/BA1/BAPIF4_PROC_EXT - Flag To Activate BAdI Method Run
/BA1/BAPIF4_STR_CUST_SETT - Structure f.Overriding Customizing Settings in Mass Correctn
/BA1/BAPIF4_STR_FX_APIEXP - Exchange Rate Data
/BA1/BAPIF4_STR_FX_MAPIPA - Structure for Input Parameters for MAPI Modules
/BA1/BAPIF4_STR_IRR_APIEXP - Structure for API Module for Output Structure
/BA1/BAPIF4_STR_IRS_APIEXP - Structure for API Module for Output Structure
/BA1/BAPIF4_STR_IR_MAPIPA - Structure for Input Parameters for MAPI Modules
/BA1/BAPIF4_STR_PROC_EXT - Flag To Activate BAdI Method Run
/BA1/BAPIF4_STR_SEC_APIEXP - Structure for API Module for Output Structure
/BA1/BAPIF4_STR_SEC_MAPIPA - Structure for Input Parameters for MAPI Modules
/BA1/BAPIF4_STR_VO_MAPIPA - BAPI Parameter: Volatility (Header)
/BA1/BAPIF4_STR_VO_MPR_LI - Volatility (with Maturity for Option, Moneyness, and Strike)
/BA1/BAPIF4_STR_VO_MPR_P2 - Volatility (with Maturity for Option, Moneyness, and Strike)
/BA1/BAPIF4_STR_VO_MPR_P3 - Vola. (Maturity for Option, Underlying, Moneyness & Strike)
/BA1/E1BPF4_STR_CUST_SETT - Structure f.Overriding Customizing Settings in Mass Correctn
/BA1/E1BPF4_STR_VO_MPR_P2 - Volatility (with Maturity for Option, Moneyness, and Strike)
/BA1/E1BPF4_STR_VO_MPR_P3 - Vola. (Maturity for Option, Underlying, Moneyness & Strike)
/BA1/E1F4_FXV_CHANGE - Header Segment
/BA1/E1F4_FXV_CREATE - Header Segment
/BA1/E1F4_FXV_MODIFY - Header Segment
/BA1/E1F4_FX_CHANGE - Header Segment
/BA1/E1F4_FX_CREATE - Header Segment
/BA1/E1F4_FX_MODIFY - Header Segment
/BA1/E1F4_IRR_CHANGE - Header Segment
/BA1/E1F4_IRR_CREATE - Header Segment
/BA1/E1F4_IRR_MODIFY - Header Segment
/BA1/E1F4_IRS_CHANGE - Header Segment
/BA1/E1F4_IRS_CREATE - Header Segment
/BA1/E1F4_IRS_MODIFY - Header Segment
/BA1/E1F4_IRV_CHANGE - Header Segment
/BA1/E1F4_IRV_CREATE - Header Segment
/BA1/E1F4_IRV_MODIFY - Header Segment
/BA1/E1F4_SEC_CHANGE - Header Segment
/BA1/E1F4_SEC_CREATE - Header Segment
/BA1/E1F4_SEC_MODIFY - Header Segment
/BA1/E1F4_SEV_CHANGE - Header Segment
/BA1/E1F4_SEV_CREATE - Header Segment
/BA1/E1F4_SEV_MODIFY - Header Segment
/BA1/E1F4_STR_CUST_SETTING - Structure f.Overriding Customizing Settings in Mass Correctn
/BA1/E1F4_STR_VOLA_MPR_P2 - MAPI Parameters for Volatilities (Items with 2 Dimensions)
/BA1/E1F4_STR_VOLA_MPR_P3 - MAPI Parameters for Volatilities (Items with 3 Dimensions)
/BA1/F4_CORR - Subcomponent for Correction Server
/BA1/F4_CORRT - Text Table for Subcomponent
/BA1/F4_EXT_KEY - Key Table for External Numbers
/BA1/F4_FXRATES - Exchange Rates
/BA1/F4_FX_STRUC_ENQ_FCTR - Structure for Definition of Lock Object for Ex. Rate Factors
/BA1/F4_FX_STRUC_ENQ_RATE - Structure for Definition of Lock Objects for Exchange Rates
/BA1/F4_FX_STRUC_ENQ_RTYP - Structure for Definition of Lock Object for Ex. Rate Factors
/BA1/F4_FX_STRUC_FXRATE_ACC - Structure for Export Parameters of Read Module
