Data Element list used by SAP ABAP Program RFTBB_HWCALIBRATION2 (Calibration of Hull-White Yield Curve Model)
SAP ABAP Program 
RFTBB_HWCALIBRATION2 (Calibration of Hull-White Yield Curve Model) is using
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Data Element (9)
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Table/Structure Field (86)
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Function Module (2)
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Message Class (1)
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Message Number (2)
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Program (5)
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Table (54)
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
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| 1 | Data Element |
FTBB_DTE_MEANREV | Reversion Rate for Yield Curve Model | |
| 2 | Data Element |
RFTBB_HWCALIBRATION_DATE_TYPE | Date for the Calibration of the Hull-White Model | |
| 3 | Data Element |
RFTBB_HWCALIBRATION_FIXPAR_TY | Fix the Parameters for the Calibration of Hull-White Model | |
| 4 | Data Element |
RFTBB_HWCALIBRATION_FROMDB_TY | Ind.: Read Start Values for H-W Calibration from Database | |
| 5 | Data Element |
RFTBB_MAXIMUM_CHI_CHANGE | Maximum Permitted Change in Merit Function | |
| 6 | Data Element |
RFTBB_MAXIMUM_CHI_VALUE | Maximum Permitted Value of Merit Function | |
| 7 | Data Element |
RFTBB_MAXIMUM_ITERATIONSCOUNT | Maximum Number of Iterations | |
| 8 | Data Element |
TB_STEST | Test Run Indicator | |
| 9 | Data Element |
TV_VOLA | Volatility | |
