Table/Structure Field list used by SAP ABAP Function Module RM_MD_VOLA_IR_READ_SEQUENCE (Interpolate Interest Volatilities from Scenario Flow)
SAP ABAP Function Module
RM_MD_VOLA_IR_READ_SEQUENCE (Interpolate Interest Volatilities from Scenario Flow) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATVO0 - VNAME | Volatility Name | ||
| 2 | ATVO0 - VNAME | Volatility Name | SOURCE VALUE(VNAME) LIKE ATVO0-VNAME OPTIONAL |
|
| 3 | ATVO1 - VOLART | Volatility Type | ||
| 4 | ATVO1 - VOLART | Volatility Type | SOURCE VALUE(VOLART) LIKE ATVO1-VOLART |
|
| 5 | ATVO4 - MNYNESS | Volatilities - Moneyness Factor | ||
| 6 | ATVO4 - MNYNESS | Volatilities - Moneyness Factor | SOURCE VALUE(MONEYNESS) LIKE ATVO4-MNYNESS OPTIONAL |
|
| 7 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 8 | JBRREG - REGELTYP | Rule Category for Shift Rule | ||
| 9 | T056R - REFERENZ | Reference Interest Rate | SOURCE VALUE(SZSREF) LIKE T056R-REFERENZ |
|
| 10 | T056R - REFERENZ | Reference Interest Rate | ||
| 11 | VTVSZIVO - VOLA | Volatility | ||
| 12 | VTVSZIVO - VOLA | Volatility | SOURCE VALUE(VOLA) LIKE VTVSZIVO-VOLA |
|
| 13 | VTVSZVERL - DATUM | Validity Date of Scenario | ||
| 14 | VTVSZVERL - REGELID | Market Data Shift Rule in Risk Management | ||
| 15 | VTVSZVERL - SZENARIO | Scenario | ||
| 16 | VTVSZVERL - SZVERLAUF | Scenario progression | SOURCE VALUE(SEQUENCE) LIKE VTVSZVERL-SZVERLAUF |
|
| 17 | VTVSZVERL - SZVERLAUF | Scenario progression | ||
| 18 | VTVSZVERL - USE_RL | Use Shift | ||
| 19 | VTVSZVERL01 - REGELID | Market Data Shift Rule in Risk Management | ||
| 20 | VTVSZVERL01 - USE_RL | Use Shift |