/BA1/F4_FX_STRUC_FXRATE_FLOAT - Structure for Export Parameters of Read Module
/BA1/F4_FX_STRUC_KURSART_DYNP - Maintenance of Exchange Rate Category
/BA1/F4_FX_STRUC_NEW_RATES - Structure for Exchange Rates
/BA1/F4_FX_STRUC_NEW_RATES_PCL - Structure for Log (Writing of Exchange Rates)
/BA1/F4_FX_STRUC_RATES_EXT - Structure for Exchange Rates
/BA1/F4_FX_STRUC_RATETYPE - Structure for Exchange Rate Categories
/BA1/F4_FX_STRUC_RATE_ACC_BUFF - Buffer Structure for Reading Exchange Rates
/BA1/F4_FX_STRUC_RATE_FLO_BUFF - Buffer Structure for Reading Exchange Rates
/BA1/F4_FX_STR_EXCHANGE_RATE - Exchange Rate Data
/BA1/F4_INTRATE2 - Interest Rates for Reference
/BA1/F4_INTSPRD - Interest Rates for Reference
/BA1/F4_IR_STR_OE_AN_ADAPTER - Structure for Access to Adapter for OE or AN
/BA1/F4_MD_BUF - Market Data Buffer: Data
/BA1/F4_MD_BUFH - Header Table for Market Data Buffer
/BA1/F4_RELEASE - Management of Release GUIDs for Primary Objects
/BA1/F4_SEC_CLAS - Map Charactistic Value for GUID
/BA1/F4_SEC_RATE - Market Data: Securities Values
/BA1/F4_STR_ACCESS_VALIDITY - Date and Time Stamp of Access to Market Data
/BA1/F4_STR_BDT_DUMMY - Dummy Structure for Suppressing BDT Required Field Check
/BA1/F4_STR_BDT_INTRATES_TC - Line Structure TC Reference Interest Rates
/BA1/F4_STR_BDT_PARAM - Parameter Structure
/BA1/F4_STR_BDT_SEC_TC - Market Data Set: Securities
/BA1/F4_STR_BDT_SPREADS_TC - Line Structure TC Reference Interest Rates
/BA1/F4_STR_BDT_STDYC - BDT Structure for Standard Yield Curves
/BA1/F4_STR_BDT_TC_YC_DISPLAY - BDT Structure: Display Table Control YC
/BA1/F4_STR_BDT_TC_YLD_CRV - Structure for Table Control YLD_CRV2
/BA1/F4_STR_BDT_YC_EXPORT - Export Structure for Yield Curve Overview
/BA1/F4_STR_BOOTSTRAP_SUM - Net Present Total Value During Bootstrapping
/BA1/F4_STR_CALC_BASE_KEYS - Key for Market Data of Calculation Bases
/BA1/F4_STR_CALC_BASE_MD_KEYS - Key for Market Data of Calculation Bases
/BA1/F4_STR_CALC_BASE_SEL - Structure for Selection of Market Data Used
/BA1/F4_STR_CATEGORY - Market Data Categories
/BA1/F4_STR_CCY_MAT - Currency of a Transaction and Associated Maturity
/BA1/F4_STR_CCY_PAIR - Structure for Currency Pairs
/BA1/F4_STR_CF_PV - Structure for NPV Results from Cash Flows
/BA1/F4_STR_CMP_FLD - Structure for Listing the Fields of a Main Component
/BA1/F4_STR_COMPARE - Structure for Displaying Two Field Changes
/BA1/F4_STR_COMPONENT - Active Components
/BA1/F4_STR_COMPOUND_YCURVE - Compound Yield Curve: Row Category
/BA1/F4_STR_CORP_ACTION - Corporate Action
/BA1/F4_STR_CORRADAP - Structure for Accessing Adapter for Correction Server
/BA1/F4_STR_CORR_OBJECT - Correction Object
/BA1/F4_STR_CUST_SETT - Structure f.Overriding Customizing Settings in Mass Correctn
/BA1/F4_STR_CUST_SETTING - Structure f.Overriding Customizing Settings in Mass Correctn
/BA1/F4_STR_DATA - Data Points for Displaying Yield Curve
/BA1/F4_STR_DATA_ARRAY - Data for a Data Series
