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 | Data Element | BAPIOPTION | Selection operator OPTION for range tables | |
2 | Data Element | BAPISIGN | Inclusion/exclusion criterion SIGN for range tables | |
3 | Data Element | DATS | Field of type DATS | SOURCE REFERENCE(I_DATE) TYPE DATS |
4 | Data Element | JBSZKART | Yield Curve Type | SOURCE REFERENCE(I_IR_CURVETYPE) TYPE JBSZKART |
5 | Data Element | JBWWAER | Currency | SOURCE REFERENCE(I_CURRENCY) TYPE JBWWAER |
6 | Data Element | RSDSSELOP_ | 'Generic' SELECT-OPTION for Dynamic Selections | |
7 | Data Element | TB_VOLART | Volatility Type | SOURCE REFERENCE(I_BS_VOLATILITYTYPE) TYPE TB_VOLART |
8 | Data Element | TV_MATUL | Volatilities - Underlying Transaction Term | |
9 | Data Element | TV_MATUL | Volatilities - Underlying Transaction Term | SOURCE REFERENCE(I_RUNTIME_FROM) TYPE TV_MATUL |
10 | Data Element | TV_MATUL | Volatilities - Underlying Transaction Term | SOURCE REFERENCE(I_RUNTIME_TO) TYPE TV_MATUL |
11 | Data Element | TV_MNYNSS | Volatilities - Moneyness Factor | SOURCE REFERENCE(I_MONEYNESS_TO) TYPE TV_MNYNSS |
12 | Data Element | TV_MNYNSS | Volatilities - Moneyness Factor | SOURCE REFERENCE(I_MONEYNESS_FROM) TYPE TV_MNYNSS |