ATRMO is a standard SAP table in SAP ERP (or) S/4HANA which stores Valuation control data. There are total 95 fields in ATRMO table.This blog post provides key technical details of SAP table ATRMO, including its availability across SAP S/4HANA versions and the list of CDS views for ATRMO table in SAP.
| SAP HANA Table Type | Column Store |
|---|---|
| Buffering Permission | Buffering switched on |
| Buffering Type | Single entries of table were buffered |
| Package | Customizing for TRM Risk Management (JBRC) |
| Technical Component | Analyzer (FIN-FSCM-TRM-AN) |
SAP ATRMO Table Fields
The following is the list of fields that are available in SAP ATRMO table. The key fields of the table are highlighted in color.
| Field | Description | Data Element | Domain | Check Table | Data Type |
|---|---|---|---|---|---|
| MANDT | Client | MANDT | MANDT | T000 | CLNT (3) |
| RMBEWREG | Valuation Rule | JBRBEWREG_ | JBRBEWREG | JBRBEWREG | CHAR (8) |
| AUSWT | Evaluation type in Risk Management | TV_AUSWT | JBREVAL | JBREVAL | CHAR (4) |
| KURSTG | Exchange rate type bid | TB_KURSTG | KURST | TCURV | CHAR (4) |
| KURSTB | Exchange rate type ask | TB_KURSTB | KURST | TCURV | CHAR (4) |
| BCURVE | Bid valuation curve type for mark-to-market | TB_BCURVE | JBSZKART | JBD14 | NUMC (4) |
| BCURVEB | Ask Valuation Curve: Mark-to-Market | TB_BCURVEB | JBSZKART | JBD14 | NUMC (4) |
| WPKURSART | Security price type for evaluations | TB_WKURSA | VVSKURSART | TW56 | CHAR (2) |
| IDXART | Index Type | IDXART | CHAR2 | INDEXA | CHAR (2) |
| DVOLARTG | Volatility Type “Bid Rates” for Foreign Exchange | TB_VOLARTG | T_VOLART | ATVO1 | CHAR (3) |
| DVOLARTB | Volatility Type “Ask Rates” for Foreign Exchange | TB_VOLARTB | T_VOLART | ATVO1 | CHAR (3) |
| ZVOLARTG | Volatility Type ‘Bid’ for Interest Rates | TB_ZVOLARG | T_VOLART | ATVO1 | CHAR (3) |
| ZVOLARTB | Volatility Type ‘Ask’ for Interest Rates | TB_ZVOLARB | T_VOLART | ATVO1 | CHAR (3) |
| WVOLARTG | Volatility Type ‘Bid’ for Securities | TB_WVOLARG | T_VOLART | ATVO1 | CHAR (3) |
| WVOLARTB | Volatility Type ‘Ask’ for Securities | TB_WVOLARB | T_VOLART | ATVO1 | CHAR (3) |
| IXVOLARTG | Volatility Type for Security Indexes | TV_IXVOLG | T_VOLART | ATVO1 | CHAR (3) |
| IXVOLARTB | Volatility Type for Security Indexes | TV_IXVOLB | T_VOLART | ATVO1 | CHAR (3) |
| HWVOLARTG | Volatility Type for Yield Curve Model, Bid Rate | TV_HWVOLAG | T_VOLART | ATVO1 | CHAR (3) |
| HWVOLARTB | Volatility Type for Yield Curve Model, Ask Rate | TV_HWVOLAB | T_VOLART | ATVO1 | CHAR (3) |
| KORRARTG | ‘Bid’ Correlation Type | TV_KORRARTG | T_KORART | ATKO1 | CHAR (3) |
