MANDT
Client
CLNT
3
0
T000
MANDT
STEP_CAT
Type of Step
NUMC
3
0
TRGTS_STEPDEF
TPM_VAL_STEP_CAT
STEP_PROC
Procedure for a Step
CHAR
4
0
TPM_STEP_PROCEDURE
PRICE_TYPE
Security Price Type
CHAR
2
0
TW56
VVSKURSART
CV_TYPE
Price/NPV Type for OTC Transactions
CHAR
3
0
ATVOK
TV_OKUART
RATE_CATEGORY
Exchange Rate Type
CHAR
4
0
TCURV
KURST_CURR
RULE_UP
Write-Up Rule
CHAR
1
0
TPM_UP
Possible values
1
No Write-Up
2
Write Up to Purchase Value
3
Write Up to Market Value/Present Value
RULE_DOWN
Write-Down Rule
CHAR
1
0
TPM_DOWN
Possible values
1
No Write-Down
2
Write Down to Purchase Value
3
Write Down to Market Value/Present Value
4
Write Down to Nominal Value/Repayment Value
FLG_COSTS
Write Off Costs Fully
CHAR
1
0
TPM_COSTS
RESOLVE_TI
Indicator: Clear Gains/Losses
CHAR
1
0
TPM_PARTITION
RESOLVE_FE
Indicator: Clear Gains/Losses
CHAR
1
0
TPM_PARTITION
GAIN_LOSS_HANDL
Handling of Gains/Losses
CHAR
1
0
TPM_GAIN_LOSS_HANDLING
Possible values
1
Do Not Realize Gains/Losses
2
Hedge Accounting (Hedge Transaction)
3
Hedge Accounting (Underlying Transaction)
RESET_TITLE_VAL
Indicator for Reset of Title Valuatn During Year-End Valuatn
CHAR
1
0
TPM_FLG_RESET_TITLE_VAL
COMPUTATION_CAT
Calculation Category for Amortization
CHAR
2
0
TPM_COMPUTATION_CAT
Possible values
BRUTTO_NETTO
Indicator Denoting Gross or Net Procedure
CHAR
1
0
TPM_BRUTTO_NETTO
Possible values
A
Gross: Premium/discount not contained in book value
B
Gross
N
Net
S
Net; Separate Balance Sheet Accounts for Amortization
T
Gross: Separate Accounts for Accrual/Deferral Items
RATE_CALC_METHOD
Effective Interest Method (Financial Mathematics)
NUMC
1
0
SEFFMETH
Possible values
1
PAngV (Until 09/01/2000)
2
ICMA
3
Braess
4
Moosmueller
5
US method
6
EU Act/365
8
EU 30.42/365
9
Linear
PURCHASE_GAAP
Purchase GAAP Indicator
NUMC
3
0
TPM_PURCHASE_GAAP
Possible values
000
LAC/SAC Value calculation with history
001
LAC/SAC Value calculation without history
DISSOLVE
Indicator: Reset Is Possible
CHAR
1
0
TPM_DISSOLVE
AMORT_END
Amortization to Final Due Date / Termination
INT1
3
0
TPM_AMORT_END
Possible values
1
Amortization to End of Term (SE/LO SAC)/ Int. Calc.(LO LAC)
2
Amortization to Issuer's Next Termination Date
3
Amortization to End of Fixed Period (Loans, LAC)
4
Amortization to Date of Termination (SE)/Fixed Per. End (LO)
RATE_CAT_SPOTP
Rate Type for Spot - Purchase Currency/Valuation Currency
CHAR
4
0
TCURV
TPM_RATE_CAT_SPOTP
RATE_CAT_SPOTS
Rate Type for Spot - Selling Currency/Valuation Currency
CHAR
4
0
TCURV
TPM_RATE_CAT_SPOTS
RATE_CAT_SWAPP
Rate Type for Spot - Purchase Currency/Valuation Currency
CHAR
4
0
TCURV
TPM_RATE_CAT_SWAPP
RATE_CAT_SWAPS
Rate Type for Swap - Selling Currency/Valuation Currency
