SAP ABAP Data Element /BA1/F4_DTE_VOL_QUOT_TYPE (Quotation Type for Volatility)

Hierarchy

☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_BASIS (Package) Basic Market Data

Basic Data

Data Element	/BA1/F4_DTE_VOL_QUOT_TYPE
Short Description	Quotation Type for Volatility

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	/BA1/F4_VOL_QUOT_TYPE
Data Type	CHAR	Character String
Length	1
Decimal Places	0
Output Length	1
Value Table

Further Characteristics

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Parameter ID
Default Component name
Change document	☐
No Input History	☐
Basic direction is set to LTR	☐
No BIDI Filtering	☐

Field Label

	Length	Field Label
Short	10	Vola.Quot.
Medium	15	Vola. Quotation
Long	22	Volatility Quotation
Heading	22	Volatility Quotation

Documentation

Definition

An attribute determining whether the volatility is quoted as a price volatility or a yield volatility. This attribute applies to all of the volatilities in a given volatility type.

Use

The information about whether it is a price volatility or a yield volatility is used in the price calculator module for evaluation of bond options.

Dependencies

Example

Interest rate volatilities are only possible in volatility types with the attribute "Yield Volatility"; exchange rate volatilities, on the other hand, are only possible in volatility types with the attribute "Price Volatility". Only the volatilities for financial transactions and financial instruments can be created either as yield volatilities or price volatilities.

Example

History

Last changed by/on	SAP	20110908
SAP Release Created in	20