I_TrsyValueAtRiskCube

DDL: I_TRSYVALUEATRISKCUBE Type: view COMPOSITE Package: FTR_MARKET_RISK_ANALYZER_CORE

Treasury Value At Risk - Cube

I_TrsyValueAtRiskCube is a Composite CDS View (Cube) that provides data about "Treasury Value At Risk - Cube" in SAP S/4HANA. It reads from 1 data source (I_TrsyValueAtRiskPnLCharcs) and exposes 31 fields with key fields ValidityDate, TreasuryFinancialObject, MarketRiskKeyFigureSet. It has 2 associations to related views. Part of development package FTR_MARKET_RISK_ANALYZER_CORE.

Data Sources (1)

SourceAliasJoin Type
I_TrsyValueAtRiskPnLCharcs I_TrsyValueAtRiskPnLCharcs from

Parameters (1)

NameTypeDefault
P_ConfidenceLevelInPercent ftr_mra_confidence_level

Associations (2)

CardinalityTargetAliasCondition
[1..1] I_TrsyMktRskKeyFigureSet _KeyFigureSet _KeyFigureSet.MarketRiskKeyFigureSet = $projection.MarketRiskKeyFigureSet
[1..1] I_CalendarDate _ValidityDate $projection.ValidityDate = _ValidityDate.CalendarDate

Annotations (19)

NameValueLevelField
AbapCatalog.sqlViewName ITRVARC view
AbapCatalog.compiler.compareFilter true view
AbapCatalog.preserveKey true view
AbapCatalog.buffering.status #SWITCHED_OFF view
AccessControl.authorizationCheck #CHECK view
AccessControl.personalData.blocking #NOT_REQUIRED view
Analytics.dataCategory #CUBE view
Analytics.internalName #LOCAL view
Analytics.readClassName CL_FTR_MRA_VAR_OLAP_EXIT view
ClientHandling.algorithm #SESSION_VARIABLE view
Metadata.allowExtensions true view
Metadata.ignorePropagatedAnnotations true view
ObjectModel.representativeKey TreasuryFinancialObject view
ObjectModel.usageType.dataClass #MIXED view
ObjectModel.usageType.serviceQuality #D view
ObjectModel.usageType.sizeCategory #XXL view
ObjectModel.modelingPattern #ANALYTICAL_CUBE view
VDM.viewType #COMPOSITE view
EndUserText.label Treasury Value At Risk - Cube view

Fields (31)

KeyFieldSource TableSource FieldDescription
KEY ValidityDate ValidityDate Valid On
KEY TreasuryFinancialObject TreasuryFinancialObject
KEY MarketRiskKeyFigureSet MarketRiskKeyFigureSet
CompanyCode CompanyCode Receiver Company Code
TreasuryContractType TreasuryContractType Treasury Contract Type
FinancialInstrProductCategory FinancialInstrProductCategory
FinancialInstrumentProductType FinancialInstrumentProductType
Portfolio Portfolio Portfolio
FinancialTransaction FinancialTransaction Transaction
SecurityClass SecurityClass
SecurityAccount SecurityAccount
TreasuryPositionAccount TreasuryPositionAccount
FinancialExposurePosition FinancialExposurePosition
LoanContract LoanContract
BusinessPartner BusinessPartner Issuing Authority
MktRiskCharacteristicCurrency MktRiskCharacteristicCurrency
Country Country Venue: Ctry/Reg
FinancialInstrCharacteristic FinancialInstrCharacteristic Characteristics
ValueAtRiskInEvaluationCrcy ValueAtRiskPnLAmtInEvalCrcy
_KeyFigureSet _KeyFigureSet
_ValidityDate _ValidityDate
_CompanyCode _CompanyCode
_ProductCategory _ProductCategory
_Portfolio _Portfolio
_ContractType _ContractType
_ProductType _ProductType
_SecurityClass _SecurityClass
_SecurityAccount _SecurityAccount
_BusinessPartner _BusinessPartner
_CharacteristicCurrency _CharacteristicCurrency
_Country _Country

Derived SQL interpretation, reconstructed from the parsed view metadata (data sources, associations, and field mappings). SAP annotations are omitted and the structure is reformulated as SQL — this is a functional approximation, not the verbatim SAP source.

-- Derived SQL interpretation of CDS view I_TrsyValueAtRiskCube.
-- Reconstructed from parsed metadata (data sources, associations, fields).
-- SAP annotations are omitted and the structure is reformulated as SQL;
-- this is a functional approximation, not the verbatim SAP source. Some join
-- conditions may be unavailable and a few CDS constructs are kept as-is.
-- Parameters: P_ConfidenceLevelInPercent : ftr_mra_confidence_level

CREATE VIEW I_TrsyValueAtRiskCube AS
SELECT
  ValidityDate,
  TreasuryFinancialObject,
  MarketRiskKeyFigureSet,
  CompanyCode,
  TreasuryContractType,
  FinancialInstrProductCategory,
  FinancialInstrumentProductType,
  Portfolio,
  FinancialTransaction,
  SecurityClass,
  SecurityAccount,
  TreasuryPositionAccount,
  FinancialExposurePosition,
  LoanContract,
  BusinessPartner,
  MktRiskCharacteristicCurrency,
  Country,
  FinancialInstrCharacteristic,
  ValueAtRiskPnLAmtInEvalCrcy AS ValueAtRiskInEvaluationCrcy
FROM I_TrsyValueAtRiskPnLCharcs
LEFT OUTER JOIN I_TrsyMktRskKeyFigureSet AS _KeyFigureSet ON _KeyFigureSet.MarketRiskKeyFigureSet = MarketRiskKeyFigureSet  -- association [1..1]
LEFT OUTER JOIN I_CalendarDate AS _ValidityDate ON ValidityDate = _ValidityDate.CalendarDate  -- association [1..1]
;