Table/Structure Field list used by SAP ABAP Function Module TV_APPLY_GS_RULE_TO_VOLA (Gitter- bzw. Sensitivitätsvolashift für alle Underlyings)
SAP ABAP Function Module
TV_APPLY_GS_RULE_TO_VOLA (Gitter- bzw. Sensitivitätsvolashift für alle Underlyings) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ATIVO - VOLA | Volatility | ||
| 2 | ATIVO - LFZEIT | Term in Days | ||
| 3 | ATVO1 - VOLART | Volatility Type | ||
| 4 | JBRGLPAR - DATUM | System Date | ||
| 5 | JBRGLPAR - HORIZONT | Calculation horizon | SOURCE VALUE(HORIZONT) LIKE JBRGLPAR-HORIZONT |
|
| 6 | JBRGLPAR - HORIZONT | Calculation horizon | ||
| 7 | JBRGSREG - SZENARI | Scenario | ||
| 8 | JBRGSREG - VOLART | Volatility Type | ||
| 9 | JBRGSREG - SMETH | Shift Method | ||
| 10 | JBRGSREG - RISIKOART | Semantic Risk Category in Risk Management | ||
| 11 | JBRGSREG - REGELTYP | Rule Category for Shift Rule | ||
| 12 | JBRGSREG - LFZEIT | Term in Days | ||
| 13 | JBRGSREG - FLTPSHIFT | Shift for market price scenarios | ||
| 14 | JBRGSREG - ALLEVO | Shift all volatilities | ||
| 15 | JBRGSREG - ALLESZ | Rules valid for all scenarios | ||
| 16 | JBRGSREG - ALLELFZ | Shift all volatility terms | ||
| 17 | JBRGSREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 18 | JBRREG - REGELID | Market Data Shift Rule in Risk Management | ||
| 19 | JBRREG - REGELTYP | Rule Category for Shift Rule | ||
| 20 | JBRREG - SHIFTTYP | Control indicator for shift adjustment | ||
| 21 | JBRRHBLATT - RISIKOART | Semantic Risk Category in Risk Management | ||
| 22 | JBRSZRIV - ALLELFZ | Shift all volatility terms | ||
| 23 | JBRSZRIV - ALLEVO | Shift all volatilities | ||
| 24 | JBRSZRIV - LFZEIT | Term in Days | ||
| 25 | JBRSZRIV - VOLART | Volatility Type | ||
| 26 | SYST - TABIX | ABAP System Field: Row Index of Internal Tables | ||
| 27 | VTVIVOLA - DKOND | Yield curve date | ||
| 28 | VTVIVOLA - DKOND | Yield curve date | SOURCE VALUE(KONDDATUM) LIKE VTVIVOLA-DKOND |
|
| 29 | VTVSZKO - SZENARI | Scenario | SOURCE VALUE(SZENARIO) LIKE VTVSZKO-SZENARI |
|
| 30 | VTVSZKO - SZENARI | Scenario |