SAP ABAP Data Element RFTBB_HWCALIBRATION_FIXPAR_TY (Fix the Parameters for the Calibration of 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_FIXPAR_TY |
| Short Description | Fix the Parameters for the Calibration of Hull-White Model |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | FLAG | |
| Data Type | CHAR | Character String |
| Length | 1 | |
| Decimal Places | 0 | |
| Output Length | 1 | |
| 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 | 10 | Fix Para. |
| Medium | 18 | Fix Parameters |
| Long | 18 | Fix Parameters |
| Heading | 18 | Fix Parameters |
Documentation
Definition
Use
You use this indicator to determine if the system changes one of the sigma and reversion rate parameters during calibration. The system sets the selected parameter to the start value. This cannot be changed.
Dependencies
Example
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in | 500 |
