SAP ABAP Data Element FTBB_MDG_MEANREV (Reversion Rate)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
Basic Data
Data Element | FTBB_MDG_MEANREV |
Short Description | Reversion Rate |
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 | 7 | RevRate |
Medium | 14 | Reversion Rate |
Long | 20 | Reversion Rate |
Heading | 14 | Reversion Rate |
Documentation
Definition
Specifies the extent to which the price parameter tends towards the long-term average.
Use
Dependencies
Example
In the market data generator, you use the reversion rate as a start parameter for the simulation of exchange rates. This assumes that in the long term, real rates tend towards a constant exchange rate, but due to volatility on the currency markets, they deviate from the equilibrium. The greater the reversion rate, the smaller the deviation from the equilibrium.
History
Last changed by/on | SAP | 20040819 |
SAP Release Created in | 500 |