SAP ABAP Table FTBB_VOLATILITY (Structure for Volatilities in Central Volatility Database)
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
| Table Category | INTTAB | Structure |
| Structure | FTBB_VOLATILITY |
Table Relationship Diagram 
|
| Short Description | Structure for Volatilities in Central Volatility Database |
Delivery and Maintenance
| Pool/cluster | ||
| Delivery Class | ||
| Data Browser/Table View Maintenance | Display/Maintenance Allowed with Restrictions |
Components
 |
Field | Key | Data Element | Domain | Data Type |
Length | Decimal Places |
Short Description | Check table |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  VOLDAT |
TV_VOLDAT | DATUM | DATS | 8 | 0 | Volatilities - Valid from Date | ||
| 2 | VOLART |
TB_VOLART | T_VOLART | CHAR | 3 | 0 | Volatility Type | * | |
| 3 | VNAME |
TV_VNAME | TV_VNAME | CHAR | 15 | 0 | Volatility Name | * | |
| 4 | PROFIL |
TV_PROFIL | TV_PROFIL | CHAR | 15 | 0 | Volatility Pofile | * | |
| 5 | MATUROP |
TV_MATOP | TV_LFZ | INT2 | 5 | 0 | Volatilities - Option Term | ||
| 6 | MATURUL |
TV_MATUL | TV_LFZ | INT2 | 5 | 0 | Volatilities - Underlying Transaction Term | ||
| 7 | MNYNESS |
TV_MNYNSS | TV_MNYNSS | DEC | 7 | 5 | Volatilities - Moneyness Factor | ||
| 8 | VOLA |
TV_VOLA | TV_VOLA | DEC | 11 | 7 | Volatility | ||
| 9 | MEAN_REV |
FTBB_DTE_MEANREV | RM_VOLAMEANREV | DEC | 16 | 8 | Reversion Rate for Yield Curve Model |
History
| Last changed by/on | SAP | 20130529 |
| SAP Release Created in | 500 |
