VTV_SENS SAP (Structure for Sensitivities) Structure details
Description: Structure for Sensitivities
Structure field list including key, data, relationships and ABAP select examples
VTV_SENS is a standard SAP Structure so does not store data like a database table does. It can be used to define the fields of other actual tables or to process "Structure for Sensitivities" Information within sap ABAP programs.
This is done by declaring abap internal tables, work areas or database tables based on this Structure. These can then be used to store and process the required data appropriately.
i.e. DATA: wa_VTV_SENS TYPE VTV_SENS.
The VTV_SENS table consists of various fields, each holding specific information or linking keys about Structure for Sensitivities data available in SAP. These include GAMMA (Gamma, 2nd derivation of premium based on underlying rate), THETA (Theta, 1st derivation of premium according to time), VEGA (Vega, 1st Volatility Derivative), RHOIN (Rho 2nd currency, derived from 2nd currency of pair).. See below for full list along with technical details, documentation, text table, check tables, foreign key relationships, conversion routines, relevant tcodes and example ABAP select code etc. .
Delivery Class:Display/Maintenance via tcode SM30: Display/Maintenance Allowed but with Restrictions
SAP enhancement categories: Not classified
SAP VTV_SENS structure fields - Full list of fields found in SAP data dictionary
Field | Description | Data Element | Data Type | length (Dec) | Check table | Conversion Routine | Domain Name | MemoryID | SHLP |
DELTA | Delta, 1st derivation of premium based on underlying rate | TV_DELTA | DEC | 15(10) | T_SENSI | ||||
GAMMA | Gamma, 2nd derivation of premium based on underlying rate | TV_GAMMA | DEC | 14(8) | T_GAMMA | ||||
THETA | Theta, 1st derivation of premium according to time | TV_THETA | DEC | 15(10) | T_SENSI | ||||
VEGA | Vega, 1st Volatility Derivative | TV_VEGA | DEC | 15(10) | T_SENSI | ||||
RHOIN | Rho 2nd currency, derived from 2nd currency of pair | TV_RHOIN | DEC | 15(10) | T_SENSI | ||||
RHOAUS | Rho 1st currency, derived from 1st currency of pair | TV_RHOAUS | DEC | 15(10) | T_SENSI |
Key field | Non-key field |
How do I retrieve data from SAP structure VTV_SENS using ABAP code?
As VTV_SENS is a database structure and not a table it does not store any data in the SAP data dictionary. The ABAP SELECT statement is therefore not appropriate and can not be performed on VTV_SENS as there is no data to select.How to access SAP table VTV_SENS
Within an ECC or HANA version of SAP you can also view further information about VTV_SENS and the data within it using relevant transactions such asSE11 (ABAP Dictionary Maintenance)
SM30 (Maintain Table Data)
SE80 (Object Navigator)
SE16 (Data Browser).
Search for further information about these or an SAP related objects