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 |