SAP ABAP Data Element /BA1/F4_DTE_VOLA_MAT_OPT_SCALE (Scale for Term of Option)

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_MAT_OPT_SCALE
Short Description	Scale for Term of Option

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	/BA1/F4_VOLA_PARAM_SCALE
Data Type	DEC	Counter or amount field with comma and sign
Length	8
Decimal Places	4
Output Length	10
Value Table

Further Characteristics

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Parameter ID
Default Component name
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No Input History	☐
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Field Label

	Length	Field Label
Short	10	OpTerm Scl
Medium	15	Op.Term Scale
Long	26	Scale for Option Term
Heading	26	Scale for Option Term

Documentation

Definition

Specifies a scaling factor of an option term during linear interpolation.

Use

This field is only used if you have chosen linear interpolation as the Calculation Method for Volatilities.

By specifying a scaling factor (a value between 0 and 9999), you can determine how strongly the term of the option is weighted against the other variables, moneyness and term of the underlying.

If you create a new volatility type, the system sets '1' as a default value.

If you enter the value '0', you explicitly switch the axis off.

Dependencies

Example

History

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