SAP ABAP Data Element TB_SVOLART (Volatility Type for Convexity Adjustment)
Hierarchy
SAP_APPL (Software Component) Logistics and Accounting
   TR (Application Component) Treasury
     FTB_CORE (Package) Former FTB Objects
Basic Data
Data Element TB_SVOLART
Short Description Volatility Type for Convexity Adjustment  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type T_VOLART    
Data Type CHAR   Character String 
Length 3    
Decimal Places 0    
Output Length 3    
Value Table ATVO1    
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 Vola.Type 
Medium 15 Vol.Type CvxAdj 
Long 20 Vol.Type Cnvx. Adj. 
Heading  
Documentation

Definition

Financial transactions with a variable rate period not equal to the interest rate period, must be calculated with an adjustment. You need the variable rate volatility to do this. Its type is fixed with this parameter.

History
Last changed by/on SAP  19970708 
SAP Release Created in