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 | DATS | Field of type DATS | SOURCE REFERENCE(I_EVALUATIONDATE) TYPE DATS |
|
| 2 | DATS | Field of type DATS | SOURCE REFERENCE(I_UL_MATURITY) TYPE DATS |
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| 3 | JBSZKART | Yield Curve Type | SOURCE REFERENCE(I_IR_CURVETYPE) TYPE JBSZKART |
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| 4 | JBWWAER | Currency | SOURCE REFERENCE(I_CURRENCY) TYPE JBWWAER |
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| 5 | TB_VOLART | Volatility Type | SOURCE REFERENCE(I_BS_VOLATILITYTYPE) TYPE TB_VOLART |
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| 6 | TV_SZENARI | Scenario | SOURCE REFERENCE(I_SZENARIO) LIKE VTVSZKO-SZENARI OPTIONAL |
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| 7 | TV_SZVERL | Scenario progression | SOURCE REFERENCE(I_SEQUENCE) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |
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| 8 | TV_VNAME | Volatility Name | SOURCE REFERENCE(I_VOLATILITYNAME) LIKE ATVO0-VNAME |
|