Data Element list used by SAP ABAP Function Module RM_MM_CONVEXITY_ADJUSTMENT (Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps)
SAP ABAP Function Module
RM_MM_CONVEXITY_ADJUSTMENT (Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | JBIGKM | Par rate | SOURCE VALUE(FORWARD_RATE) LIKE JBD11-IGKM |
|
| 2 | JBIGKM | Par rate | SOURCE VALUE(ADJ_RATE) LIKE JBD11-IGKM |
|
| 3 | SZSREF | Reference Interest Rate | SOURCE VALUE(SZSREF) LIKE JBRBEWEG-SZSREF |
|
| 4 | TB_VOLA | Volatility | SOURCE VALUE(FOUND_VOLA) LIKE ATZVO-VOLA |
|
| 5 | TB_VOLA | Volatility | SOURCE VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL |
|
| 6 | TFMATAGE | Number of Days | SOURCE VALUE(LAUFZ_TAGE) LIKE VTBBEWE-ATAGE |
|
| 7 | TV_SZENARI | Scenario | SOURCE VALUE(SZENAME) LIKE VTVSZZINS-SZENARI DEFAULT ' ' |
|
| 8 | TV_SZVERL | Scenario progression | SOURCE VALUE(SZVERLAUF) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |
|
| 9 | XFELD | Checkbox | ||