Table/Structure Field 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 | ![]() |
ATVO0 - VNAME | Volatility Name | SOURCE REFERENCE(I_VOLATILITYNAME) LIKE ATVO0-VNAME |
2 | ![]() |
ATVO0 - VNAME | Volatility Name | |
3 | ![]() |
FTBBMATRIX - IDX1 | Natural number | |
4 | ![]() |
FTBBMATRIX - IDX2 | Natural number | |
5 | ![]() |
FTBBMATRIX - VAL | Values in a Matrix | |
6 | ![]() |
JBD11 - DZINS | Interest rate date | |
7 | ![]() |
JBD11 - IZBAF | Zero bond discounting factor | |
8 | ![]() |
VTVOP_DISCOUNTFACTOR - DISCOUNTFACTOR | Discount Factor (for Yield Curves) | |
9 | ![]() |
VTVOP_DISCOUNTFACTOR - DUE_TIME | Time Interval in Fractions of a Year | |
10 | ![]() |
VTVSZKO - SZENARI | Scenario | SOURCE REFERENCE(I_SZENARIO) LIKE VTVSZKO-SZENARI OPTIONAL |
11 | ![]() |
VTVSZKO - SZENARI | Scenario | |
12 | ![]() |
VTVSZVERL - SZVERLAUF | Scenario progression | |
13 | ![]() |
VTVSZVERL - SZVERLAUF | Scenario progression | SOURCE REFERENCE(I_SEQUENCE) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |