CSPR_TYPE | CHAR | 2 |
| DISPUOM | Display Unit of Measure | JBRDISPUOM | CHAR | 1 | |
| QTYCALMETH | Quantity Calculation Method | JBRQTYCALMETH | CHAR | 1 | |
| FUTCALMETH | Calculation Method for Futures | JBRFUTCALMETH | CHAR | 1 | |
| BSP_DERI_EVAL | Basis Spread Curve Derivation for Evaluation Curves | FTBB_YC_BSC_DERIVE_EVAL | FTBB_YCBSC_DREVL | CHAR | 4 |
| BSP_DERI_FWD | Basis Spread Curve Derivation ID for Forward Curves | FTBB_YC_BSC_DERIVE_FWD | FTBB_YCBSC_DRFWD | CHAR | 4 |
| CSP_DERIVE_BP | Reference Entity Derivation for Business Partners | FTBB_YC_CSC_DERIVE_BP | FTBB_YCCSC_DRBP | CHAR | 4 |
| CSP_DERIVE_OWN | Reference Entity Derivation for Your Own Companies | FTBB_YC_CSC_DERIVE_OWN | FTBB_YCCSC_DROWN | CHAR | 4 |
| BP_RELTYP | Relationship Category of Business Partner | FTBB_YC_BP_RELTYP | TBZ9 | CHAR | 6 |
| OWN_BUKRS | Own Default Company Code | FTBB_YC_OWN_BUKRS | T001 | CHAR | 4 |
| MAX_AGE_CS_REDEF | Use Different Maximum Age for Credit Spreads | FTBB_MAX_AGE_CS_REDEF | CHAR | 1 | |
| MAX_AGE_CS | Maximum Age for Credit Spreads | FTBB_MAX_AGE_CS | INT4 | 10 | |
| XYTMMP | Calculate YTM from Market Price NPV | TV_XYTMMP | CHAR | 1 | |
| FX_VAL_METH | Valuation Method for future FX Cash Flows | FTBB_FX_VAL_METH | CHAR | 1 | |
| VOLA_SMILE_CON_METH | Smile Construction Method for Delta-Quoted Volatilities | FTBB_FX_VOLA_SMILE_CON_METH | CHAR | 2 | |
| FX_FIXING_METH | FX Conversion: Consideration of Fixing Details | FTBB_FX_FIXING_METH | CHAR | 1 | |
| CONSIDER_OPT_SETTLEMENT | Consider Option Settlement Flow | FTBB_CONSIDER_OPT_SETTLEMENT | CHAR | 1 | |
| XEXTBW | Indicator for External Valuation | TV_XEXTBW | CHAR | 1 | |
| XDEST_T1 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | * | CHAR | 32 |
| XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | * | CHAR | 30 |
| XDEST_T2 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | * | CHAR | 32 |
| XFUNC_T2 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | * | CHAR | 30 |
| CONVADJ_VR | Control convexity adjustment valuation rule specific | JBR_CONVADJ_VR | CHAR | 1 | |
| CSC_VALRULE_REDEF | Redefine Settings | FTBB_CSC_VALRULE_REDEF | CHAR | 1 | |
| FX_VAL_METH_VALRULE_REDEF | Redefine Settings | FTBB_FX_VAL_METH_VALRULE_REDEF | CHAR | 1 |
Foreign Key Relationships
A foreign key field is a table field that is allocated to a check table and becomes part of the table's foreign key. The following table gives you an overview of the foreign keys for ATRMO
| Table Name | Field | Cardinality | Check Table |
|---|---|---|---|
| ATRMO | AUSWT | 1: CN | JBREVAL |
| ATRMO | BCURVE | 1: CN | JBD14 |
| ATRMO | BCURVEB | 1: CN | JBD14 |
| ATRMO | BCURVEB_RF | : | JBD14 |
| ATRMO | BCURVEM | 1: CN | JBD14 |
| ATRMO | BCURVEM_RF | 1: CN | JBD14 |
| ATRMO | BCURVE_RF | : | JBD14 |
| ATRMO | BP_RELTYP | : | TBZ9 |
| ATRMO | BSP_CURVE_A | : | FTBB_YCBSCURVE |
| ATRMO | BSP_CURVE_B | : | FTBB_YCBSCURVE |
| ATRMO | BSP_CURVE_M | : | FTBB_YCBSCURVE |
| ATRMO | BSP_DERI_EVAL | : | FTBB_YCBSC_DREVL |
| ATRMO | BSP_DERI_FWD | : | FTBB_YCBSC_DRFWD |
| ATRMO | CALCVERF | 1: CN | ATVC1 |
| ATRMO | COPRTYPE | 1: CN | TRCOCC_QUOTTYPE |
| ATRMO | COVOLTYPA | : | ATVO1 |
| ATRMO | COVOLTYPB | : | ATVO1 |
| ATRMO | COVOLTYPM | : | ATVO1 |
| ATRMO | CSPREAD_TYPE | 1: CN | TCRC_CSPR_TYPE |
| ATRMO | CSP_DERIVE_BP | : | FTBB_YCCSC_DRBP |
| ATRMO | CSP_DERIVE_OWN | : | FTBB_YCCSC_DROWN |
| ATRMO | CSP_FWD_RT_TYPE | 1: CN | TCRC_CSPR_TYPE |
| ATRMO | CTY_CURVE_A | 1: CN | JBC_CCURVE_TYPE |
| ATRMO | CTY_CURVE_B | : | JBC_CCURVE_TYPE |
| ATRMO | CTY_CURVE_M | 1: CN | JBC_CCURVE_TYPE |
| ATRMO | DISB_CAL | : | TFACD |
| ATRMO | DVOLARTB | 1: CN | ATVO1 |
| ATRMO | DVOLARTG | 1: CN | ATVO1 |
| ATRMO | DVOLARTM | 1: CN | ATVO1 |
| ATRMO | HWVOLARTB | 1: CN | ATVO1 |
| ATRMO | HWVOLARTG | 1: CN | ATVO1 |
| ATRMO | HWVOLARTM | 1: CN | ATVO1 |
| ATRMO | IDXART | 1: CN | INDEXA |
| ATRMO | IXVOLARTB | 1: CN | ATVO1 |
| ATRMO | IXVOLARTG | 1: CN | ATVO1 |
| ATRMO | IXVOLARTM | 1: CN | ATVO1 |
| ATRMO | KORRARTB | 1: CN | ATKO1 |
| ATRMO | KORRARTG | 1: CN | ATKO1 |
| ATRMO | KORRARTM | : | ATKO1 |
| ATRMO | KURSTB | : | TCURV |
| ATRMO | KURSTG | : | TCURV |
| ATRMO | KURSTM | 1: CN | TCURV |
| ATRMO | MANDT | 1: CN | T000 |
| ATRMO | NAMEAUS | : | JBTAUSVER |
| ATRMO | OWN_BUKRS | : | T001 |
| ATRMO | RMBEWREG | 1: CN | JBRBEWREG |
| ATRMO | SVOLART | 1: CN | ATVO1 |
| ATRMO | VNAME | 1: CN | ATVO0 |
| ATRMO | WPKURSART | 1: CN | TW56 |
| ATRMO | WVOLARTB | 1: CN | ATVO1 |
| ATRMO | WVOLARTG | 1: CN | ATVO1 |
| ATRMO | WVOLARTM | 1: CN | ATVO1 |
| ATRMO | ZVOLARTB | 1: CN | ATVO1 |
| ATRMO | ZVOLARTG | 1: CN | ATVO1 |
| ATRMO | ZVOLARTM | : | ATVO1 |