Table/Structure Field list used by SAP ABAP Function Module RM_HULL_WHITE_ANALYTICAL_INT (Price Calculator Hull White Analyst)
SAP ABAP Function Module 
RM_HULL_WHITE_ANALYTICAL_INT (Price Calculator Hull White Analyst) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
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|
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| 1 |  Table/Structure Field |
SYST - TABIX | ABAP System Field: Row Index of Internal Tables | |
| 2 | Table/Structure Field |
VTVOP_DESCRIPTION - DEADLINE | Time Interval in Fractions of a Year | |
| 3 | Table/Structure Field |
VTVOP_DESCRIPTION - STRIKE | Strike Amount of an Option | |
| 4 | Table/Structure Field |
VTVOP_HW_COUPON - CASHFLOW | Cash Flow in Floating Point Format | |
| 5 | Table/Structure Field |
VTVOP_HW_COUPON - CFKNZ | Cash Flow Indicator | |
| 6 | Table/Structure Field |
VTVOP_HW_COUPON - DISCOUNT | Discount Factor (for Yield Curves) | |
| 7 | Table/Structure Field |
VTVOP_HW_COUPON - DUE_TIME | Time Interval in Fractions of a Year | |
| 8 | Table/Structure Field |
VTVOP_HW_COUPON - FACT_A | Factor for Calculating the Coupon using the Hull-White Model | |
| 9 | Table/Structure Field |
VTVOP_HW_COUPON - FACT_B | Factor for Valuing the Coupon using the Hull-White Model | |
| 10 | Table/Structure Field |
VTVOP_HW_COUPON - FROM_TIME | Time Interval in Fractions of a Year | |
| 11 | Table/Structure Field |
VTVOP_HW_COUPON - PRICE | Price of a Coupon/Option | |
| 12 | Table/Structure Field |
VTVOP_HW_PARAMETER - REVERSE | Mean Reversion for Hull-White | |
| 13 | Table/Structure Field |
VTVOP_HW_PARAMETER - SIGMA | Volatility for Hull-White |
