SAP Reports / Programs | Financials | Financial Supply Chain Management | Market Risk Analyzer(FIN-FSCM-TRM-MR) SAP FIN
RFTVBW00 SAP ABAP Report - Mark-to-Market Valuation of Financial Transactions
RFTVBW00 is a standard Executable ABAP Report available within your SAP system (depending on your version and release level). Below is the basic information available for this SAP report including which OBJECTS it interacts with such as TABLES, FUNCTION MODULES, INCLUDES ETC. Also check out the submitted Comments related to this SAP report or see any standard documentation available.
If you would like to execute this report or see the full code listing simply enter RFTVBW00 into the relevant SAP transactions such as SE38 or SE80
Transaction Code(s):
Below is a list of transaction codes which are relevant to this SAP report
TV38 - Position Evaluation
ABAP code to call this SAP report using the submit statement
This report can be called from another progam/report simply by using the ABAP SUBMIT statement, see below for example ABAP code snipts of how to do this.
SUBMIT RFTVBW00. "Basic submit
SUBMIT RFTVBW00 AND RETURN. "Return to original report after report execution complete
SUBMIT RFTVBW00 VIA SELECTION-SCREEN. "Display selection screen of submitted report to user
See more syntax options for the ABAP SUBMIT statement
Text pool values
Selection Text: P_JDEVI = Foreign Exchange
Selection Text: P_JGELD = Money Market
Selection Text: P_JWERTP = Securities
Selection Text: P_KUART = Price Type for Price Table
Selection Text: P_PRIZU = Print Detail.Log (in backgrnd)
Selection Text: P_SZEN1 = Scenario1
Selection Text: P_SZEN2 = Scenario2
Selection Text: P_USPTB = Use Price Table
Selection Text: P_VARI = Variant
Selection Text: P_XAUSZ = Only Disbursed Loans
Selection Text: P_XHOR = Cash Flow at Horizon Included
Selection Text: S_BILK = Balance Sheet Indicator
Selection Text: S_BUKRS = Company Code
Selection Text: S_DBLFZ = Term Start
Selection Text: S_DEALER = Trader
Selection Text: S_DELFZ = Term End
Selection Text: S_GLZB = Asset Group
Selection Text: S_MERKM = Characteristics
Selection Text: S_PARTNR = Partner
Selection Text: S_RANL = ID Number
Selection Text: S_RANLVD = Contract Number
Selection Text: S_REFER = Internal Reference
Selection Text: S_REFKON = Account Assignment Reference
Selection Text: S_RFHA = Financial Transaction
Selection Text: S_RLDEPO = Securities Account
Selection Text: S_RPORTB = Portfolio
Selection Text: S_SANLF = Product Category
Selection Text: S_SBWHR = Transaction Currency
Selection Text: S_SFHAAR = Transaction Type
Selection Text: S_SGSART = Product Type
Selection Text: S_TILGAR = Repayment Type
Selection Text: S_ZUOND = Assignment
Selection Text: P_JDERI = Derivatives
Selection Text: P_JDARL = Loans
Selection Text: P_HORI = Horizon
Selection Text: P_FIKTI = Incl. Simulated Transactions
Selection Text: P_BDATE = Earliest search dte in pr.tab.
Selection Text: P_AUSWT = Evaluation Type
Selection Text: P_ANZWR = Evaluation Currency
Selection Text: P_AKTU = Evaluation as at
Title: Mark-to-Market Valuation of Financial Transactions
Text Symbol: 001 = Fwd Data from Curr. Mkt Data
Text Symbol: 002 = Trans./ID No.
Text Symbol: 005 = Bas/Str/Cp
Text Symbol: 023 = Scenario
Text Symbol: 024 = Company Code
Text Symbol: 025 = Eval. Currency
Text Symbol: 026 = Mark-to-Market Valuation Of
Text Symbol: 030 = Default Calc. Parameters
Text Symbol: 031 = Calculation Routines :
Text Symbol: 032 = Yield Curve Type Bid/Ask
Text Symbol: 033 = Exchange Rate Category Bid/Ask
Text Symbol: 034 = Currency Volatility Type Bid/Ask :
Text Symbol: 035 = Interest Volatility Type Bid/Ask :
Text Symbol: 036 = Security Volatility Type Bid/Ask :
Text Symbol: 037 = + product-specific
Text Symbol: 038 = Transaction:
Text Symbol: 101 = Money/Forex/Deriv.
Text Symbol: 102 = Securities/Loans
Text Symbol: 103 = General Selections
Text Symbol: 104 = Further Selections
Text Symbol: 902 = Valuation Parameters
Text Symbol: 903 = Output Control
Text Symbol: 906 = Other Market Data Records
INCLUDES used within this REPORT RFTVBW00
INCLUDE RFTVALV0.
INCLUDE RFTVSKTO.
INCLUDE RFTVSELOPTIONS_AA.
