SAP ABAP Table VTVOP_HW_PARAMETER (Hull-White Parameters)
Hierarchy
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EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
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FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
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FTBB (Package) Risk Management Basis

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Basic Data
Table Category | INTTAB | Structure |
Structure | VTVOP_HW_PARAMETER |
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Short Description | Hull-White Parameters |
Delivery and Maintenance
Pool/cluster | ||
Delivery Class | ||
Data Browser/Table View Maintenance | Display/Maintenance Allowed with Restrictions |
Components
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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 |