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 |
---|---|---|---|---|
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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 |