SAP ABAP Data Element RFTBB_HWCALIBRATION_DATE_TYPE (Date for the Calibration of the Hull-White 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 | RFTBB_HWCALIBRATION_DATE_TYPE |
| Short Description | Date for the Calibration of the Hull-White Model |
Data Type
| Category of Dictionary Type | Direct Type Entry | |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | ||
| Data Type | DATS | Date field (YYYYMMDD) stored as char(8) |
| Length | 8 | |
| Decimal Places | 0 | |
| Output Length | 10 | |
| 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 | 5 | Date |
| Medium | 5 | Date |
| Long | 5 | Date |
| Heading | 5 | Date |
Documentation
Definition
Date for which the system selects the volatility values and the yield curve.
Use
Dependencies
Example
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in | 500 |
