SAP ABAP Data Element TB_VOLA (Volatility)
Hierarchy
☛
SAP_APPL (Software Component) Logistics and Accounting
⤷
TR (Application Component) Treasury
⤷
FTB_CORE (Package) Former FTB Objects
SAP_APPL (Software Component) Logistics and Accounting⤷
TR (Application Component) Treasury⤷
FTB_CORE (Package) Former FTB Objects
Basic Data
| Data Element | TB_VOLA |
| Short Description | Volatility |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_VOLA | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 11 | |
| Decimal Places | 7 | |
| Output Length | 13 | |
| 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 | 4 | Vola |
| Medium | 11 | Volatility |
| Long | 11 | Volatility |
| Heading | 0 |
Documentation
Definition
Volatility for the price calculator is usually to be understood as an annual value that is shown as a percentage (annual volatility in percentage).
However, the statistics calculator calculates volatility for a predefined level of confidence and a predefined holding period. Furthermore, you store in the statistic type which element category is to be used to calculate the values. The element category then governs whether volatility is a percentage or an absolute value. These volatilites cannot be used for the price calculator. They are used to calculate a parameterized value at risk only.
You use the volatility type to set up different categories of volatility.
History
| Last changed by/on | SAP | 20020124 |
| SAP Release Created in |
