SAP VTV_SENS table - Structure for Sensitivities details in SAP

SAP VTV_SENS table summary

Object Name: VTV_SENS
Dictionary Type: Structure
Description: Structure for Sensitivities

Field list for VTV_SENS table on an S/4 SAP system

Details

VTV_SENS-DELTA table field - Delta, 1st derivation of premium based on underlying rate ▼

Description: Delta, 1st derivation of premium based on underlying rate
Field Name: DELTA
Data Element: TV_DELTA
Data Type: DEC
length (Dec): 15(10)
Check table:
Conversion Routine:
Domain Name: T_SENSI
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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VTV_SENS-GAMMA table field - Gamma, 2nd derivation of premium based on underlying rate ▼

Description: Gamma, 2nd derivation of premium based on underlying rate
Field Name: GAMMA
Data Element: TV_GAMMA
Data Type: DEC
length (Dec): 14(8)
Check table:
Conversion Routine:
Domain Name: T_GAMMA
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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VTV_SENS-THETA table field - Theta, 1st derivation of premium according to time ▼

Description: Theta, 1st derivation of premium according to time
Field Name: THETA
Data Element: TV_THETA
Data Type: DEC
length (Dec): 15(10)
Check table:
Conversion Routine:
Domain Name: T_SENSI
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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VTV_SENS-VEGA table field - Vega, 1st Volatility Derivative ▼

Description: Vega, 1st Volatility Derivative
Field Name: VEGA
Data Element: TV_VEGA
Data Type: DEC
length (Dec): 15(10)
Check table:
Conversion Routine:
Domain Name: T_SENSI
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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VTV_SENS-RHOIN table field - Rho 2nd currency, derived from 2nd currency of pair ▼

Description: Rho 2nd currency, derived from 2nd currency of pair
Field Name: RHOIN
Data Element: TV_RHOIN
Data Type: DEC
length (Dec): 15(10)
Check table:
Conversion Routine:
Domain Name: T_SENSI
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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VTV_SENS-RHOAUS table field - Rho 1st currency, derived from 1st currency of pair ▼

Description: Rho 1st currency, derived from 1st currency of pair
Field Name: RHOAUS
Data Element: TV_RHOAUS
Data Type: DEC
length (Dec): 15(10)
Check table:
Conversion Routine:
Domain Name: T_SENSI
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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