SAP ABAP Data Element /BA1/F4_DTE_VOLA_CALC_METHOD (Calculation Method for Volatilities)

Hierarchy

☛ SAP_BS_FND (Software Component) SAP Business Suite Foundation
   ⤷ CA-FS-MKD (Application Component) Basic Market Data
     ⤷ /BA1/F4_VOLA (Package) Market Data: Volatilities

Basic Data

Data Element	/BA1/F4_DTE_VOLA_CALC_METHOD
Short Description	Calculation Method for Volatilities

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	/BA1/F4_VOLA_CALC_METHOD
Data Type	CHAR	Character String
Length	4
Decimal Places	0
Output Length	4
Value Table	/BA1/TF4_VCALCM

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	VolCalMeth
Medium	18	Vola. Calc. Meth.
Long	21	Volatilities CalMeth.
Heading	21	Volatilities CalMeth.

Documentation

Definition

Defines how the system finds volatility for a parameter combination for which no values are stored.

Use

The following methods can be used:

• Nearest Neighbor Search

  The volatility is transferred from the nearest point.

• Linear Interpolation

  Using given volatility values, the system searches for an interpolated value. This is done by a mathematical procedure called Delaunay Triangulation.

For a more detailed description, see the SAP Library: Banking Services -> Foundation -> Market Data -> Volatilities -> Volatility Calculation Methods.

Dependencies

Example

History

Last changed by/on	SAP	20110908
SAP Release Created in	31