Table/Structure Field 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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|
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| 1 | Table/Structure Field |
ATVO1 - VOLART | Volatility Type | |
| 2 | Table/Structure Field |
JBD14 - SZKART | Yield Curve Type | |
| 3 | Table/Structure Field |
JBD14 - WWAER | Currency | |
| 4 | Table/Structure Field |
RFTBB_HWCALIBRATION - STARTVALUES_EXPLICITELY_GIVEN | Ind.: Read Start Values for H-W Calibration from Database | SOURCE RFTBB_HWCALIBRATION-STARTVALUES_EXPLICITELY_GIVEN |
| 5 | Table/Structure Field |
RFTBB_HWCALIBRATION - REVERSION_RESULT | Reversion Rate for Yield Curve Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_RESULT |
| 6 | Table/Structure Field |
RFTBB_HWCALIBRATION - STARTVALUES_EXPLICITELY_GIVEN | Ind.: Read Start Values for H-W Calibration from Database | |
| 7 | Table/Structure Field |
RFTBB_HWCALIBRATION - SIGMA_START | Sigma (Volatility Parameter for Hull-White Model) | SOURCE RFTBB_HWCALIBRATION-SIGMA_START |
| 8 | Table/Structure Field |
RFTBB_HWCALIBRATION - SIGMA_START | Sigma (Volatility Parameter for Hull-White Model) | SOURCE RFTBB_HWCALIBRATION-SIGMA_START |
| 9 | Table/Structure Field |
RFTBB_HWCALIBRATION - SIGMA_START | Sigma (Volatility Parameter for Hull-White Model) | |
| 10 | Table/Structure Field |
RFTBB_HWCALIBRATION - SIGMA_RESULT | Sigma (Volatility Parameter for Hull-White Model) | SOURCE RFTBB_HWCALIBRATION-SIGMA_RESULT |
| 11 | Table/Structure Field |
RFTBB_HWCALIBRATION - SIGMA_RESULT | Sigma (Volatility Parameter for Hull-White Model) | SOURCE RFTBB_HWCALIBRATION-SIGMA_RESULT |
| 12 | Table/Structure Field |
RFTBB_HWCALIBRATION - RUNTIME_TO | Volatilities - Underlying Transaction Term | SOURCE RFTBB_HWCALIBRATION-RUNTIME_TO |
| 13 | Table/Structure Field |
RFTBB_HWCALIBRATION - RUNTIME_TO | Volatilities - Underlying Transaction Term | SOURCE RFTBB_HWCALIBRATION-RUNTIME_TO |
| 14 | Table/Structure Field |
RFTBB_HWCALIBRATION - RUNTIME_TO | Volatilities - Underlying Transaction Term | |
| 15 | Table/Structure Field |
RFTBB_HWCALIBRATION - RUNTIME_FROM | Volatilities - Underlying Transaction Term | SOURCE RFTBB_HWCALIBRATION-RUNTIME_FROM |
| 16 | Table/Structure Field |
RFTBB_HWCALIBRATION - RUNTIME_FROM | Volatilities - Underlying Transaction Term | SOURCE RFTBB_HWCALIBRATION-RUNTIME_FROM |
| 17 | Table/Structure Field |
RFTBB_HWCALIBRATION - RUNTIME_FROM | Volatilities - Underlying Transaction Term | |
| 18 | Table/Structure Field |
RFTBB_HWCALIBRATION - REVERSION_START | Reversion Rate for Yield Curve Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_START |
| 19 | Table/Structure Field |
RFTBB_HWCALIBRATION - REVERSION_START | Reversion Rate for Yield Curve Model | |
| 20 | Table/Structure Field |
RFTBB_HWCALIBRATION - REVERSION_RESULT | Reversion Rate for Yield Curve Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_RESULT |
| 21 | Table/Structure Field |
RFTBB_HWCALIBRATION - REVERSION_START | Reversion Rate for Yield Curve Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_START |
| 22 | Table/Structure Field |
RFTBB_HWCALIBRATION - STRIKERATE_TO | Strike in percent (for percentage quotation) | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_TO |
| 23 | Table/Structure Field |
RFTBB_HWCALIBRATION - TESTRUN | Checkbox in Reporting | SOURCE RFTBB_HWCALIBRATION-TESTRUN |
| 24 | Table/Structure Field |
RFTBB_HWCALIBRATION - TESTRUN | Checkbox in Reporting | SOURCE RFTBB_HWCALIBRATION-TESTRUN |
| 25 | Table/Structure Field |
RFTBB_HWCALIBRATION - TESTRUN | Checkbox in Reporting | |
| 26 | Table/Structure Field |
RFTBB_HWCALIBRATION - SZKART_TEXT | Yield curve type text | SOURCE RFTBB_HWCALIBRATION-SZKART_TEXT |
| 27 | Table/Structure Field |
RFTBB_HWCALIBRATION - SZKART_TEXT | Yield curve type text | |
| 28 | Table/Structure Field |
RFTBB_HWCALIBRATION - SZKART | Yield Curve Type | SOURCE RFTBB_HWCALIBRATION-SZKART |
