Table/Structure Field 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 | SYST - INDEX | ABAP System Field: Loop Index | ||
| 2 | SYST - TABIX | ABAP System Field: Row Index of Internal Tables | ||
| 3 | VTVFGOP01 - SOPTAUS | Exercise type (American or European) | ||
| 4 | VTVFGOP01 - SPUTCALL | Put/Call Indicator for Options | ||
| 5 | VTVFGOP08 - SOPTAUS | Exercise type (American or European) | ||
| 6 | VTVFGOP08 - SPUTCALL | Put/Call Indicator for Options | ||
| 7 | VTVOP_DESCRIPTION - DEADLINE | Time Interval in Fractions of a Year | ||
| 8 | VTVOP_DESCRIPTION - EXERCISELAG | Time Interval in Fractions of a Year | ||
| 9 | VTVOP_DESCRIPTION - SOPTAUS | Exercise type (American or European) | ||
| 10 | VTVOP_DESCRIPTION - SPUTCALL | Put/Call Indicator for Options | ||
| 11 | VTVOP_DESCRIPTION - STRIKE | Strike Amount of an Option | ||
| 12 | VTVOP_FIX_CF - CASHFLOW | Cash Flow in Floating Point Format | ||
| 13 | VTVOP_FIX_CF - DUE_TIME | Time Interval in Fractions of a Year | ||
| 14 | VTVOP_FIX_CF - FROM_TIME | Time Interval in Fractions of a Year |