Data Element list used by SAP ABAP Function Module RMMD_GET_HW_VOLATILITY (Read Start Values for Calibration of Hull White Model)
SAP ABAP Function Module RMMD_GET_HW_VOLATILITY (Read Start Values for Calibration of Hull White Model) is using
# Object Type Object Name Object Description Note
     
1 Data Element  DATS Field of type DATS SOURCE REFERENCE(I_DATE) TYPE DATS
2 Data Element  JBSZKART Yield Curve Type SOURCE REFERENCE(I_IR_CURVETYPE) TYPE JBSZKART
3 Data Element  JBWWAER Currency SOURCE REFERENCE(I_CURRENCY) TYPE JBWWAER
4 Data Element  TB_VOLART Volatility Type SOURCE REFERENCE(I_HW_VOLATILITYTYPE) TYPE TB_VOLART
5 Data Element  TV_MATOP Volatilities - Option Term SOURCE REFERENCE(I_MATURITY) TYPE TV_MATOP
6 Data Element  TV_MATUL Volatilities - Underlying Transaction Term SOURCE REFERENCE(I_RUNTIME) TYPE TV_MATUL
7 Data Element  TV_MNYNSS Volatilities - Moneyness Factor SOURCE REFERENCE(I_STRIKE_RATE) TYPE TV_MNYNSS
8 Data Element  TV_VNAME Volatility Name
9 Data Element  TV_VOLDAT Volatilities - Valid from Date