Data Element list used by SAP ABAP Function Module RM_HW_TREE_ANALYTICAL (Hull-White Trinomial Tree for Options with Analytical Formula in Last Step)
SAP ABAP Function Module RM_HW_TREE_ANALYTICAL (Hull-White Trinomial Tree for Options with Analytical Formula in Last Step) is using
# Object Type Object Name Object Description Note
     
1 Data Element  JBR_MAXIMUM_STEPLENGTH Maximum Permitted Time Step for Discretization Method SOURCE REFERENCE(I_MAXIMUM_STEPLENGTH) TYPE JBR_MAXIMUM_STEPLENGTH
2 Data Element  JBR_NUMBER_OF_STEPS Default Number of Steps for Discretization Method SOURCE REFERENCE(I_NUMBER_OF_STEPS) TYPE JBR_NUMBER_OF_STEPS
3 Data Element  TIME_SPAN Time Interval in Fractions of a Year SOURCE REFERENCE(I_HORIZON) TYPE TIME_SPAN