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