Data Element list used by SAP ABAP Function Module RMMD_GET_BS_VOLATILITIES (Read Black Scholes Volatilities for Hull White Calibration)
SAP ABAP Function Module
RMMD_GET_BS_VOLATILITIES (Read Black Scholes Volatilities for Hull White Calibration) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | BAPIOPTION | Selection operator OPTION for range tables | ||
| 2 | BAPISIGN | Inclusion/exclusion criterion SIGN for range tables | ||
| 3 | DATS | Field of type DATS | SOURCE REFERENCE(I_DATE) TYPE DATS |
|
| 4 | JBSZKART | Yield Curve Type | SOURCE REFERENCE(I_IR_CURVETYPE) TYPE JBSZKART |
|
| 5 | JBWWAER | Currency | SOURCE REFERENCE(I_CURRENCY) TYPE JBWWAER |
|
| 6 | RSDSSELOP_ | 'Generic' SELECT-OPTION for Dynamic Selections | ||
| 7 | TB_VOLART | Volatility Type | SOURCE REFERENCE(I_BS_VOLATILITYTYPE) TYPE TB_VOLART |
|
| 8 | TV_MATUL | Volatilities - Underlying Transaction Term | ||
| 9 | TV_MATUL | Volatilities - Underlying Transaction Term | SOURCE REFERENCE(I_RUNTIME_FROM) TYPE TV_MATUL |
|
| 10 | TV_MATUL | Volatilities - Underlying Transaction Term | SOURCE REFERENCE(I_RUNTIME_TO) TYPE TV_MATUL |
|
| 11 | TV_MNYNSS | Volatilities - Moneyness Factor | SOURCE REFERENCE(I_MONEYNESS_TO) TYPE TV_MNYNSS |
|
| 12 | TV_MNYNSS | Volatilities - Moneyness Factor | SOURCE REFERENCE(I_MONEYNESS_FROM) TYPE TV_MNYNSS |