| KORRARTB | ‘Ask’ Correlation Type | TV_KORRARTB | T_KORART | ATKO1 | CHAR (3) |
| VNAME | Volatility Name | TV_VNAME | TV_VNAME | ATVO0 | CHAR (15) |
| COVOLTYPB | Volitility Type “Bid” for Commodity Transactions | TB_COVOTYPB | T_VOLART | ATVO1 | CHAR (3) |
| COVOLTYPA | Volitility Type “Ask” for Commodity Transactions | TB_COVOTYPA | T_VOLART | ATVO1 | CHAR (3) |
| COPRTYPE | Commodity Quotation Type | TCR_CTY_QUOTTYPE | TCR_CTY_QUOTTYPE | TRCOCC_QUOTTYPE | CHAR (5) |
| BCURVE_RF | Bid Valuation Curve : Risk Free | TB_BCURVE_RF | JBSZKART | JBD14 | NUMC (4) |
| BCURVEB_RF | Ask Valuation Curve : Risk Free | TB_BCURVEB_RF | JBSZKART | JBD14 | NUMC (4) |
| BSP_CURVE_B | Basis Spread Curve Type | FTBB_YC_BSCT | FTBB_YC_BSCT | FTBB_YCBSCURVE | CHAR (4) |
| BSP_CURVE_A | Basis Spread Curve Type | FTBB_YC_BSCT | FTBB_YC_BSCT | FTBB_YCBSCURVE | CHAR (4) |
| KURSTM | Exchange rate type middle | TB_KURSTM | KURST | TCURV | CHAR (4) |
| BCURVEM | Middle valuation curve: Mark-to-market | TB_BCURVEM | JBSZKART | JBD14 | NUMC (4) |
| DVOLARTM | Volatility Type Middle Rates for Foreign Exchange | TB_VOLARTM | T_VOLART | ATVO1 | CHAR (3) |
| ZVOLARTM | Volatility Type Middle Rates for Interest | TB_ZVOLARM | T_VOLART | ATVO1 | CHAR (3) |
| WVOLARTM | Volatility Type Middle Rates for Securities | TB_WVOLARM | T_VOLART | ATVO1 | CHAR (3) |
| IXVOLARTM | Volatility Type for Security Indexes | TV_IXVOLM | T_VOLART | ATVO1 | CHAR (3) |
| HWVOLARTM | Volatility Type for Yield Curve Model, Middle Rate | TV_HWVOLAM | T_VOLART | ATVO1 | CHAR (3) |
| KORRARTM | ‘Middle’ Correlation Type | TV_KORRARTM | T_KORART | ATKO1 | CHAR (3) |
| COVOLTYPM | Volatility Type ‘Middle Rate’ for Commodities | TB_COVOTYPM | T_VOLART | ATVO1 | CHAR (3) |
| BCURVEM_RF | Middle Valuation Curve : Risk Free | TB_BCURVEM_RF | JBSZKART | JBD14 | NUMC (4) |
| BSP_CURVE_M | Basis Spread Curve Type | FTBB_YC_BSCT | FTBB_YC_BSCT | FTBB_YCBSCURVE | CHAR (4) |
| XREAL_CASHF | Include Real Cash Flows | TV_REAL_CF | XFELD | CHAR (1) | |
| CALCVERF | Calculation Routines | TV_CALCV | T_CALCV | ATVC1 | CHAR (4) |
| WPPVART | Calculate Theoretical NPV | TV_WPVART | XFELD | CHAR (1) | |
| WKTAGE | Maximum age of historical price in days | TV_WKTAGE | TV_ALTER | DEC (3) | |
| SVOLART | Volatility Type for Convexity Adjustment | TB_SVOLART | T_VOLART | ATVO1 | CHAR (3) |
| XHOR_CASHF | Is cash flow at horizon included in NPV? | TV_XHOR_CF | XFELD | CHAR (1) | |
| XINTOPT | Value Swaptions as Interest Rate Options | TV_XINTOPT | XFELD | CHAR (1) | |
| XIMPLOPT | Break Down Implied Options | TV_XIMPLOPT | XFELD | CHAR (1) | |
