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 |