/BA1/F4_STR_DATE_INFO - Maintenance Status of Selected Yield Curve
/BA1/F4_STR_DATE_INFO2 - Maintenance Status of Selected Yield Curve
/BA1/F4_STR_DF - Structure fo Discount Factors
/BA1/F4_STR_DISC_FACT - Discount Factor with Expiry Data
/BA1/F4_STR_DIVIDEND - Dividend
/BA1/F4_STR_EXTNO - Structure for External Number
/BA1/F4_STR_FLD_DIFF - Structure for Field Value Comparison Before/After Correction
/BA1/F4_STR_FLD_VERSION - Str. for Field Values of Version
/BA1/F4_STR_FXRATES_BDT_TC - Structure for Table Control of Currencies
/BA1/F4_STR_FXRATES_CORR_KEY - Key Fields for External Identification
/BA1/F4_STR_FXRATES_FULL_KEY - Complete Key for Exchange Rate Table
/BA1/F4_STR_FXRATES_OBJ_KEY - Key for all Versions of an Exchange Rate Object
/BA1/F4_STR_FXRATE_CALC_BASE - Structure FX Rate for Calculation Bases
/BA1/F4_STR_FXRATE_CONV - Structure: Exchange Rate for Currency Translation
/BA1/F4_STR_FXV_RELEASE - Release Structure: Interest Volatilities
/BA1/F4_STR_FX_APIEXP - Exchange Rate Data
/BA1/F4_STR_FX_ARCHIVE - Structure for Archiving Foreign Exchanges
/BA1/F4_STR_FX_CCY_PAIR - Structure: Currency Pair
/BA1/F4_STR_FX_DISPLAY_RATE - Exchange Rate with Extended Rate Format
/BA1/F4_STR_FX_MAPIPARA - Structure for Input Parameters for MAPI Modules
/BA1/F4_STR_FX_RATE_TYPE_F4 - Input Help Structure for Exchange Rate Categories
/BA1/F4_STR_FX_RELEASE - Release Structures Exchange Rates
/BA1/F4_STR_FX_SHIFT - Structure for Exchange Rate Shifts
/BA1/F4_STR_FX_TCURR_SEL - Structure for Selecting Exchange Rates from Table TCURR
/BA1/F4_STR_FX_UNIVERSAL - Universal Structure for Foreign Exchange
/BA1/F4_STR_FX_VERSION - Structure to Display Versions of a Market Date
/BA1/F4_STR_GUID - A Structure with GUID Only
/BA1/F4_STR_INTRATE - Interest Rates for Reference
/BA1/F4_STR_INTRATES_FULLKEY - Complete Key for Interest Rate Table
/BA1/F4_STR_INTRATES_OBJ_KEY - Key for all Versions of an Interest Rate Object
/BA1/F4_STR_INTRATES_SEL - Structure for Selection of Interest Rates
/BA1/F4_STR_INTRATES_W - Structure for Writing Interest Rates for MDCODE
/BA1/F4_STR_INTRATES_W_ERR - Error Structure for Reference Interest Rates
/BA1/F4_STR_INTRATE_VECTOR - Structure for Interest Vector
/BA1/F4_STR_INTSPREADS_FULLKEY - Complete Key for Interest Rate Spread Table
/BA1/F4_STR_INTSPREADS_OBJ_KEY - Key for all Versions of an Interest Rate Spread Object
/BA1/F4_STR_IRS_APIEXP - Structure for API Module for Output Structure
/BA1/F4_STR_IRS_ARCHIVE - Structure for Archiving Interest Rate Spreads
/BA1/F4_STR_IRS_CORR_KEY - Key Fields for External Identification
/BA1/F4_STR_IRS_RELEASE - Structure General Interest Rates
/BA1/F4_STR_IRS_UNIVERSAL - Structure General Interest Rate Spreads
/BA1/F4_STR_IRS_VERSION - Display Versions of Spreads
/BA1/F4_STR_IRV_RELEASE - Release Structure: Interest Volatilities
/BA1/F4_STR_IR_APIEXP - Structure for API Module for Output Structure
