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