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