SAP ABAP Table VTVOP_HW_COUPON (Coupon Data for Hull-White)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
Basic Data
Table Category | INTTAB | Structure |
Structure | VTVOP_HW_COUPON | Table Relationship Diagram |
Short Description | Coupon Data for Hull-White |
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 | DUE_TIME | TIME_SPAN | FLTP | 16 | 16 | Time Interval in Fractions of a Year | |||
2 | FROM_TIME | TIME_SPAN | FLTP | 16 | 16 | Time Interval in Fractions of a Year | |||
3 | CASHFLOW | CASHFLOW_FLOAT | FLTP | 16 | 16 | Cash Flow in Floating Point Format | |||
4 | CFKNZ | JBNCFKNZ | JBNCFKNZ | CHAR | 1 | 0 | Cash Flow Indicator | ||
5 | DISCOUNT | DISCOUNTFACTOR | FLTP | 16 | 16 | Discount Factor (for Yield Curves) | |||
6 | FACT_A | TV_FACTA | FLTP | FLTP | 16 | 16 | Factor for Calculating the Coupon using the Hull-White Model | ||
7 | FACT_B | TV_FACTB | FLTP | FLTP | 16 | 16 | Factor for Valuing the Coupon using the Hull-White Model | ||
8 | PRICE | PRICE_FLOAT | FLTP | 16 | 16 | Price of a Coupon/Option | |||
9 | STRIKE | STRIKE_FLOAT | FLTP | 16 | 16 | Strike Amount of an Option |
History
Last changed by/on | SAP | 20030430 |
SAP Release Created in | 200 |