| NAMEAUS | Disbursement Procedure (Loan) | JBRNAMEAUS | JBRNAMEAUS | JBTAUSVER | CHAR (10) |
| SET_NAME | Redemption Schedule Set | RDPT_SET_NAME | RDPT_SET_NAME | CHAR (15) | |
| STUECKZINS | Include the Horizon when Calculating Accrued Interest | JBR_X_STUECKZINS | XFELD | CHAR (1) | |
| FLG_ACCR_INT | Calculate Accrued Interest | JBR_FLG_ACCR_INT | FLAG | CHAR (1) | |
| DISB_START | Start of Disbursement Procedure | JBR_DISB_START | JBR_DISB_START | CHAR (1) | |
| DISB_CAL | Calendar for Disbursement Procedure | JBR_DISB_CAL | WFCID | TFACD | CHAR (2) |
| VALUATION_MODEL | Valuation Model for Financial Transactions | JBR_VALUATION_MODEL | JBR_VALUATION_MODEL | CHAR (4) | |
| PREPAYMENT | Prepayment | JBR_PREPAYMENT | JBR_PREPAYMENT | CHAR (1) | |
| X_PREPAYMENT | Indicator for Prepayment – Point Effect | JBR_X_PREPAYMENT | XFELD | CHAR (1) | |
| FLG_WITH_COMPENS | Select FX Offsetting Transactions | JBR_FLG_WITH_COMPENS | FLAG | CHAR (1) | |
| FLG_TERMINATED_D | Select Transaction on Day of Cancellation/Settlement | JBR_FLG_TERMINATED_DEAL | FLAG | CHAR (1) | |
| COMAXAGEPR | Maximum age of historical price in days | TV_WKTAGE | TV_ALTER | DEC (3) | |
| X_INTVAL | Intrinsic Value Indicator | JBR_INT_VAL | XFELD | CHAR (1) | |
| COEXPVALTYP | Commodity Exposure – NPV Valuation Type | TV_COEXPVALTYP | TV_COEXPVALTYP | NUMC (1) | |
| XCREDITSPREAD | Use Credit Spreads at Discounting | TV_XCSPREAD | XFELD | CHAR (1) | |
| CSPREAD_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCR_CSPREAD_TYPE | TCRC_CSPR_TYPE | CHAR (2) |
| CTY_CURVE_B | Commodity Curve Type Bid | TB_CTY_CURVE_B | TB_CTY_CURVE_TYPE | JBC_CCURVE_TYPE | NUMC (3) |
| CTY_CURVE_M | Commodity Curve Type Middle | TB_CTY_CURVE_M | TB_CTY_CURVE_TYPE | JBC_CCURVE_TYPE | NUMC (3) |
| CTY_CURVE_A | Commodity Curve Type Ask | TB_CTY_CURVE_A | TB_CTY_CURVE_TYPE | JBC_CCURVE_TYPE | NUMC (3) |
| XDDELIVERY | Delayed Delivery Option Usage Flag | TV_DDELIVERY | XFELD | CHAR (1) | |
| DD_DAYS | Number of Days to consider for Delayed Delivery | TV_DD_DAYS | TV_ALTER | DEC (3) | |
| XCSP_USE_VAR_RT | Use Credit Spread when Calculating Forward Interest Rates | TV_CSPRD_USE_VAR_RT | XFELD | CHAR (1) | |
| CSP_FWD_RT_TYPE | Credit Spread Type | TCR_CSPREAD_TYPE | TCR_CSPREAD_TYPE | TCRC_CSPR_TYPE | CHAR (2) |
| DISPUOM | Display Unit of Measure | JBRDISPUOM | JBRDISPUOM | CHAR (1) | |
| QTYCALMETH | Quantity Calculation Method | JBRQTYCALMETH | JBRQTYCALMETH | CHAR (1) | |
| FUTCALMETH | Calculation Method for Futures | JBRFUTCALMETH | JBRFUTCALMETH | CHAR (1) | |
| BSP_DERI_EVAL | Basis Spread Curve Derivation for Evaluation Curves | FTBB_YC_BSC_DERIVE_EVAL | FTBB_YC_BSC_DERIVE_EVAL | FTBB_YCBSC_DREVL | CHAR (4) |