INCLUDE RFTVSELOPTIONS_WP.
INCLUDE RFTVSELOPTIONS_AL.
TABLES used within REPORT and the associated SELECT statement:
No SAP DATABASE tables are accessed within this REPORT code!
Function Modules used within report and the associated call statement:
TV_INIT_READ_ATSYC CALL FUNCTION 'TV_INIT_READ_ATSYC' EXPORTING auswt = p_auswt IMPORTING w_atsyc = i_atsyc EXCEPTIONS evalid_not_found = 1 OTHERS = 2.
TB_CURRENCY_CHECK CALL FUNCTION 'TB_CURRENCY_CHECK' EXPORTING currency = p_anzwr EXCEPTIONS currency = 1 OTHERS = 2.
RM_SZENARIO_GETDETAIL CALL FUNCTION 'RM_SZENARIO_GETDETAIL' EXPORTING szenario = p_szen1 EXCEPTIONS szenario_not_exist = 1 OTHERS = 2.
RM_SZENARIO_GETDETAIL CALL FUNCTION 'RM_SZENARIO_GETDETAIL' EXPORTING szenario = p_szen2 EXCEPTIONS szenario_not_exist = 1 OTHERS = 2.
TV_PROT_INITIALIZE CALL FUNCTION 'TV_PROT_INITIALIZE'.
TV_PROT_REPORT CALL FUNCTION 'TV_PROT_REPORT' EXPORTING * LEVEL = '1' date = p_aktu hori = p_hori eval = p_auswt curr = p_anzwr.
MESSAGES_INITIALIZE CALL FUNCTION 'MESSAGES_INITIALIZE' EXPORTING i_identification = sy-uzeit.
REUSE_ALV_VARIANT_DEFAULT_GET CALL FUNCTION 'REUSE_ALV_VARIANT_DEFAULT_GET' EXPORTING i_save = g_save CHANGING cs_variant = gx_variant EXCEPTIONS not_found = 2.
RM_SL_DEALS_SELECT CALL FUNCTION 'RM_SL_DEALS_SELECT' EXPORTING date = p_aktu "#EC DOM_EQUAL devisen = p_jdevi derivate = p_jderi geldhandel = p_jgeld wertpapiere = p_jwertp darlehen = p_jdarl fiktiv_incl = p_fikti AUSZDARL_ONLY = p_xausz IMPORTING e_t_risk_carrier = tab_risk_carrier TABLES s_bukrs = s_bukrs s_rportb = s_rportb s_sanlf = s_sanlf s_dblfz = s_dblfz s_delfz = s_delfz s_partnr = s_partnr s_sfhaar = s_sfhaar s_rfha = s_rfha s_ranlvd = s_ranlvd s_ranl = s_ranl s_rldepo = s_rldepo s_dealer = s_dealer s_sgsart = s_sgsart s_sbwhr = s_sbwhr * s_wgsft1 = * s_wgsft2 = s_zuond = s_zuond s_refer = s_refer s_merkm = s_merkm s_bilk = s_bilk s_glzb = s_glzb s_tilgar = s_tilgar s_refkon = s_refkon i_best = i_vzbest i_beweg = i_vzbeweg i_opti = i_vzopti i_u_beweg = iu_vzbeweg.
REUSE_ALV_VARIANT_SELECT CALL FUNCTION 'REUSE_ALV_VARIANT_SELECT' EXPORTING i_dialog = ' ' i_user_specific = 'X ' * I_DEFAULT = 'X' * I_TABNAME_HEADER = * I_TABNAME_ITEM = it_default_fieldcat = t_fieldcat i_layout = s_layout I_BUFFER_ACTIVE = 'X' IMPORTING * E_EXIT = et_fieldcat = t_fieldcat_var et_sort = t_sort * ET_FILTER = es_layout = s_layout_var CHANGING cs_variant = g_variant EXCEPTIONS wrong_input = 1 fc_not_complete = 2 not_found = 3 program_error = 4 OTHERS = 5.
TV_PROT_SHOW CALL FUNCTION 'TV_PROT_SHOW'.
REUSE_ALV_LIST_DISPLAY CALL FUNCTION 'REUSE_ALV_LIST_DISPLAY' EXPORTING * I_INTERFACE_CHECK = ' ' I_BUFFER_ACTIVE = 'X' i_callback_program = g_repid i_callback_pf_status_set = 'STATUS_SET' i_callback_user_command = 'USER_COMMAND_BW' * i_structure_name = 'VTVBARW' is_layout = s_layout it_fieldcat = t_fieldcat * it_excluding = it_excluding it_special_groups = gt_sp_group it_sort = t_sort * IT_FILTER = * IS_SEL_HIDE = * I_DEFAULT = 'X' i_save = g_save is_variant = g_variant it_events = t_events * IT_EVENT_EXIT = * IS_PRINT = * I_SCREEN_START_COLUMN = 0 * i_screen_start_line = 0 * I_SCREEN_END_COLUMN = 0 * I_SCREEN_END_LINE = 0 * IMPORTING * E_EXIT_CAUSED_BY_CALLER = * ES_EXIT_CAUSED_BY_USER = TABLES t_outtab = i_result EXCEPTIONS program_error = 1 OTHERS = 2.
