SAP ABAP Data Element TV_PROFIL (Volatility Pofile)

Hierarchy

☛ SAP_APPL (Software Component) Logistics and Accounting
   ⤷ TR (Application Component) Treasury
     ⤷ FTDF (Package) Treasury: Datafeed TR-TM-TM-TO-DF

Basic Data

Data Element	TV_PROFIL
Short Description	Volatility Pofile

Data Type

Category of Dictionary Type	D	Domain
Type of Object Referenced		No Information
Domain / Name of Reference Type	TV_PROFIL
Data Type	CHAR	Character String
Length	15
Decimal Places	0
Output Length	15
Value Table	ATVO4

Further Characteristics

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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 Prof.
Medium	15	Vola Profile
Long	20	Volatility Pofile
Heading	18	Volatility Profile

Documentation

Definition

Volatility profiles control the properties of the volatility values for each volatility.

The following properties are distinguished:

1. option term
2. underlying term
3. moneyness of the option

Volatility profiles can not be maintained independent of their superordinated volatilities!

History

Last changed by/on	SAP	20011120
SAP Release Created in