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 | ![]() |
DATS | Field of type DATS | SOURCE REFERENCE(I_DATE) TYPE DATS |
2 | ![]() |
JBSZKART | Yield Curve Type | SOURCE REFERENCE(I_IR_CURVETYPE) TYPE JBSZKART |
3 | ![]() |
JBWWAER | Currency | SOURCE REFERENCE(I_CURRENCY) TYPE JBWWAER |
4 | ![]() |
TB_VOLART | Volatility Type | SOURCE REFERENCE(I_HW_VOLATILITYTYPE) TYPE TB_VOLART |
5 | ![]() |
TV_MATOP | Volatilities - Option Term | SOURCE REFERENCE(I_MATURITY) TYPE TV_MATOP |
6 | ![]() |
TV_MATUL | Volatilities - Underlying Transaction Term | SOURCE REFERENCE(I_RUNTIME) TYPE TV_MATUL |
7 | ![]() |
TV_MNYNSS | Volatilities - Moneyness Factor | SOURCE REFERENCE(I_STRIKE_RATE) TYPE TV_MNYNSS |
8 | ![]() |
TV_VNAME | Volatility Name | |
9 | ![]() |
TV_VOLDAT | Volatilities - Valid from Date | |