SAP ABAP Domain JBR_VALUATION_MODEL (Valuation Model)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Domain Name | JBR_VALUATION_MODEL |
| Short Description | Valuation Model |
Definition
| Data Type | CHAR | Character String |
| No. Characters | 4 | |
| Decimal Places | ||
| Output Length | 4 | |
| Conversion Routine | ||
| Sign | ||
| Lower Case |
Value Range
| # | Lower Limit | Upper Limit | Short Description |
|---|---|---|---|
| 1 | Standard | ||
| 2 | HWIR | Hull-White | |
| 3 | BSIR | Swaptions as Interest Rate Options (Black-Scholes Model) | |
| 4 | HWAC | Accelarated Hull-White | |
History
| Last changed by/on | SAP | 20050411 |
| SAP Release Created in | 200 |
