SAP ABAP Data Element TV_VEGA (Vega, 1st Volatility Derivative)
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_VEGA |
| Short Description | Vega, 1st Volatility Derivative |
Data Type
| Category of Dictionary Type | D | Domain |
| Type of Object Referenced | No Information | |
| Domain / Name of Reference Type | T_SENSI | |
| Data Type | DEC | Counter or amount field with comma and sign |
| Length | 15 | |
| Decimal Places | 10 | |
| Output Length | 18 | |
| 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 | Vega |
| Medium | 15 | Vega |
| Long | 20 | Vega (Kappa) |
| Heading | 5 | Vega |
Documentation
Definition
When the volatility rises by 1/100, the premium changes by the VEGA value.
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in |
