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 |