| BSP_DERI_FWD | Basis Spread Curve Derivation ID for Forward Curves | FTBB_YC_BSC_DERIVE_FWD | FTBB_YC_BSC_DERIVE_FWD | FTBB_YCBSC_DRFWD | CHAR (4) |
| CSP_DERIVE_BP | Reference Entity Derivation for Business Partners | FTBB_YC_CSC_DERIVE_BP | FTBB_YC_CSC_DERIVE_BP | FTBB_YCCSC_DRBP | CHAR (4) |
| CSP_DERIVE_OWN | Reference Entity Derivation for Your Own Companies | FTBB_YC_CSC_DERIVE_OWN | FTBB_YC_CSC_DERIVE_OWN | FTBB_YCCSC_DROWN | CHAR (4) |
| BP_RELTYP | Relationship Category of Business Partner | FTBB_YC_BP_RELTYP | BU_RELTYP | TBZ9 | CHAR (6) |
| OWN_BUKRS | Own Default Company Code | FTBB_YC_OWN_BUKRS | BUKRS | T001 | CHAR (4) |
| MAX_AGE_CS_REDEF | Use Different Maximum Age for Credit Spreads | FTBB_MAX_AGE_CS_REDEF | XFELD | CHAR (1) | |
| MAX_AGE_CS | Maximum Age for Credit Spreads | FTBB_MAX_AGE_CS | JBRINT4 | INT4 (10) | |
| XYTMMP | Calculate YTM from Market Price NPV | TV_XYTMMP | XFELD | CHAR (1) | |
| FX_VAL_METH | Valuation Method for future FX Cash Flows | FTBB_FX_VAL_METH | FTBB_FX_VAL_METH | CHAR (1) | |
| VOLA_SMILE_CON_METH | Smile Construction Method for Delta-Quoted Volatilities | FTBB_FX_VOLA_SMILE_CON_METH | FTBB_FX_VOLA_SMILE_CON_METH | CHAR (2) | |
| FX_FIXING_METH | FX Conversion: Consideration of Fixing Details | FTBB_FX_FIXING_METH | FTBB_FX_FIXING_METH | CHAR (1) | |
| CONSIDER_OPT_SETTLEMENT | Consider Option Settlement Flow | FTBB_CONSIDER_OPT_SETTLEMENT | XFELD | CHAR (1) | |
| XEXTBW | Indicator for External Valuation | TV_XEXTBW | TV_XEXTBW | CHAR (1) | |
| XDEST_T1 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | RFCDEST | * | CHAR (32) |
| XFUNC_T1 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | FUNCNAME | * | CHAR (30) |
| XDEST_T2 | RM RFC: Destination in SAP Banking RM | TV_RFCDEST | RFCDEST | * | CHAR (32) |
| XFUNC_T2 | RM RFC: Function Name in SAP Banking RM | TV_RFCFNAME | FUNCNAME | * | CHAR (30) |
| CONVADJ_VR | Control convexity adjustment valuation rule specific | JBR_CONVADJ_VR | JBR_VALRULE_ACTIVATE | CHAR (1) | |
| CSC_VALRULE_REDEF | Redefine Settings | FTBB_CSC_VALRULE_REDEF | XFELD | CHAR (1) | |
| FX_VAL_METH_VALRULE_REDEF | Redefine Settings | FTBB_FX_VAL_METH_VALRULE_REDEF | XFELD | CHAR (1) |
Availability
The SAP table ATRMO is available within SAP S/4HANA On-premise and SAP S/4HANA Cloud systems depending on the version and release level.
| SAP S/4HANA Version | Available? |
|---|---|
| 1909 | Yes |
| 2020 | Yes |
| 2021 | Yes |
| 2022 | Yes |
| 2023 | Yes |
CDS Views for ATRMO table
There are no CDS views available in the system. We’re updating the content all the time, so check back regularly.
