SAP ABAP Program RFTBB_HWCALIBRATION2 (Calibration of Hull-White Yield Curve Model)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
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
| Program | RFTBB_HWCALIBRATION2 | Calibration of Hull-White Yield Curve Model |
| Program Type | 1 | Executable program |
Attributes
| Status | ||
| Application | ||
| Authorization Group | ||
| Logical database | ||
| Selection screen | ||
| Editor lock | Fixed point arithmetic | |
| Unicode checks active | Start using variant |
Transaction Code
| # | Transaction Code | Short Description |
|---|---|---|
| 1 | RMHWCAL |
Calibration of the Hull-White Model |
Screens
| # | Screen | Short Description |
|---|---|---|
| 1 | 0100 | Output for Individual Calibration |
| 2 | 0200 | Output for Serial Calibration |
| 3 | 1000 | SEL_SCREEN 1000 INFO:170000300000000000000000000094391807495 |
GUI Status
| # | GUI Status | Short Description |
|---|---|---|
| 1 | STATUS_0100 | STATUS_0100 |
GUI Title
| # | GUI Title | Short Description |
|---|---|---|
| 1 | TITLE_0100 | Result of Hull-White Calibration for a Data Record |
| 2 | TITLE_0200 | Results of Hull-White Calibration (> 1 Data Record) |
History
| Last changed by/on | SAP | 20040819 |
| SAP Release Created in | 500 |
