SAP ABAP Domain TV_MONEYNESSDEF (Moneyness Definition)
Hierarchy
☛
SAP_APPL (Software Component) Logistics and Accounting
⤷
TR (Application Component) Treasury
⤷
FTB_CORE (Package) Former FTB Objects
SAP_APPL (Software Component) Logistics and Accounting⤷
TR (Application Component) Treasury⤷
FTB_CORE (Package) Former FTB Objects
Basic Data
| Domain Name | TV_MONEYNESSDEF |
| Short Description | Moneyness Definition |
Definition
| Data Type | CHAR | Character String |
| No. Characters | 1 | |
| Decimal Places | ||
| Output Length | 1 | |
| Conversion Routine | ||
| Sign | ||
| Lower Case |
Value Range
| # | Lower Limit | Upper Limit | Short Description |
|---|---|---|---|
| 1 | Default (M:=X at H/W&AvgCapFloor Vola, M:=(X-S)/S at Others) | ||
| 2 | 1 | M:=(X-S)/S (Moneyness as Rel. Displacement) | |
| 3 | 2 | M:=X-S (Moneyness as Displacement) | |
| 4 | 3 | M:=X (Moneyness as Strike) | |
| 5 | 4 | M:=log(S/X) (Sticky Moneyness, Logarithmic) | |
| 6 | 5 | M:=S/X (Sticky Moneyness, Direct) | |
| 7 | 6 | M:=X/S (Sticky Moneyness, Reciprocal) | |
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in |
