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