SAP ABAP Data Element TV_HWVOLAM (Volatility Type for Yield Curve Model, Middle Rate)
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 | TV_HWVOLAM |
| Short Description | Volatility Type for Yield Curve Model, Middle Rate |
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 | Middle |
| Medium | 20 | Middle |
| Long | 39 | Volatility Type for YC Model, Middle |
| Heading | 46 | Volatility Type for Yield Curve Model, Middle |
Documentation
Definition
Is used in the Hull-White yield curve model for valuing options on interest rate transactions.
Use
Dependencies
Example
History
| Last changed by/on | SAP | 20030326 |
| SAP Release Created in | 200 |