/BA1/F4_STR_IR_ARCHIVE - Structure for Archiving Interest Rates
/BA1/F4_STR_IR_CDOC_KEY - Key for Change Documents for Interest Rates
/BA1/F4_STR_IR_CF_PV - Interest Cash Flow
/BA1/F4_STR_IR_CHK_CLS_NAME - Class Name for Check of Interest Rate
/BA1/F4_STR_IR_CORR_KEY - Key Fields for External Identification
/BA1/F4_STR_IR_MAPIPARA - Structure for Input Parameters for MAPI Modules
/BA1/F4_STR_IR_RELEASE - Structure General Interest Rates
/BA1/F4_STR_IR_TERM - Interest Rates for Maturities
/BA1/F4_STR_IR_UNIVERSAL - Structure General Interest Rates
/BA1/F4_STR_IR_VERSION - Display Structure Versions
/BA1/F4_STR_KEYFIELD - Structure for Key Fields of an Entity
/BA1/F4_STR_KEY_FIELD_ASSOCIAT - Key Fields for Associations
/BA1/F4_STR_KR - Deep Structure for Key Rates
/BA1/F4_STR_KRSC - Structure of Key Rate Shift Curve
/BA1/F4_STR_KRSC_CALC_BASE - Grid Point of Key Rate Shift Curve (for Calculation Bases)
/BA1/F4_STR_KR_PROP - Properties of Key Rate
/BA1/F4_STR_MDCODE - Structure for Market Data Area
/BA1/F4_STR_MDSET - Market Data Set
/BA1/F4_STR_MDSET_INFO - Additional Information About Market Data Set
/BA1/F4_STR_MDSET_RATE_TYPE - Exchange Rate Category in Market Data Set
/BA1/F4_STR_PARAM_FOR_DB_TABL - Test Data Container: Parameter Name for Database Table
/BA1/F4_STR_PAR_RATE_INFO - Par Interest Rate Information in a Yield Curve
/BA1/F4_STR_POINT - n Dimensional Point with Function Value
/BA1/F4_STR_PV_SUM - Structure for NPV Totals in a Yield Curve
/BA1/F4_STR_REFRATE_CALC - Structure for Calculations with Reference Interest Rates
/BA1/F4_STR_REFRATE_DEF - Definition of Reference Interest Rate
/BA1/F4_STR_REFRATE_GRID - Structure for Reference Interest Rate Grid Point
/BA1/F4_STR_REFRATE_MATURITIES - Due Dates of a Reference Interest Rate
/BA1/F4_STR_REFRATE_RANGE - Range of Reference Interest Rate
/BA1/F4_STR_REFRATE_SEL - Structure for Selecting Reference Interest Rates
/BA1/F4_STR_REFR_CALC_BASE - Basis for Calculating Reference Interest Rate
/BA1/F4_STR_REFR_F4 - Reference Interest Rate for Input Help
/BA1/F4_STR_REF_RATE - Reference Interest Rate
/BA1/F4_STR_REF_RATE_F4 - Input Help Structure for Reference Interest Rates
/BA1/F4_STR_REL_KEY - Object key
/BA1/F4_STR_RFSCEN_MAT - Generated Scenario and Maturity
/BA1/F4_STR_RRSPREAD_SEL - Structure for Selecting Spreads on Reference Interest Rates
/BA1/F4_STR_SCENARIO - Scenario Properties
/BA1/F4_STR_SCEN_COMP - Composite Scenario
/BA1/F4_STR_SCEN_COUNT_F4 - Scenarios for Input Help (Includes Count)
/BA1/F4_STR_SCEN_FXV - Exchange Rate Volatilities Scenario
/BA1/F4_STR_SCEN_IRV - Interest Rate Volatilities Scenario
/BA1/F4_STR_SCEN_PRG_GRDPT - Grid Point of a Scenario Progression
/BA1/F4_STR_SCEN_PV - Generated Scenario and Associated NPV
/BA1/F4_STR_SCEN_REFRATE - Structure for Scenario Interest Rates from Ref. Int. Rates
/BA1/F4_STR_SCEN_SECV - Security Price Volatilities Scenario
