Table/Structure Field 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 | ATVO4 - MATURUL | Volatilities - Underlying Transaction Term | ||
| 2 | ATVO4 - MNYNESS | Volatilities - Moneyness Factor | ||
| 3 | ATVO4 - PROFIL | Volatility Pofile | ||
| 4 | ATVO4 - VNAME | Volatility Name | ||
| 5 | ATVO4 - MATUROP | Volatilities - Option Term | ||
| 6 | ATVO5 - VOLDAT | Volatilities - Valid from Date | ||
| 7 | ATVO5 - VOLART | Volatility Type | ||
| 8 | ATVO5 - VNAME | Volatility Name | ||
| 9 | ATVO5 - PROFIL | Volatility Pofile | ||
| 10 | ATVO65 - SZKART | Yield Curve Type | ||
| 11 | ATVO65 - VNAME | Volatility Name | ||
| 12 | ATVO65 - WWAER | Currency | ||
| 13 | FTBB_VOLATILITY - MATUROP | Volatilities - Option Term | ||
| 14 | FTBB_VOLATILITY - MATURUL | Volatilities - Underlying Transaction Term | ||
| 15 | FTBB_VOLATILITY - MNYNESS | Volatilities - Moneyness Factor | ||
| 16 | FTBB_VOLATILITY - PROFIL | Volatility Pofile | ||
| 17 | FTBB_VOLATILITY - VNAME | Volatility Name |