SAP ABAP Table VTVOP_HW_PARAMETER (Hull-White Parameters)
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
| Table Category | INTTAB | Structure |
| Structure | VTVOP_HW_PARAMETER |
|
| Short Description | Hull-White Parameters |
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 | |
TB_SIGMA | FLTP | FLTP | 16 | 16 | Volatility for Hull-White | ||
| 2 | |
TB_REVERSE | FLTP | FLTP | 16 | 16 | Mean Reversion for Hull-White |
History
| Last changed by/on | SAP | 20030326 |
| SAP Release Created in | 200 |