Data Element list used by SAP ABAP Function Module RM_MARKET_DATA_VOLA_HW (Interfact to Market Database: HW Volas for Yield Curves)
SAP ABAP Function Module
RM_MARKET_DATA_VOLA_HW (Interfact to Market Database: HW Volas for Yield Curves) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | FTBB_DTE_MEANREV | Reversion Rate for Yield Curve Model | SOURCE VALUE(MEAN_REV) LIKE ATVO5-MEAN_REV |
|
| 2 | JBSZKART | Yield Curve Type | SOURCE VALUE(SZKART) TYPE JBSZKART |
|
| 3 | JBWWAER | Currency | SOURCE VALUE(WAEHRUNG) TYPE JBWWAER |
|
| 4 | TB_LFZEIT | Term in Days | SOURCE VALUE(LFZ_OPTION) TYPE TB_LFZEIT OPTIONAL |
|
| 5 | TB_LFZEIT | Term in Days | SOURCE VALUE(LFZ_UNDER) TYPE TB_LFZEIT OPTIONAL |
|
| 6 | TB_VOLA | Volatility | SOURCE VALUE(VOLA) LIKE VTVSZCVO-VOLA |
|
| 7 | TB_VOLART | Volatility Type | SOURCE VALUE(VOLART) LIKE ATVO1-VOLART |
|
| 8 | TV_MNYNSS | Volatilities - Moneyness Factor | SOURCE VALUE(MONEYNESS) LIKE ATVO4-MNYNESS OPTIONAL |
|
| 9 | TV_SZENARI | Scenario | SOURCE VALUE(SZENARIO) LIKE VTVSZKO-SZENARI OPTIONAL |
|
| 10 | TV_SZVERL | Scenario progression | SOURCE VALUE(SEQUENCE) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |
|
| 11 | TV_VNAME | Volatility Name | SOURCE VALUE(VNAME) LIKE ATVO0-VNAME OPTIONAL |