Table 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
# | Object Type | Object Name | Object Description | Note |
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ATVO1 | Volatility Types 1 | |
2 | ![]() |
JBD14 | Yield Curve Types (Header Information) | |
3 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-TESTRUN |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_TO |
5 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_CHANGE_RESULT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_FROM |
8 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_TO |
9 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_TO |
10 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE |
11 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE |
12 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE_TEXT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_VALUE |
14 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_VALUE |
15 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-TESTRUN |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_RESULT |
17 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_CHANGE |
18 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_CHANGE |
19 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_ITERATIONSCOUNT |
20 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_ITERATIONSCOUNT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_RESULT |
22 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_RESULT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_VALUE_RESULT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_VALUE_RESULT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-ITERATIONSCOUNT_RESULT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-ITERATIONSCOUNT_RESULT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_RESULT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_FROM |
29 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_CHANGE_RESULT |
30 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_FROM |
31 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-EVALUATION_DATE |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-EVALUATION_DATE |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUE_FROM_DB |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUE_FROM_DB |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CURRENCY |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CURRENCY |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUES_EXPLICITELY_GIVEN |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUES_EXPLICITELY_GIVEN |
39 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SZKART |
40 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SZKART |
41 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SZKART_TEXT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_START |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_START |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE_TEXT |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_START |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_START |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MATURITY_FROM |
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RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MATURITY_TO |
51 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_FROM |
52 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_TO |
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RSOPTIONS | Options for SELECT-OPTIONS | |
54 | ![]() |
SCREEN | Structure Description for the System Data Object SCREEN |