/BA1/F4_STR_SCEN_SELECT - Business Scenario
/BA1/F4_STR_SCEN_SEQ_GRDPT - Grid Points of a Scenario Sequence
/BA1/F4_STR_SCEN_VOLA - Structure for Volatility Scenarios
/BA1/F4_STR_SECRATE_CALC_BASE - Rate/Price for Financial Instrument for Calculation Bases
/BA1/F4_STR_SEC_APIEXP - Structure for API Module for Output Structure
/BA1/F4_STR_SEC_ARCHIVE - Structure for Archiving Securities
/BA1/F4_STR_SEC_ATTRIBUTE - Structure Exchange Rate Data (Date Long)
/BA1/F4_STR_SEC_CORR_KEY - Key Fields for External Identification
/BA1/F4_STR_SEC_ENQUEUE - Structure for Lock Object Sec. Prices
/BA1/F4_STR_SEC_EXCHANGE_F4 - Input Help Structure for Exchanges
/BA1/F4_STR_SEC_EXPORT - Structure for Data Export
/BA1/F4_STR_SEC_EXT - Market Data Set: Securities
/BA1/F4_STR_SEC_EXT_TC - Market Data Set: Securities
/BA1/F4_STR_SEC_GUID - Attributes: Header Data for Securities
/BA1/F4_STR_SEC_KEY - Structure for Securities Header Information
/BA1/F4_STR_SEC_MAPIPARA - Structure for Input Parameters for MAPI Modules
/BA1/F4_STR_SEC_OBJ_FULLKEY - Full Key of a Security Object
/BA1/F4_STR_SEC_OBJ_KEY - Key for All Versions of a Security Object
/BA1/F4_STR_SEC_PRICETYPE_F4 - Input Help Structure for Price Types
/BA1/F4_STR_SEC_RATE - Structure Exchange Rate Data (Date Long)
/BA1/F4_STR_SEC_RATE_TC - Structure for Exchange Rate Data (Short Date)
/BA1/F4_STR_SEC_RELEASE - Release Structure for Financial Instruments
/BA1/F4_STR_SEC_STRTGY_F4 - Input Help Structure for Read Strategies
/BA1/F4_STR_SEC_TC - Table Control Structure for Securities
/BA1/F4_STR_SEC_UNIVERSAL - Structure for General Securities
/BA1/F4_STR_SEC_VERSION - Display Versions for Securities
/BA1/F4_STR_SENSITIVITIES - Structure Category for Sensitivities
/BA1/F4_STR_SEV_RELEASE - Release Structure: Interest Volatilities
/BA1/F4_STR_SHIFT_CURVE - Structure for Shift Curve
/BA1/F4_STR_SPC_SEL - Spread Curve Selection
/BA1/F4_STR_SPREAD_TYPE_F4 - Input Help Structure for Spread Types
/BA1/F4_STR_SPR_CRV_CALC_BASE - Spread Curve Grid Point (for Calculation Bases)
/BA1/F4_STR_STDYC - Structure for Standard Yield Curves
/BA1/F4_STR_STDYC_E - Structure for Standard Yield Curves with Status Indicator
/BA1/F4_STR_SUB_CMP_TRANSMIT - Subcomponents
/BA1/F4_STR_TERM_STRUCT - Row Structure for Grid Point of Standard Yield Curve
/BA1/F4_STR_VALID_DATE - Date
/BA1/F4_STR_VOLA_APIEXP - API Export Structure for Volatilities
/BA1/F4_STR_VOLA_APIEXP_BLK - API Export Structure for Volatilities
/BA1/F4_STR_VOLA_ARCHIVE - Structure for Archiving Volatilities
/BA1/F4_STR_VOLA_CB_FX_KEY - Key Information for Calculation Base: IR
/BA1/F4_STR_VOLA_CB_IR_KEY - Key Information for Calculation Base: IR
/BA1/F4_STR_VOLA_CB_LIST - Key Information for Calculation Base: Volatilities
/BA1/F4_STR_VOLA_CB_SEC_KEY - Key Information for Calculation Base: IR
/BA1/F4_STR_VOLA_CLOUD - Structure for Volatility Point Cloud
