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 |
|---|---|---|---|---|
| 1 | 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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| 4 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_TO |
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| 5 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_CHANGE_RESULT |
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| 6 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | ||
| 7 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_FROM |
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| 8 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_TO |
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| 9 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_TO |
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| 10 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE |
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| 11 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE |
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| 12 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE_TEXT |
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| 13 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_VALUE |
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| 14 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_VALUE |
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| 15 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-TESTRUN |
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| 16 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_RESULT |
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| 17 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_CHANGE |
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| 18 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_CHI_CHANGE |
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| 19 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_ITERATIONSCOUNT |
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| 20 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MAXIMUM_ITERATIONSCOUNT |
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| 21 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_RESULT |
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| 22 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_RESULT |
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| 23 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_VALUE_RESULT |
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| 24 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_VALUE_RESULT |
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| 25 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-ITERATIONSCOUNT_RESULT |
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| 26 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-ITERATIONSCOUNT_RESULT |
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| 27 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_RESULT |
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| 28 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_FROM |
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| 29 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CHI_CHANGE_RESULT |
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| 30 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STRIKERATE_FROM |
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| 31 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-EVALUATION_DATE |
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| 32 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-EVALUATION_DATE |
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| 33 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUE_FROM_DB |
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| 34 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUE_FROM_DB |
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| 35 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CURRENCY |
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| 36 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-CURRENCY |
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| 37 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUES_EXPLICITELY_GIVEN |
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| 38 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-STARTVALUES_EXPLICITELY_GIVEN |
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| 39 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SZKART |
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| 40 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SZKART |
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| 41 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SZKART_TEXT |
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| 42 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_START |
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| 43 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-SIGMA_START |
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| 44 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE |
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| 45 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE |
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| 46 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE_TEXT |
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| 47 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_START |
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| 48 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-REVERSION_START |
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| 49 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MATURITY_FROM |
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| 50 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-MATURITY_TO |
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| 51 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_FROM |
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| 52 | RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | SOURCE RFTBB_HWCALIBRATION-RUNTIME_TO |
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| 53 | RSOPTIONS | Options for SELECT-OPTIONS | ||
| 54 | SCREEN | Structure Description for the System Data Object SCREEN |