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 | JBR_MAXIMUM_STEPLENGTH | Maximum Permitted Time Step for Discretization Method | SOURCE REFERENCE(I_MAXIMUM_STEPLENGTH) TYPE JBR_MAXIMUM_STEPLENGTH |
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| 2 | JBR_NUMBER_OF_STEPS | Default Number of Steps for Discretization Method | SOURCE REFERENCE(I_NUMBER_OF_STEPS) TYPE JBR_NUMBER_OF_STEPS |
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| 3 | TIME_SPAN | Time Interval in Fractions of a Year | SOURCE REFERENCE(I_HORIZON) TYPE TIME_SPAN |
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