SAP ABAP Data Element TV_CAPLTYP (Interpretation of single/average volatility for cap/floor)
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 | TV_CAPLTYP |
| Short Description | Interpretation of single/average volatility for cap/floor |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_CAPLTYP | |
| Data Type | NUMC | Character string with only digits |
| Length | 2 | |
| Decimal Places | 0 | |
| Output Length | 2 | |
| 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 | 8 | S/A vola |
| Medium | 8 | S/A vola |
| Long | 22 | Single/average vola |
| Heading | 8 | S/A vola |
Documentation
Definition
Indicator for controlling the interpretation of volatilities for
caps and floors. Applicable only to this product category!
- Indicator not set (or set to 00): Volatilitis read from tables are interpreted as individual caplet volatilities. The period maintained in the volatility table are used as period for the caplet. A new volatility is sought for every caplet.
- Indicator set to '01': There is a single volatility for all caplets of a single cap. The period of the volatility is the entire period of the cap.
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
