SAP ABAP Data Element TB_SIGMA (Volatility for Hull-White)
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 | TB_SIGMA |
| Short Description | Volatility for Hull-White |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | FLTP | |
| Data Type | FLTP | Floating point number, accurate to 8 bytes |
| Length | 16 | |
| Decimal Places | 16 | |
| Output Length | 22 | |
| 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 | 7 | HW Vol. |
| Medium | 7 | HW Vol. |
| Long | 22 | Hull-White Volatility |
| Heading | 7 | HW Vol. |
History
| Last changed by/on | SAP | 20030326 |
| SAP Release Created in | 200 |