/BA1/F4_STR_VOLA_DATA - Structure for Volatility Values
/BA1/F4_STR_VOLA_DATA_API - Structure for Volatility Values
/BA1/F4_STR_VOLA_DATA_API_2D - Structure for Volatility Values (w/o Underlying Maturity Dt)
/BA1/F4_STR_VOLA_DATA_GRID - Volatility Grid Point Without Weighting
/BA1/F4_STR_VOLA_DATA_GRID_PT - Volatility Grid Point With Weighting
/BA1/F4_STR_VOLA_DATA_UI - Structure for Volatility Values
/BA1/F4_STR_VOLA_ENQ_FX - Enqueue Structure for FX Volatility Lock Object
/BA1/F4_STR_VOLA_ENQ_IR - Enqueue Structure for Ref. Interest Rate Vola. Lock Object
/BA1/F4_STR_VOLA_ENQ_SEC - Enqueue Structure for Security Volatility Lock Object
/BA1/F4_STR_VOLA_FLAT - Flat Structure for Volatilities
/BA1/F4_STR_VOLA_FLOAT - Volatility and Moneyness as Float Values
/BA1/F4_STR_VOLA_FULL_KEY - Complete Key for Volatility Table
/BA1/F4_STR_VOLA_FX_BDT_TC - Structure Table Control BDT Interest Volatilities
/BA1/F4_STR_VOLA_FX_CORR_CHG - Changeable Fields for Currency Volas on Correction Server
/BA1/F4_STR_VOLA_FX_KEY - Structure for FX Volatility Key
/BA1/F4_STR_VOLA_IR_BDT_TC - Structure Table Control BDT Interest Volatilities
/BA1/F4_STR_VOLA_IR_BDT_TC_ALT - Structure Table Control BDT Interest Volatilities
/BA1/F4_STR_VOLA_IR_CORR_CHG - Changeable Fields for Int. Rate Volas on Correction Server
/BA1/F4_STR_VOLA_IR_KEY - Structure for Reference Interest Rate Volatility Key
/BA1/F4_STR_VOLA_IR_RELEASE - Release Structure: Interest Volatilities
/BA1/F4_STR_VOLA_MAPIPARA - MAPI Parameters for Volatilities (Header)
/BA1/F4_STR_VOLA_MPR_LIST - MAPI Volatilities (List)
/BA1/F4_STR_VOLA_MPR_P2 - MAPI Parameters for Volatilities (Items with 2 Dimensions)
/BA1/F4_STR_VOLA_MPR_P3 - MAPI Parameters for Volatilities (Items with 3 Dimensions)
/BA1/F4_STR_VOLA_OBJ - Market Data Object for Volatilities
/BA1/F4_STR_VOLA_OBJ_KEY - Key for All Versions of a Volatility Object
/BA1/F4_STR_VOLA_OBJ_UI - Market Data Object for Volatilities
/BA1/F4_STR_VOLA_POINT - Volatility Point
/BA1/F4_STR_VOLA_SEC_ARCHIVE - Structure for Archiving Security Volatilities
/BA1/F4_STR_VOLA_SEC_BDT_TC - Structure Table Control BDT Interest Volatilities
/BA1/F4_STR_VOLA_SEC_CORR_CHG - Changeable Fields for Int. Rate Volas on Correction Server
/BA1/F4_STR_VOLA_SEC_KEY - Structure for Security Volatility Key
/BA1/F4_STR_VOLA_SEC_RELEASE - Release Structure: Interest Volatilities
/BA1/F4_STR_VOLA_SHIFT - Structure for Volatility Shifts
/BA1/F4_STR_VOLA_TEST - Selection Parameters for Program /BA1/F4_VOLA_ONLINE_TEST
/BA1/F4_STR_VOLA_TYPE_F4 - Input Help Structure for Volatility Types
/BA1/F4_STR_VOLA_UNIVERSAL - Release Structure: Interest Volatilities
/BA1/F4_STR_VOLA_VALUE_TC - Structure for Volatilities TableControl
/BA1/F4_STR_YCTYPE_F4 - Input Help Structure for Yield Curve Types
/BA1/F4_STR_YC_AND_SC_TYPE_F4 - Input Help Structure for Yield Curve Types
/BA1/F4_STR_YC_CURVE - Structue for Yield Curve
