SAP ABAP Data Element /BA1/F4_DTE_VOLA_MNYNESS_SCALE (Scale for Moneyness)
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
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_MNYNESS_SCALE |
| Short Description | Scale for Moneyness |
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
| Search Help: Name | ||
| Search Help: Parameters | ||
| 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 | MnynesScal |
| Medium | 15 | Moneyness Scale |
| Long | 30 | Scale for Moneyness |
| Heading | 30 | Scale for Moneyness |
Documentation
Definition
Specifies a scaling factor of moneyness 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 moneyness is weighted against the other variables, term of the option 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 |