CHAR
4
0
TCURV
TPM_RATE_CAT_SWAPS
FORWARD_CAT
Rate Valuation Category Forward
CHAR
1
0
TPM_FORWARD_CAT
Possible values
1
Market spot rate for forward rate in transaction
2
Market forward rate for forward rate in transaction
3
Market spot rate for spot rate in transaction
6
Valuation with net present value from risk module
CROSS_VAL
Indicator: Cross-Valuation for Forward Exchange Transaction
CHAR
1
0
TPM_CROSS
ACCRUE_COMP
Additional Components Managed
CHAR
2
0
TPM_ACCRUE_COMP
Possible values
01
Deferral Item, Purchase Value
02
Linear Negotiation Spread
03
Exponential Negotiation Spread
04
Negotiation Spread W/out Amortization
SP_VAL_SEC
Indicator: Enable Special Write-Up/Write-Down for Securities
CHAR
1
0
TPM_SP_VAL_SEC
NPV_CATEGORY
NPV Category
CHAR
1
0
TPM_NPV_CATEGORY
Possible values
INCL_INTEREST
Inclusion of Interest in Amortization Calculation
NUMC
1
0
TPM_INCL_INTEREST
Possible values
0
Do Not Include Interest
1
Include Interest, Accrued Interest Adjustment (Sec. Only)
2
Effective Interest Method in Accordance with IAS 39
EFF_INT_SAC
Treatment of Effect. Interest Rate for Amort. Acc. to SAC
NUMC
1
0
TPM_EFF_INTEREST_SAC
Possible values
0
Adjust Effective Interest Rate Immediately (Standard)
1
Adjust Effective Interest Rate Deferred (Obsolete)
2
Constant Effective Interest Rate
3
Retrospective
4
Constant Eff.Int.Rte w. Reset at Fixed Per. End (Loans Only)
SULTVON
Month-End Indicator for Start of a Calculation Period
CHAR
1
0
VVSULTVON
SULTBIS
Month-End Indicator for the End of a Calculation Period
CHAR
1
0
VVSULTBIS
AMORT_CUT
Cut SAC Amortization
CHAR
1
0
TPM_AMORT_CUT
ALLOW_CALC_AMORT
Allow Calculation of Derived Business Transactions
CHAR
1
0
TPM_ALLOW_CALC_DERIVED
VAD_AMORT
Amortization of Value Adjustment Components
CHAR
1
0
TPM_VAD_AMORT
COMP_VAL
Select Component for Valuation
CHAR
1
0
TPM_COMP_VAL
Possible values
Book Value
1
Variation Margin
2
Amortized Acquistion Value
3
Hedge Adjustment
4
Amortized Acquistion Value; only at Valuation
POSTING_SPEC_VAL
Posting Specifications Selection
CHAR
1
0
TPM_POSTING_SPEC_VAL
Possible values
Separate Accounts for P&L
1
Separate Balance Sheet Accounts Asset/Liab.
FX_NETTING_DEAL
Indicator: Offsetting Transaction for Forward Exchange Trans
CHAR
1
0
TPM_NETTING
CV_TYPE_START
Price/NPV Type for OTC Transactions
CHAR
3
0
ATVOK
TV_OKUART
INTEREST_RISK
Interest Rate Risk Yes/No
CHAR
1
0
TPM_RISK_IR
CREDIT_RISK
Credit Risk Yes/No
CHAR
1
0
TPM_RISK_CR
FXRATE_RISK
FX Risk Yes/No
CHAR
1
0
TPM_RISK_FX
PRICE_RISK
Price Risk Yes/No
CHAR
1
0
TPM_RISK_PR
EVAL_TYP
ID of Risk Management Evaluation
CHAR
4
0
JBREVAL
JBREVAL_D
CONV_RATE_AMORT
Conversion Category
INT1
3
0
TPM_CONV_RATE_AMORT