/BA1/F4_STR_YC_SEL - Yield Curve Selection
/BA1/F4_STR_YIELDCURVE - Structure for Standard Yield Curve
/BA1/F4_STR_YIELD_CURVE_ID - Yield Curve ID
/BA1/F4_STR_YLD_CRV - Yield Curve Grid Point (Values in Fixed Point Format)
/BA1/F4_STR_YLD_CRV2 - Yield Curve Grid Point (Values in Fixed Point Format)
/BA1/F4_STR_YLD_CRV_CALC - Structure for Calculating a Standard Yield Curve
/BA1/F4_STR_YLD_CRV_CALC_BASE - Yield Curve Grid Point (for Calculation Base)
/BA1/F4_STR_YLD_CRV_CALC_BASE2 - Yield Curve Grid Point (for Calculation Base)
/BA1/F4_STR_YLD_CRV_FLOAT - Grid Point on Yield Curve (Values in Floating Format)
/BA1/F4_STR_YLD_CRV_SEL - Key for Yield Curve
/BA1/F4_STR_ZERO_CURVE - Structure for Zero Bond Yield Curve
/BA1/F4_STR_ZERO_SHIFT - Structure for Zero Shifts
/BA1/F4_VOLA - Volatilities
/BA1/F4_VOLAVERS - Volatility Versions
/BA1/F4_VOL_FX - Key Table for Exchange Rate Volatilities
/BA1/F4_VOL_IR - Key Table for Reference Interest Rate Volatilities
/BA1/F4_VOL_KEY - Volatility Object Key from Option Number and Underlying
/BA1/F4_VOL_SEC - Key Table for Security Price Volatilities
/BA1/TF4_APPL - Partner Applications
/BA1/TF4_APPLCUR - Main Currencies of a Partner Application
/BA1/TF4_APPLT - Text Table for Applications
/BA1/TF4_APPLYCT - Yield Curve Types of a Partner Application
/BA1/TF4_ARCHD - Date Values for Direct Access to Archive
/BA1/TF4_CACATGT - Texts for Corporate Action Categories
/BA1/TF4_CA_CATG - Corporate Action Categories
/BA1/TF4_CA_IMPL - Implementation for Corporate Actions
/BA1/TF4_CA_MDL - Models for Mapping Corporate Actions
/BA1/TF4_CA_MDLT - Texts for Corporate Action Models
/BA1/TF4_COMP - Selected Components
/BA1/TF4_CORR_AD - Classes for Accessing Correction Server
/BA1/TF4_EXCH - Definition of Stock Exchanges
/BA1/TF4_EXCHT - Definition of Stock Exchanges
/BA1/TF4_FXCVFCT - Exchange Rate Factors for Exchange Rates
/BA1/TF4_FXFWDYC - Yield Curve Types for Forward Exchange Rates
/BA1/TF4_FXKURST - Map Exchange Rate Category to Rate Type
/BA1/TF4_FXRTTPT - Text Table for Exchange Rate Categories
/BA1/TF4_FXRTTYP - Rate Categories for Exchange Rates
/BA1/TF4_MATSTR - Maturity Structures for Key Rate Duration
/BA1/TF4_MATSTRC - Currencies of Maturity Structure
/BA1/TF4_MATSTRP - Properties of Maturity Structure
/BA1/TF4_MATSTRT - Text Table for Maturity Structures
/BA1/TF4_MDC - Market Data Area
/BA1/TF4_MDCT - Market Data Area
/BA1/TF4_MDSCEN - Scenarios
/BA1/TF4_MDSCENT - Text for Scenarios
/BA1/TF4_MDSET - Market Data Records
/BA1/TF4_MDSETRY - Forward Yield Curves for Reference Interest Rates
/BA1/TF4_MDSETT - Market Data Records
/BA1/TF4_MDSETV - Underlying Independent Volatilities per Currency
/BA1/TF4_MDSETYP - Market Data Types in the Market Data Set
/BA1/TF4_OEAN_AD - Table for Decoupling OE - AN for Market Data Interest Rates
/BA1/TF4_PADDON - Definition of Price Symbols
/BA1/TF4_PADDONT - Definition of Price Symbols
