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FTBBC_CFARTYPE - Cash Flow at Risk Type

FTBBC_CFARTYPE_T - Text Table for CfaR Type

FTBBC_FXPT_CRV - FX Swap Rate Curve Structure: Header Table

FTBBC_FXPT_CRV_A - FX Swap Rate Curve Structure: Assignment to Currency Pairs

FTBBC_FXPT_CRV_G - FX Swap Rate Curve Structure: Header Table

FTBBC_FXPT_CRV_T - FX Swap Rate Curve Structure: Text Table

FTBBMATRIX - Matrix

FTBBMATRIXWDATE - Matrix for Risk-Management with Date (e.g. validity date)

FTBBV_CFARTYPE - Generated Table for View

FTBBV_FXPT_CRV - Generated Table for View

FTBBV_FXPT_CRV_A - Generated Table for View

FTBBV_FXPT_CRV_G - Generated Table for View

FTBBYC_REF_ENT_CURVE - Reference Entity: Settings for Usage in Credit Spread Curve

FTBBYC_REF_ENT_SEMANTIC - Reference Entity: Semantic Attributes

FTBBYC_S_BSPRD_MD - Structure: Basis Spread Market Data Without Admin. Fields

FTBBYC_S_CSPRD_MD - Structure: Credit Spread Market Data Without Admin. Fields

FTBBYC_S_REFRATE - Reference Interest Rate

FTBBYC_S_ZKARTLIST - Structure for Calculation Indicator and Replacement Currency

FTBB_FTYPE_CFKZ - Assign Update Types to Securities Cash Flow Indicator

FTBB_FTYPE_CFKZV - Generated Table for View

FTBB_KF_VALUE_RESULT - RM: Result Structure for Key Figure Values

FTBB_MDG_FX - Foreign Exchange for Risk Management Market Data Generator

FTBB_MDG_IDX - Indexes for Risk Management Market Data Generator

FTBB_MDG_INDEX - Structure for Table Control for Indexes

FTBB_MDG_IR - Reference Interest Rates for Risk Mgmt Market Data Generator

FTBB_MDG_OUTPUT - Output of Display in ALV

FTBB_MDG_SEC - FTBB_MDG_SEC

FTBB_MDG_SECUR - Securities for RMMDG (Market Data Generator)

FTBB_MDG_VAR - Saving of Start Parameters for Risk Mgmt Mrkt Data Generator

FTBB_MDG_VAR_FX - Table for Saving Start Parameters for Foreign Currency

FTBB_MDG_VAR_IDX - Table for Saving Start Parameters for Indexes

FTBB_MDG_VAR_IR - Table for Saving Start Parameters for Reference Int Rates

FTBB_MDG_VAR_SEC - Table for Saving Start Parameters for Securities

FTBB_METHOD - RM: Methods

FTBB_MTREESNODE - Tree Control: Structure TREEV_NODE + TEXT Field of Length200

FTBB_MULT_KF_VALUE_RESULT - RM: Result Structure for Key Figure Values for Multi Trans.

FTBB_PRODARTB - Generated Table for View

FTBB_RF_ABS_VALUE_TYP - Shifts of Volatility for Value at Risk

FTBB_RMMDG_CURR - Structure for Table Control for Foreign Exchange

FTBB_RMMDG_REFINT - For Table Control for Reference Interest Rates

FTBB_S_ALT_FXRATE_UNIT_TEST - Alternative Exchange Rate Type (Price Calc Unit Test)

FTBB_S_CFARPAR - CfaR Evaluation Parameters

FTBB_S_CFAR_CONTROL - CfaR specific Control parameters

FTBB_S_CONTEXT_UNIT_TEST - Context Structure for YCF Facade Unit Test

FTBB_S_FGET_UNIT_TEST - FGET Structure for Unit test

FTBB_S_FX_RATES_UNIT_TEST - FX Rates: Structure for Unit Test

FTBB_S_IO_FWDYLD - I/O Structure for unit test of forward yield calculation

FTBB_S_IO_MDYIELD - I/O Structure for unit test

FTBB_S_IO_SENSI - Input/Output for Unit Test of get_refrate_sensitivity

FTBB_S_IO_YC_DETAIL - Input/Output Structure for Unit Tests of get_ycurve_detail

FTBB_S_JBD11_XL - Enlarged yield curve structure

FTBB_S_MC_KORR_TIMESERIE_RW - Monte Carlo: Correlated Time Series for Random Walks

FTBB_S_ROOT_UNIT_TEST - Root ID

FTBB_VOLATILITY - Structure for Volatilities in Central Volatility Database

FTBB_YC56R - Extension of Interest reference definition

FTBB_YCACT - Usage new Yieldcurve Framework

FTBB_YCBSCURVE - Basis Spread Curve Type: Header Table

FTBB_YCBSCURVET - Basis Spread Curve Type: Text Table

FTBB_YCBSCURVE_C - Basis Spread Curve Type: Concrete Curve

FTBB_YCBSCURVE_DEFINE - Structure for creation of new Basis Spread Curve

FTBB_YCBSCURVE_G - Basis Spread Curve Type: Grid Points of concrete curve

FTBB_YCBSC_DREVL - Basis Spread Curve Derivation for Evaluation Curves

FTBB_YCBSC_DREVT - Basis Spread Curve Derivation for Evaluation Curves (Texts)

FTBB_YCBSC_DRFWD - Basis Spread Curve Derivation for Forward Curves

FTBB_YCBSC_DRFWT - Basis Spread Curve Derivation for Forward Curves (Texts)

FTBB_YCBSPRD_DEF - Extension of Basis-Spread Definition

FTBB_YCCSCURVE - Credit Spread Curve Structure: Header Table

FTBB_YCCSCURVET - Credit Spread Curve Structure: Text Table

FTBB_YCCSCURVE_G - Credit Spread Curve Structure: Grid Points

FTBB_YCCSC_DRBP - Reference Entity Derivation for Business Partners

FTBB_YCCSC_DRBPT - Reference Entity Derivation for Business Partners (Texts)

FTBB_YCCSC_DROWN - Reference Entity Derivation for Your Own Companies

FTBB_YCCSC_DROWT - Reference Entity Derivation for Your Own Companies (Texts)

FTBB_YCCSPRD_DEF - Extension of Credit-Spread Definition

FTBB_YCJBD14 - Extension of Yield Curve Types (Header Information)

FTBB_YCJBD15 - Extension of Yield Curve Types (Values)

FTBB_YCREFERENZ_NEW - Structure for selecting references

FTBB_YCSBSPRD_MD_DISP - Basis Spreads: Display Structure for Market Values

FTBB_YCSCSPRD_MD_DISP - Credit Spreads: Display Structure for Market Values

FTBB_YCSZK_OFF - Flags Yield Curves Types for usage outside TRM

FTBB_YC_BP_RE - Mapping table BP -> Ref.Ent. for CS Curve Derivation

FTBB_YC_REF_ENT - Attributes of Reference Entity

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