Data Element list used by SAP ABAP Function Module TV_CONVEXITY_ADJUSTMENT (Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps)
SAP ABAP Function Module 
TV_CONVEXITY_ADJUSTMENT (Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
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|
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| 1 |  Data Element |
JBIGKM | Par rate | SOURCE VALUE(ADJ_RATE) LIKE JBD11-IGKM |
| 2 | Data Element |
JBIGKM | Par rate | SOURCE VALUE(FORWARD_RATE) LIKE JBD11-IGKM |
| 3 | Data Element |
SZSREF | Reference Interest Rate | SOURCE VALUE(SZSREF) LIKE JBRBEWEG-SZSREF |
| 4 | Data Element |
TB_VOLA | Volatility | SOURCE VALUE(FOUND_VOLA) LIKE ATZVO-VOLA |
| 5 | Data Element |
TB_VOLA | Volatility | SOURCE VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL |
| 6 | Data Element |
TFMATAGE | Number of Days | SOURCE VALUE(LAUFZ_TAGE) LIKE VTBBEWE-ATAGE |
| 7 | Data Element |
TV_SZENARI | Scenario | SOURCE VALUE(SZENAME) LIKE VTVSZZINS-SZENARI DEFAULT ' ' |
