SAP ABAP Data Element BAPI_JBD_DTE_VOLNAME (Volatility Name)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-DP (Application Component) Transaction Data Pool
⤷
JBD_MD_BAPI (Package) Market data
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-DP (Application Component) Transaction Data Pool⤷
JBD_MD_BAPI (Package) Market data
Basic Data
| Data Element | BAPI_JBD_DTE_VOLNAME |
| Short Description | Volatility Name |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | TV_VNAME | |
| Data Type | CHAR | Character String |
| Length | 15 | |
| Decimal Places | 0 | |
| Output Length | 15 | |
| Value Table | ATVO0 |
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 | Vola Name |
| Medium | 15 | Volatility Name |
| Long | 20 | Volatility Name |
| Heading | 16 | Volatility Name |
Documentation
Definition
The volatility name is the abstract description for an implicit volatility used in valuing options.
Assignment
Assigning a volatility name to a transaction in Risk Management (risk object) is done using the valuation rule of the relevant risk object in determining evaluation type.
Volatilities
Volatilities in the same volatility name and with the same validity date are kept seperate using volatility profiles.
History
| Last changed by/on | SAP | 20030430 |
| SAP Release Created in | 463_20 |
