SAP ABAP Function Module RM_MARKET_DATA_VOLA_HW (Interfact to Market Database: HW Volas for Yield Curves)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     ⤷ FTBB (Package) Risk Management Basis

Basic Data

Function Module	RM_MARKET_DATA_VOLA_HW	Interfact to Market Database: HW Volas for Yield Curves
Function Group	RMMD	Risk Management: Market Data
Program Name	SAPLRMMD	Risk Management: Market Data Buffer
INCLUDE Name	LRMMDU37

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	VOLA	TYPE	VTVSZCVO-VOLA		☐	☑	Result Value
Exporting	VOLA_F	TYPE	F		☐	☑
Exporting	MEAN_REV	TYPE	ATVO5-MEAN_REV		☐	☑	Reversion Rate for Hull/White Volatilities
Exporting	MEAN_REV_F	TYPE	F		☐	☑
Importing	AKTDATUM	TYPE	D		☐	☑	Current Date
Importing	HORIZONT	TYPE	D		☐	☑	Date on which to Get Rate
Importing	ENDEDATUM	TYPE	D		☑	☑	Due Date of Instrument
Importing	ENDEUNDER	TYPE	D		☑	☑	Due Data of Underlying
Importing	LFZ_OPTION	TYPE	TB_LFZEIT		☑	☑	Term in Days
Importing	LFZ_UNDER	TYPE	TB_LFZEIT		☑	☑	Term in Days
Importing	MONEYNESS	TYPE	ATVO4-MNYNESS		☑	☑
Importing	VNAME	TYPE	ATVO0-VNAME		☑	☑
Importing	VOLART	TYPE	ATVO1-VOLART		☐	☑
Importing	SZKART	TYPE	JBSZKART		☐	☑	Yield Curve Type
Importing	WAEHRUNG	TYPE	JBWWAER		☐	☑	Currency
Importing	SZENARIO	TYPE	VTVSZKO-SZENARI		☑	☑	Scenario Name
Importing	SHIFTREGEL	TYPE	JBRREG		☑	☑
Importing	SEQUENCE	TYPE	VTVSZVERL-SZVERLAUF		☑	☑
Exception	NO_VALUE	TYPE			☐	☑

Processing Type

☑ Normal Function Module
☐ Remote-Enabled Module	☐ BaseXML supported
☐ Update Module	☑ Start immediately
	☐ Immediate Start, No Restart
	☐ Start Delayed
	☐ Coll.run
☐ JAVA Module Callable from ABAP
☐ Remote-Enabled JAVA Module
☐ Module Callable from JAVA

History

Last changed by/on	SAP	20030327
SAP Release Created in