Data Element list used by SAP ABAP Function Module RMMD_CALIBRATE_HW_VOLATILITY (Determines Hull White Volatility Parameters by Calibrating Transaction)
SAP ABAP Function Module RMMD_CALIBRATE_HW_VOLATILITY (Determines Hull White Volatility Parameters by Calibrating Transaction) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Data Element | DATS | Field of type DATS | SOURCE REFERENCE(I_EVALUATIONDATE) TYPE DATS |
2 | Data Element | DATS | Field of type DATS | SOURCE REFERENCE(I_UL_MATURITY) TYPE DATS |
3 | Data Element | JBSZKART | Yield Curve Type | SOURCE REFERENCE(I_IR_CURVETYPE) TYPE JBSZKART |
4 | Data Element | JBWWAER | Currency | SOURCE REFERENCE(I_CURRENCY) TYPE JBWWAER |
5 | Data Element | TB_VOLART | Volatility Type | SOURCE REFERENCE(I_BS_VOLATILITYTYPE) TYPE TB_VOLART |
6 | Data Element | TV_SZENARI | Scenario | SOURCE REFERENCE(I_SZENARIO) LIKE VTVSZKO-SZENARI OPTIONAL |
7 | Data Element | TV_SZVERL | Scenario progression | SOURCE REFERENCE(I_SEQUENCE) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |
8 | Data Element | TV_VNAME | Volatility Name | SOURCE REFERENCE(I_VOLATILITYNAME) LIKE ATVO0-VNAME |