SAP ABAP Data Element /BA1/F4_DTE_VOLA_STRIKE_SCALE (Scale for Strike)

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_STRIKE_SCALE
Short Description	Scale for Strike

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
Change document	☐
No Input History	☐
Basic direction is set to LTR	☐
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Field Label

	Length	Field Label
Short	10	Strk Scale
Medium	15	Strike Scale
Long	30	Strike Scale
Heading	30	Strike Scale

Documentation

Definition

Scaling factor for the strike for linear interpolation

Use

This field is used only if you have selected linear interpolation as the volatility calculation method.

By entering the scaling factor (value between 0 and 9999), you control how strongly the strike is weighted in relation to the other parameters "Term of the Option" and "Term of Underlying".

When a new volatility type is created, the value is set to 1 as default.

If you enter the value 0, you explicitly deactivate the axis.

Dependencies

Example

History

Last changed by/on	SAP	20110908
SAP Release Created in	200