Table/Structure Field list used by SAP ABAP Function Module RM_COMPUTE_RF_APPEND_TO_BUFFER (Collection and Possible Calculation of Risk Factor Volatilities in Buffer)
SAP ABAP Function Module
RM_COMPUTE_RF_APPEND_TO_BUFFER (Collection and Possible Calculation of Risk Factor Volatilities in Buffer) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATRF - RFNAME | Risk factor name | SOURCE VALUE(I_RFNAME) LIKE ATRF-RFNAME |
|
| 2 | ATRF - RFNAME | Risk factor name | ||
| 3 | ATRFVO - DATAB | Effective from | ||
| 4 | ATRFVO - LFZEIT | Term in Days | ||
| 5 | ATRFVO - RFNAME | Risk factor name | ||
| 6 | ATRFVO - SIGMA | Volatility | ||
| 7 | ATRFVO - VOLART | Volatility Type | ||
| 8 | ATWVO - DATAB | Effective from | ||
| 9 | ATWVO - VOLART | Volatility Type | ||
| 10 | VTVRFVOLA - LFZEIT | Term in days, NUMC domains | ||
| 11 | VTVRFVOLA - VOLART | Volatility Type | ||
| 12 | VTVRFVOLA - VOLA | Volatility | ||
| 13 | VTVRFVOLA - SZENARI | Scenario | ||
| 14 | VTVRFVOLA - RFNAME | Risk factor name | ||
| 15 | VTVRFVOLA - FOUNDDAT | Date on which actual data found | ||
| 16 | VTVRFVOLA - DKOND | Yield curve date | ||
| 17 | VTVSZKO - SZENARI | Scenario | ||
| 18 | VTVSZKO - SZENARI | Scenario | SOURCE VALUE(I_SZENARIO) LIKE VTVSZKO-SZENARI |
|
| 19 | VTVWVOLA - DKOND | Yield curve date | ||
| 20 | VTVWVOLA - DKOND | Yield curve date | SOURCE VALUE(I_KONDDATUM) LIKE VTVWVOLA-DKOND |
|
| 21 | VTVWVOLA - VOLART | Volatility Type | ||
| 22 | VTVWVOLA - VOLART | Volatility Type | SOURCE VALUE(I_VOLART) LIKE VTVWVOLA-VOLART |