SAP ABAP Data Element TV_VNAME (Volatility Name)
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_VNAME
Short Description Volatility Name  
Data Type
Category of Dictionary Type D   Domain
Type of Object Referenced     No Information
Domain / Name of Reference Type TV_VNAME    
Data Type CHAR   Character String 
Length 15    
Decimal Places 0    
Output Length 15    
Value Table ATVO0    
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 Vola Name 
Medium 15 Volatility Name 
Long 20 Volatility Name 
Heading 16 Volatility Name 
Documentation

Definition

The volatility name is the abstract description for an implicit volatility used in valuing options.

Assignment

Assigning a volatility name to a transaction in Risk Management (risk object) is done using the valuation rule of the relevant risk object in determining evaluation type.

Volatilities

Volatilities in the same volatility name and with the same validity date are kept seperate using volatility profiles.

History
Last changed by/on SAP  20011120 
SAP Release Created in