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
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 | 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 |