| 29 | Table/Structure Field |
RFTBB_HWCALIBRATION - SZKART | Yield Curve Type | SOURCE RFTBB_HWCALIBRATION-SZKART |
| 30 | Table/Structure Field |
RFTBB_HWCALIBRATION - SZKART | Yield Curve Type | |
| 31 | Table/Structure Field |
RFTBB_HWCALIBRATION - STARTVALUES_EXPLICITELY_GIVEN | Ind.: Read Start Values for H-W Calibration from Database | SOURCE RFTBB_HWCALIBRATION-STARTVALUES_EXPLICITELY_GIVEN |
| 32 | Table/Structure Field |
RFTBB_HWCALIBRATION - STRIKERATE_TO | Strike in percent (for percentage quotation) | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_TO |
| 33 | Table/Structure Field |
RFTBB_HWCALIBRATION - STRIKERATE_TO | Strike in percent (for percentage quotation) | |
| 34 | Table/Structure Field |
RFTBB_HWCALIBRATION - STRIKERATE_FROM | Strike Rate for Calibration of Hull-White Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_FROM |
| 35 | Table/Structure Field |
RFTBB_HWCALIBRATION - STRIKERATE_FROM | Strike Rate for Calibration of Hull-White Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_FROM |
| 36 | Table/Structure Field |
RFTBB_HWCALIBRATION - STRIKERATE_FROM | Strike Rate for Calibration of Hull-White Model | |
| 37 | Table/Structure Field |
RFTBB_HWCALIBRATION - STARTVALUE_FROM_DB | Ind.: Read Start Values for H-W Calibration from Database | SOURCE RFTBB_HWCALIBRATION-STARTVALUE_FROM_DB |
| 38 | Table/Structure Field |
RFTBB_HWCALIBRATION - STARTVALUE_FROM_DB | Ind.: Read Start Values for H-W Calibration from Database | SOURCE RFTBB_HWCALIBRATION-STARTVALUE_FROM_DB |
| 39 | Table/Structure Field |
RFTBB_HWCALIBRATION - STARTVALUE_FROM_DB | Ind.: Read Start Values for H-W Calibration from Database | |
| 40 | Table/Structure Field |
RFTBB_HWCALIBRATION - EVALUATION_DATE | Evaluation Date | SOURCE RFTBB_HWCALIBRATION-EVALUATION_DATE |
| 41 | Table/Structure Field |
RFTBB_HWCALIBRATION - IR_VOLATILITY_TYPE | Volatility Type for Interest Rates | |
| 42 | Table/Structure Field |
RFTBB_HWCALIBRATION - HW_VOLATILITY_TYPE_TEXT | Volatility type description | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE_TEXT |
| 43 | Table/Structure Field |
RFTBB_HWCALIBRATION - HW_VOLATILITY_TYPE_TEXT | Volatility type description | |
| 44 | Table/Structure Field |
RFTBB_HWCALIBRATION - HW_VOLATILITY_TYPE | Volatility Type for Yield Curve | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE |
| 45 | Table/Structure Field |
RFTBB_HWCALIBRATION - HW_VOLATILITY_TYPE | Volatility Type for Yield Curve | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE |
| 46 | Table/Structure Field |
RFTBB_HWCALIBRATION - HW_VOLATILITY_TYPE | Volatility Type for Yield Curve | |
| 47 | Table/Structure Field |
RFTBB_HWCALIBRATION - FIX_SIGMA | Fix the Parameters for the Calibration of Hull-White Model | |
| 48 | Table/Structure Field |
RFTBB_HWCALIBRATION - FIX_REVERSION | Fix the Parameters for the Calibration of Hull-White Model | |
| 49 | Table/Structure Field |
RFTBB_HWCALIBRATION - EVALUATION_DATE | Evaluation Date | SOURCE RFTBB_HWCALIBRATION-EVALUATION_DATE |
| 50 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_ITERATIONSCOUNT | Maximum Number of Iterations | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_ITERATIONSCOUNT |
| 51 | Table/Structure Field |
RFTBB_HWCALIBRATION - EVALUATION_DATE | Evaluation Date | |
| 52 | Table/Structure Field |
RFTBB_HWCALIBRATION - CURRENCY | Evaluation Currency | SOURCE RFTBB_HWCALIBRATION-CURRENCY |
| 53 | Table/Structure Field |
RFTBB_HWCALIBRATION - CURRENCY | Evaluation Currency | SOURCE RFTBB_HWCALIBRATION-CURRENCY |
| 54 | Table/Structure Field |
RFTBB_HWCALIBRATION - CURRENCY | Evaluation Currency | |
| 55 | Table/Structure Field |
RFTBB_HWCALIBRATION - CHI_VALUE_RESULT | Maximum Permitted Value of Merit Function | SOURCE RFTBB_HWCALIBRATION-CHI_VALUE_RESULT |
| 56 | Table/Structure Field |