/BA1/TF4_PRINFO - Definition of Price Information
/BA1/TF4_PRTYPE - Definition of Price Types
/BA1/TF4_PRTYPET - Text Table for /BA1/TF4_PRTYPET
/BA1/TF4_RCALCB - Assignment of Calculation Bases to Reference Interest Rates
/BA1/TF4_REFRATE - Reference Interest Rates: Attributes
/BA1/TF4_REFRATT - Reference Interest Rates: Name (Language-Dependent)
/BA1/TF4_RPLTYPE - Replacement Types for Yield Curves
/BA1/TF4_RPLTYPT - Text Table for Replacement Types
/BA1/TF4_RRATES - Reference Interest Rates
/BA1/TF4_RRCALCB - Bases for Calculating Reference Interest Rates
/BA1/TF4_RRCATG - Reference Interest Rate Categories
/BA1/TF4_RRCATGT - Texts for Reference Interest Rate Category
/BA1/TF4_RRCLCBT - Texts for the Calculation Bases for Reference Interest Rates
/BA1/TF4_SCEN - Market Date Scenarios
/BA1/TF4_SCENCO - Composite Scenarios
/BA1/TF4_SCENCOH - Composite Scenarios
/BA1/TF4_SCENDC - Data Categories Scenario
/BA1/TF4_SCENDCT - Data Categories Scenario
/BA1/TF4_SCENPGP - Grid Points of a Scenario Progression
/BA1/TF4_SCENSQC - Grid Points for Scenario Sequences
/BA1/TF4_SCENT - Market Date Scenarios
/BA1/TF4_SCFX - Scenario Exchange Rates
/BA1/TF4_SCFXV - Scenarios for Exchange Rate Volatility
/BA1/TF4_SCIRV - Interest Volatility Scenarios
/BA1/TF4_SCNSET - Scenario Set
/BA1/TF4_SCNSETA - Assign Scenarios to Scenario Sets
/BA1/TF4_SCNSETT - Text Table for Scenario Sets
/BA1/TF4_SCREFR - Scenario Interest Rates
/BA1/TF4_SCREFSP - Scenario nterest Rate Spreads
/BA1/TF4_SCSEC - Security Price Scenarios
/BA1/TF4_SCSECV - Security Volatility Scenarios
/BA1/TF4_SCS_FX - Exchange Rate Shifts
/BA1/TF4_SCS_SEC - Security Price Shifts
/BA1/TF4_SCS_VOL - Volatility Shifts
/BA1/TF4_SCS_YC - Zero Shifts for Yield Curves
/BA1/TF4_SCTYPE - Spread Curve Types
/BA1/TF4_SEQUCE - Definition of Read Sequence
/BA1/TF4_SPRDTYP - Spread Types
/BA1/TF4_SPRDTYT - Spread Types: Names (Language-Dependent)
/BA1/TF4_STDYC - Standard Yield Curves
/BA1/TF4_STRTGY - Definition of Read Strategy
/BA1/TF4_STRTGYT - Definition of Price Symbols
/BA1/TF4_SYCGRID - Standard Yield Curves: Grid Points for Reference Int. Rates
/BA1/TF4_UNIT - Definition of Exchange Rate Units
/BA1/TF4_UNITT - Definition of Price Symbols
/BA1/TF4_VCALCM - Calculation Methods for Volatilities
/BA1/TF4_VCALCMT - Calculation Methods for Volatilities
/BA1/TF4_VCLUS - Volatility Cluster
/BA1/TF4_VOLAID - Volatility Structures that Are Not Based on Underlying
/BA1/TF4_VOLAIDT - Volatility Structures that Are Not Based on Underlying
/BA1/TF4_VTYP - Volatility Types
/BA1/TF4_VTYPT - Text Table for Volatility Types
/BA1/TF4_YCMDL - External Model for Yield Curve
/BA1/TF4_YCMDLT - Text Table for External Model for Yield Curve
/BA1/TF4_YCRPLMT - Yield Curve Replacement
/BA1/TF4_YCTYPE - Yield Curve Types
/BA1/TF4_YCTYPET - Yield Curve Types: Name (Language-Dependent)
/BA1/TF4_YCURVE - Yield Curves: General Properties