SAP ABAP Data Element RFTBB_MAXIMUM_ITERATIONSCOUNT (Maximum Number of Iterations)
Hierarchy
☛ 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_MAXIMUM_ITERATIONSCOUNT
Short Description Maximum Number of Iterations  
Data Type
Category of Dictionary Type     Direct Type Entry
Type of Object Referenced     No Information
Domain / Name of Reference Type      
Data Type INT4   4-byte integer, integer number with sign 
Length 10    
Decimal Places 0    
Output Length 11    
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 Max.Itera. 
Medium 16 Max. No. Itertn 
Long 31 Maximum Number of Iterations 
Heading 31 Maximum Number of Iterations 
Documentation

Definition

Use

The system uses the following criteria when calibrating the Hull-White interest structure model to determine when processing is terminated:

  1. When the maximum number of iterations is reached.
  2. When the maximum value for the chi merit function is reached, or when the maximum value for the chi function change from the penultimate to the final iteration step is reached.

The system, therefore, terminates processing if the number of iterations reaches the maximum number permitted. If you do not specify a maximum number of steps, the system terminates processing when the second condition above is met.

Note: In certain cases, the actual number of iterations can exceed the specified maximum number by 2.

Dependencies

Example

History
Last changed by/on SAP  20040819 
SAP Release Created in 500