SAP ABAP Data Element TV_STDECAY (Decay factor for statistic calculator)
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_STDECAY |
| Short Description | Decay factor for statistic calculator |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | TV_STDECAY_D | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 10 | |
| Decimal Places | 9 | |
| Output Length | 11 | |
| 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 | decay |
| Medium | 15 | Decay factor |
| Long | 20 | Decay factor |
| Heading | 12 | Decay factor |
Documentation
Definition
By entering a decay factor, you create an exponential weighting such that older market prices are weighted less than newer ones in the evaluation. Note the following relationships for the decay factor d and the weightings g(i) of historical time period i:
- Decay factor is between o and 1
- Sum of the weightings is 1
- Weightings g(i) are calculated as (1-d)*d exp i.
History
| Last changed by/on | SAP | 20020124 |
| SAP Release Created in |
