Table/Structure Field 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 | FTBB_VOLATILITY - MATUROP | Volatilities - Option Term | ||
| 2 | FTBB_VOLATILITY - MATURUL | Volatilities - Underlying Transaction Term | ||
| 3 | FTBB_VOLATILITY - PROFIL | Volatility Pofile | ||
| 4 | FTBB_VOLATILITY - VNAME | Volatility Name | ||
| 5 | JBD14 - SZKART | Yield Curve Type | ||
| 6 | JBD14 - WWAER | Currency | ||
| 7 | JBD15 - REFERENZ | Reference Interest Rate | ||
| 8 | V_DB_ATVO61 - DATAB | Volatilities - Valid from Date | ||
| 9 | V_DB_ATVO61 - MNYNESS | Volatilities - Moneyness Factor | ||
| 10 | V_DB_ATVO61 - SZSREF | Reference Interest Rate | ||
| 11 | V_DB_ATVO61 - VOLART | Volatility Type |