SAP ABAP Data Element FTBB_DTE_MEANREV (Reversion Rate for Yield Curve Model)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Data Element | FTBB_DTE_MEANREV |
| Short Description | Reversion Rate for Yield Curve Model |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | RM_VOLAMEANREV | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 16 | |
| Decimal Places | 8 | |
| Output Length | 20 | |
| 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 | 15 | Rev. Rate |
| Medium | 20 | Reversion Rate |
| Long | 40 | Reversion Rate |
| Heading | 60 | Reversion Rate |
Documentation
Definition
The reversion rate and the volatility parameter sigma together describe how the variance is time-based.
Use
Dependencies
Example
History
| Last changed by/on | SAP | 20030514 |
| SAP Release Created in | 200 |