Possible values
0
Book Rate
1
Market Rate
FLG_DIRTY_PRICE
Use Dirty Price (Market Price + Interest Accrual)
CHAR
1
0
TPM_FLG_DIRTY_PRICE
ACCRUAL_INCL
Indicator for Including Key Date
CHAR
1
0
TPM_KEY_DATE_INCL
ACCRUAL_ULTIMO
Month End Indicator for Key Date
CHAR
1
0
TPM_KEY_DATE_ULT
FLG_CLR_VAL_CURR
Clear Amount in Valuation Currency If Valuation Is Resolved
CHAR
1
0
TPM_TI_CLEAR_VAL_CURR_AMT
FLG_AMORT_END_EX
Exclude Final Amortization Date from Amortization Period
CHAR
1
0
TPM_FLG_AMORT_END_EXCL
FLG_EXCL_TB
Exclude Interest-Like Flows from Calculation
CHAR
1
0
TPM_FLG_AMORT_EXCL_TB_FLOWS
CUSTOM_ATTRIB
Custom Setting for Valuation Step
CHAR
4
0
TPM_VAL_STEP_ATTRIB
ACCRUAL_FUNCTION
Accrual/Deferral Method
CHAR
3
0
TPM_TRLI_AD_FUNCTION
Possible values
001
Linear
002
Pro Rata
003
Complete
004
Pro Rata with Linear Discounting
FLG_HREL_LIMITED
Execute Solely in the Case of Hedge Accounting
CHAR
1
0
TPM_HREL_LIMITED
FLG_ADJ_TRANSL4A
Adjustment of Translation Flows for Amortization
CHAR
1
0
TPM_ADJUST_AMORT_TRANSL
Possible values
No Adjustment
X
Adjustment Activated
AFFECT_DERIV_COMP
Derived Components Affected
CHAR
1
0
TPM_AFFECT_DERIV_COMP
Possible values
A
Amortized Acquisition Value
INCL_COMP_INT
Inclusion of Capitalized Interest in Amortization
NUMC
1
0
TPM_INCL_CAPITAL_INT
Possible values
0
Include Capitalized Interest
1
Do Not Include Capitalized Interest
FLG_OFFSET_LOSS_ALLOWANCE
Loss Allowance Valuation Includes Offset Flows
CHAR
1
0
TPM_FLG_OFFSET_LOSS_ALLOWANCE
AMORT_LOG_SAVE
Indicator Save Amortization Log
CHAR
1
0
TPM_SAVE_AMRT_LOG
Possible values
Amortization Log Is Not Saved
1
Amortization Log Is Saved for Key Date Valuation/Impairment
CUT_AMORT_CAP_INT
Cut Amortization for Capitalized Interest
CHAR
1
0
TPM_AMORT_CUT_4_CAPITAL_INT
FLG_VAL_IN_VAL_CURR
Indicator for Valuation in Valuation Currency
CHAR
1
0
TPM_FLG_VAL_IN_VAL_CURR
FLG_RESET_NOT_POSSIBLE
No Reset Flow Creation
CHAR
1
0
TPM_FLG_RESET_NOT_POSSIBLE
FLG_NO_EXEC_HAC
Do Not Execute in the Case of Hedge Accounting
CHAR
1
0
TPM_NO_EXEC_HAC
FLG_LA_UPDATE_AT_PURCHASE
Update Loss Allowance During Purchase
CHAR
1
0
TPM_FLG_UPDATE_LA_AT_PURCHASE
FLG_LA_INIT_AT_VCL_TRANS
LA Initialization During Valuation Class Transfer
CHAR
1
0
TPM_FLG_INIT_LA_AT_VCL_TRANS
FLG_FX_RESET_NOT_POSSIBLE
No Reset Flow Creation
CHAR
1
0
TPM_FLG_FX_RESET_NOT_POSSIBLE
AMORT_KEYDATE_INCL
Amortization Key Date Inclusive
CHAR
1
0
TPM_AMORT_KEYDATE_INCL
CPT_PERIOD
Period for Current Portion Transfer
NUMC
3
0
TPM_CPT_PERIOD
FLG_CV_PRICE_INDEX
Indicator for NPV/Price including Price Index
CHAR
1
0
TPM_CV_PRICE_INDEX
FLG_NO_AMORT_WRITE_OFF
Skip Amortization After Write-Off
CHAR
1
0
TPM_FLG_STOP_AMORT_WRITE_OFF