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 |
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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 | |