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