SAP ABAP Data Element TV_VNAME (Volatility Name)
Hierarchy
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SAP_APPL (Software Component) Logistics and Accounting
⤷ TR (Application Component) Treasury
⤷ FTDF (Package) Treasury: Datafeed TR-TM-TM-TO-DF
⤷ 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 |