Table/Structure Field 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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|
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| 1 |  Table/Structure Field |
ATZVO - VOLA | Volatility | SOURCE VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL |
| 2 | Table/Structure Field |
ATZVO - VOLA | Volatility | SOURCE VALUE(FOUND_VOLA) LIKE ATZVO-VOLA |
| 3 | Table/Structure Field |
ATZVO - VOLA | Volatility | |
| 4 | Table/Structure Field |
JBD11 - DKOND | Yield curve date | |
| 5 | Table/Structure Field |
JBD11 - DZINS | Interest rate date | |
| 6 | Table/Structure Field |
JBD11 - IGKM | Par rate | SOURCE VALUE(FORWARD_RATE) LIKE JBD11-IGKM |
| 7 | Table/Structure Field |
JBD11 - IGKM | Par rate | SOURCE VALUE(ADJ_RATE) LIKE JBD11-IGKM |
| 8 | Table/Structure Field |
JBD11 - IGKM | Par rate | |
| 9 | Table/Structure Field |
JBD14 - SZKART | Yield Curve Type | |
| 10 | Table/Structure Field |
JBD14 - WWAER | Currency | |
| 11 | Table/Structure Field |
JBDCFLOW - BZSBTR | Flow amount within cash flow | |
| 12 | Table/Structure Field |
JBDCFLOW - DZSBEW | Funds flow date within cash flow | |
| 13 | Table/Structure Field |
JBDCFLOW - SVORZE | +/- sign in funds flow | |
| 14 | Table/Structure Field |
JBDCFLOW - WWAERS | Currency | |
| 15 | Table/Structure Field |
JBRBEWEG - SZSREF | Reference Interest Rate | SOURCE VALUE(SZSREF) LIKE JBRBEWEG-SZSREF |
| 16 | Table/Structure Field |
JBRBEWEG - SZSREF | Reference Interest Rate | |
| 17 | Table/Structure Field |
JBRMSEG - SVOLART | Volatility Type for Convexity Adjustment | |
| 18 | Table/Structure Field |
JBRREG - REGELID | Market Data Shift Rule in Risk Management | |
| 19 | Table/Structure Field |
SYST - DATUM | ABAP System Field: Current Date of Application Server | |
| 20 | Table/Structure Field |
VTBBEWE - ATAGE | Number of Days | SOURCE VALUE(LAUFZ_TAGE) LIKE VTBBEWE-ATAGE |
| 21 | Table/Structure Field |
VTBBEWE - ATAGE | Number of Days | |
| 22 | Table/Structure Field |
VTVSZIVO - VOLA | Volatility | |
| 23 | Table/Structure Field |
VTVSZVERL - SZVERLAUF | Scenario progression | |
| 24 | Table/Structure Field |
VTVSZVERL - SZVERLAUF | Scenario progression | SOURCE VALUE(SZVERLAUF) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |
| 25 | Table/Structure Field |
VTVSZZINS - SZENARI | Scenario | |
| 26 | Table/Structure Field |
VTVSZZINS - SZENARI | Scenario | SOURCE VALUE(SZENAME) LIKE VTVSZZINS-SZENARI DEFAULT ' ' |
| 27 | Table/Structure Field |
VTV_SOPYC - SZKART | Yield Curve Type | |
| 28 | Table/Structure Field |
VTV_SOPYC - WAERS | Currency Key |