RFTBB_HWCALIBRATION - CHI_VALUE_RESULT | Maximum Permitted Value of Merit Function | SOURCE RFTBB_HWCALIBRATION-CHI_VALUE_RESULT |
| 57 | Table/Structure Field |
RFTBB_HWCALIBRATION - CHI_CHANGE_RESULT | Maximum Permitted Change in Merit Function | SOURCE RFTBB_HWCALIBRATION-CHI_CHANGE_RESULT |
| 58 | Table/Structure Field |
RFTBB_HWCALIBRATION - CHI_CHANGE_RESULT | Maximum Permitted Change in Merit Function | SOURCE RFTBB_HWCALIBRATION-CHI_CHANGE_RESULT |
| 59 | Table/Structure Field |
RFTBB_HWCALIBRATION - IR_VOLATILITY_TYPE | Volatility Type for Interest Rates | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE |
| 60 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_ITERATIONSCOUNT | Maximum Number of Iterations | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_ITERATIONSCOUNT |
| 61 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_ITERATIONSCOUNT | Maximum Number of Iterations | |
| 62 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_CHI_VALUE | Maximum Permitted Value of Merit Function | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_VALUE |
| 63 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_CHI_VALUE | Maximum Permitted Value of Merit Function | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_VALUE |
| 64 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_CHI_VALUE | Maximum Permitted Value of Merit Function | |
| 65 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_CHI_CHANGE | Maximum Permitted Change in Merit Function | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_CHANGE |
| 66 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_CHI_CHANGE | Maximum Permitted Change in Merit Function | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_CHANGE |
| 67 | Table/Structure Field |
RFTBB_HWCALIBRATION - MAXIMUM_CHI_CHANGE | Maximum Permitted Change in Merit Function | |
| 68 | Table/Structure Field |
RFTBB_HWCALIBRATION - MATURITY_TO | Volatilities - Option Term | |
| 69 | Table/Structure Field |
RFTBB_HWCALIBRATION - MATURITY_FROM | Volatilities - Option Term | SOURCE RFTBB_HWCALIBRATION-MATURITY_FROM |
| 70 | Table/Structure Field |
RFTBB_HWCALIBRATION - MATURITY_FROM | Volatilities - Option Term | |
| 71 | Table/Structure Field |
RFTBB_HWCALIBRATION - ITERATIONSCOUNT_RESULT | Maximum Number of Iterations | SOURCE RFTBB_HWCALIBRATION-ITERATIONSCOUNT_RESULT |
| 72 | Table/Structure Field |
RFTBB_HWCALIBRATION - ITERATIONSCOUNT_RESULT | Maximum Number of Iterations | SOURCE RFTBB_HWCALIBRATION-ITERATIONSCOUNT_RESULT |
| 73 | Table/Structure Field |
RFTBB_HWCALIBRATION - IR_VOLATILITY_TYPE_TEXT | Volatility type description | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE_TEXT |
| 74 | Table/Structure Field |
RFTBB_HWCALIBRATION - IR_VOLATILITY_TYPE_TEXT | Volatility type description | |
| 75 | Table/Structure Field |
RFTBB_HWCALIBRATION - IR_VOLATILITY_TYPE | Volatility Type for Interest Rates | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE |
| 76 | Table/Structure Field |
RFTBB_HWCALIBRATION - MATURITY_TO | Volatilities - Option Term | SOURCE RFTBB_HWCALIBRATION-MATURITY_TO |
| 77 | Table/Structure Field |
RSOPTIONS - BT | SELECT-OPTIONS: Range active | |
| 78 | Table/Structure Field |
RSRESTRICT - OPTIONLIST | Name of an options list for SELECT-OPTIONS restrictions | |
| 79 | Table/Structure Field |
RSRESTRICT - SIGN | SIGN field in creation of SELECT-OPTIONS tables | |
| 80 | Table/Structure Field |
RSSCR - KIND | ABAP: Type of selection | |
| 81 | Table/Structure Field |
SCREEN - ACTIVE | SCREEN-ACTIVE | |
| 82 | Table/Structure Field |
SCREEN - NAME | SCREEN-NAME | |
| 83 | Table/Structure Field |
SCREEN - REQUIRED | SCREEN-REQUIRED | |
| 84 | Table/Structure Field |
SYST - LANGU | ABAP System Field: Language Key of Text Environment | |
| 85 | Table/Structure Field |
SYST - MSGID | ABAP System Field: Message ID | |
| 86 | Table/Structure Field |
SYST - MSGNO | ABAP System Field: Message Number |
