SAP ABAP Data Element RFTBB_HWCALIBRATION_RUNTIME_TY (Entire Term for Hull-White Calibration)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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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_RUNTIME_TY |
| Short Description | Entire Term for Hull-White Calibration |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | RFTBB_HWCALIBRATION_RUNTIME_DO | |
| Data Type | INT2 | 2-byte integer, only for length field before LCHR or LRAW |
| Length | 5 | |
| Decimal Places | 0 | |
| Output Length | 5 | |
| 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 | Term |
| Medium | 15 | Entire Term |
| Long | 25 | Total Term in Days |
| Heading | 30 | Total Term in Days |
Documentation
Definition
Total term defined as the total of the term of the option and the term of the underlying in days.
Use
The system only includes volatility values in the selection of implied Black-Scholes volatilities whose total term is within the specified interval.
Dependencies
Example
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in | 500 |
