Table 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 | ATVO0 | Volatilities - Definition of Volatility Name | SOURCE REFERENCE(I_VOLATILITYNAME) LIKE ATVO0-VNAME |
2 | Table | FTBBMATRIX | Matrix | |
3 | Table | JBD11 | IS-B: Extended interest rate table | |
4 | Table | JBRREG | Rule Structure for Simulation Analyses | |
5 | Table | JBRREG | Rule Structure for Simulation Analyses | SOURCE REFERENCE(I_SHIFTREGEL) LIKE JBRREG OPTIONAL |
6 | Table | VTVOP_DISCOUNTFACTOR | Discount Factors | |
7 | Table | VTVSZKO | Scenario Header Table | SOURCE REFERENCE(I_SZENARIO) LIKE VTVSZKO-SZENARI OPTIONAL |
8 | Table | VTVSZVERL | Scenario Progression: List of Scenarios and Validity Dates | SOURCE REFERENCE(I_SEQUENCE) LIKE VTVSZVERL-SZVERLAUF OPTIONAL |