SAP Program RTPM_GET_NPVS_FOR_VTVBAR - Save NPVs from the Market Risk Analyzer

Title

Storing Net Present Values from the CFM Risk Analyzer

Purpose
This report program calculates net present values fortransactions/loans with positions in parallel valuation areas. The netpresent values are calculated by the Risk Analyzer and saved to tableVTVBAR (view V_VTVBAR). These values can then be used by the parallelvaluation function (TPM1).

Integration
This program replaces program RFTVBW50 (TV50). The calculated netpresent values correspond to the values from transaction JBRX.

Prerequisites
Wherever possible, each transaction should have a corresponding financeobject that includes the analysis component. If this is not the case,the transactions are still valued, but no valuation rule can be takeninto account. The Analysis active indicator only applies inconnection with evaluations using portfolio hierarchies.

Selection
The transactions are not selected using portfolio hierarchies, butinstead using the standard selector for the parallel valuation areas.As a result, the system only values those transactions that have beenupdated in at least one of the parallel valuation areas.