SAP ABAP Data Element JBROPTDELT (Delta of an Option)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ IS-B-SA-ALM (Application Component) Asset/Liability Management
     ⤷ JBRA (Package) Risk Management: Asset/Liability Management

Basic Data

Data Element	JBROPTDELT
Short Description	Delta of an Option

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	DEC1_9
Data Type	DEC	Counter or amount field with comma and sign
Length	10
Decimal Places	9
Output Length	11
Value Table

Further Characteristics

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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	Delta
Medium	20	Delta of an Option
Long	25	Delta of an Option
Heading	25	Delta of an Option

Documentation

Definition

The delta of an option is required for position analysis within gap evaluations when the delta-weighted option volume is to be taken into account.

History

Last changed by/on	SAP	20030430
SAP Release Created in