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 | ||