SAP ABAP Data Element TV_GAMMA (Gamma, 2nd derivation of premium based on underlying rate)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
| Data Element | TV_GAMMA |
| Short Description | Gamma, 2nd derivation of premium based on underlying rate |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_GAMMA | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 14 | |
| Decimal Places | 8 | |
| Output Length | 17 | |
| 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 | Gamma |
| Medium | 15 | Gamma |
| Long | 20 | Gamma |
| Heading | 5 | Gamma |
Documentation
Definition
If the spot rate rises by one unit, the DELTA changes by GAMMA * one unit.
History
| Last changed by/on | SAP | 20020219 |
| SAP Release Created in |