TRCA_COMPANYCODE_GETDETAIL CALL FUNCTION 'TRCA_COMPANYCODE_GETDETAIL' EXPORTING companycode = i_result-bukrs IMPORTING currency = h_anz_waers EXCEPTIONS not_found = 1 OTHERS = 2.
TV_FILL_SENSI_RULES_FOR_YC CALL FUNCTION 'TV_FILL_SENSI_RULES_FOR_YC' EXPORTING basispoint = wrk_shift abs_rel = ' ' szenario = i_methoden-szename IMPORTING e_reg = wrk_reg EXCEPTIONS yieldcurve_currency_missing = 1 OTHERS = 2.
TV_MRM_METHODS CALL FUNCTION 'TV_MRM_METHODS' EXPORTING i_t_sfgdt = tab_sem_risk_car i_atsyc = i_atsyc i_aktudat = vtv_klko-aktudat i_auswt = p_auswt i_res_curr = h_anz_waers TABLES i_t_methoden = i_methoden i_t_atvmo = i_atvmo e_t_methoden = i_method e_t_cashflow = e_cashflow e_t_exposure = e_exposure.
TV_RESULT_TAB_NPV_FILL CALL FUNCTION 'TV_RESULT_TAB_NPV_FILL' EXPORTING i_tab_risk_carrier = tab_sem_risk_car CHANGING c_result = i_result.
TV_CONVERT_PV_CURRENCY CALL FUNCTION 'TV_CONVERT_PV_CURRENCY' EXPORTING akt_datum = p_aktu "#EC DOM_EQUAL bewertungsdatum = p_hori "#EC DOM_EQUAL from_curr = i_result-waers i_amount = h_i_amount szename = i_result-szenari to_curr = h_anz_waers shift_regel = h_shift_regel i_mseg = w_mseg IMPORTING e_amount = h_e_amount EXCEPTIONS market_data_spot = 01.
TV_PROT_DEACTIVATE CALL FUNCTION 'TV_PROT_DEACTIVATE'." note 556836
TV_CONVERT_PV_CURRENCY CALL FUNCTION 'TV_CONVERT_PV_CURRENCY' EXPORTING akt_datum = p_aktu "#EC DOM_EQUAL bewertungsdatum = p_hori "#EC DOM_EQUAL from_curr = i_result-waers i_amount = h_i_amount szename = i_result-szenari to_curr = i_result-wgschft shift_regel = h_shift_regel i_mseg = w_mseg IMPORTING e_amount = h_e_amount EXCEPTIONS market_data_spot = 01.
TV_PROT_ACTIVATE CALL FUNCTION 'TV_PROT_ACTIVATE'." note 556836
TV_PROT_DEACTIVATE CALL FUNCTION 'TV_PROT_DEACTIVATE'.
TV_PROT_ACTIVATE CALL FUNCTION 'TV_PROT_ACTIVATE'.
CALL FUNCTION 'TV_GET_CR_FROM_BUFFER' EXPORTING konddatum = p_dblfz "#EC DOM_EQUAL waehrung1 = p_wgschft waehrung2 = anzwr i_mseg = p_mseg IMPORTING e_vtvszcurr = h_vtvszcurr EXCEPTIONS not_f_szenario = 1 not_f_waers = 2 no_initialization = 3 OTHERS = 4.
CONVERT_TO_LOCAL_CURRENCY CALL FUNCTION 'CONVERT_TO_LOCAL_CURRENCY' EXPORTING date = p_dblfz "#EC DOM_EQUAL foreign_amount = p_bnomi foreign_currency = p_wgschft local_currency = anzwr rate = h_vtvszcurr-bukurs type_of_rate = h_kurstyp read_tcurr = space " SEI990309 IMPORTING local_amount = h_amount EXCEPTIONS no_rate_found = 1 overflow = 2 no_factors_found = 3 no_spread_found = 4 derived_2_times = 5 OTHERS = 6.
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RFTVBW00 - Mark-to-Market Valuation of Financial Transactions RFTVBW00 - Mark-to-Market Valuation of Financial Transactions RFTVALV1 - Include RFTVALV1: Ausgabe über Listtool der MRM-Reports RFTVALV0 - RiskM: Datendeklarationen für ALV-Ausgabe RFTTRIX0 - XPRA: Maintain ORACLE parameters PCTFREE, PCTUSED for table TRIX_DATA RFTTRIX0 - XPRA: Maintain ORACLE parameters PCTFREE, PCTUSED for table TRIX_DATA