Table/Structure Field 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 |
|---|---|---|---|---|
| 1 | ATZVO - VOLA | Volatility | SOURCE VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL |
|
| 2 | ATZVO - VOLA | Volatility | SOURCE VALUE(FOUND_VOLA) LIKE ATZVO-VOLA |
|
| 3 | ATZVO - VOLA | Volatility | ||
| 4 | JBD11 - IGKM | Par rate | SOURCE VALUE(FORWARD_RATE) LIKE JBD11-IGKM |
|
| 5 | JBD11 - IGKM | Par rate | SOURCE VALUE(ADJ_RATE) LIKE JBD11-IGKM |
|
| 6 | JBD11 - IGKM | Par rate | ||
| 7 | JBDCFLOW - BZSBTR | Flow amount within cash flow | ||
| 8 | JBDCFLOW - DZSBEW | Funds flow date within cash flow | ||
| 9 | JBDCFLOW - SVORZE | +/- sign in funds flow | ||
| 10 | JBDCFLOW - WWAERS | Currency | ||
| 11 | JBRBEWEG - SZSREF | Reference Interest Rate | SOURCE VALUE(SZSREF) LIKE JBRBEWEG-SZSREF |
|
| 12 | JBRBEWEG - SZSREF | Reference Interest Rate | ||
| 13 | JBRMSEG - SVOLART | Volatility Type for Convexity Adjustment | ||
| 14 | SYST - DATUM | ABAP System Field: Current Date of Application Server | ||
| 15 | VTBBEWE - ATAGE | Number of Days | ||
| 16 | VTBBEWE - ATAGE | Number of Days | SOURCE VALUE(LAUFZ_TAGE) LIKE VTBBEWE-ATAGE |
|
| 17 | VTVSZIVO - VOLA | Volatility | ||
| 18 | VTVSZZINS - SZENARI | Scenario | SOURCE VALUE(SZENAME) LIKE VTVSZZINS-SZENARI DEFAULT ' ' |
|
| 19 | VTVSZZINS - SZENARI | Scenario | ||
| 20 | VTV_SOPYC - SZKART | Yield Curve Type | ||
| 21 | VTV_SOPYC - WAERS | Currency Key |