Table/Structure Field 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 | ADD_VOLA - MEAN_REV | Reversion Rate for Yield Curve Model | SOURCE VALUE(MEAN_REV) LIKE ATVO5-MEAN_REV |
|
| 2 | ADD_VOLA - MEAN_REV | Reversion Rate for Yield Curve Model | ||
| 3 | ATRF - RFNAME | Risk factor name | ||
| 4 | ATVO0 - VNAME | Volatility Name | SOURCE VALUE(VNAME) LIKE ATVO0-VNAME OPTIONAL |
|
| 5 | ATVO0 - VNAME | Volatility Name | ||
| 6 | ATVO1 - VOLART | Volatility Type | SOURCE VALUE(VOLART) LIKE ATVO1-VOLART |
|
| 7 | ATVO1 - VOLART | Volatility Type | ||
| 8 | ATVO4 - MNYNESS | Volatilities - Moneyness Factor | SOURCE VALUE(MONEYNESS) LIKE ATVO4-MNYNESS OPTIONAL |
|
| 9 | ATVO4 - MNYNESS | Volatilities - Moneyness Factor | ||
| 10 | ATVO5 - VOLA | Volatility | ||
| 11 | ATVO5 - MEAN_REV | Reversion Rate for Yield Curve Model | SOURCE VALUE(MEAN_REV) LIKE ATVO5-MEAN_REV |
|
| 12 | ATVO5 - MEAN_REV | Reversion Rate for Yield Curve Model | ||
| 13 | JBRSZRUL - USZKART | Yield Curve Type | ||
| 14 | JBRSZRUL - USZKCURR | Currency | ||
| 15 | VTVMDSVO - ULTYPE | Category of Underlying | ||
| 16 | VTVMDSVO - USZKART | Yield Curve Type | ||
| 17 | VTVMDSVO - USZKCURR | Currency | ||
| 18 | VTVMDSVO - VNAME | Volatility Name | ||
| 19 | VTVMDSVO - VOLART | Volatility Type | ||
| 20 | VTVSZCVO - VOLA | Volatility | ||
| 21 | VTVSZCVO - VOLA | Volatility | SOURCE VALUE(VOLA) LIKE VTVSZCVO-VOLA |
|
| 22 | VTVSZKO - SZENARI | Scenario | SOURCE VALUE(SZENARIO) LIKE VTVSZKO-SZENARI OPTIONAL |
|
| 23 | VTVSZVERL - SZVERLAUF | Scenario progression | SOURCE VALUE(SEQUENCE) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |