Table/Structure Field list used by SAP ABAP Program RFTBB_HWCALIBRATION2LCL (Include RFTBB_HWCALIBRATION2LCL)
SAP ABAP Program RFTBB_HWCALIBRATION2LCL (Include RFTBB_HWCALIBRATION2LCL) is using
# Object Type Object Name Object Description Note
     
1 Table/Structure Field  FTBBMATRIX - IDX2 Natural number
2 Table/Structure Field  FTBBMATRIX - VAL Values in a Matrix
3 Table/Structure Field  FTBBMATRIX - IDX1 Natural number
4 Table/Structure Field  FTBB_VOLATILITY - MATUROP Volatilities - Option Term
5 Table/Structure Field  FTBB_VOLATILITY - MEAN_REV Reversion Rate for Yield Curve Model
6 Table/Structure Field  FTBB_VOLATILITY - VOLA Volatility
7 Table/Structure Field  FTBB_VOLATILITY - VOLDAT Volatilities - Valid from Date
8 Table/Structure Field  RFTBB_HWCALIBRATION - FIX_SIGMA Fix the Parameters for the Calibration of Hull-White Model
9 Table/Structure Field  RFTBB_HWCALIBRATION - STRIKERATE_TO Strike in percent (for percentage quotation)
10 Table/Structure Field  RFTBB_HWCALIBRATION - STRIKERATE_FROM Strike Rate for Calibration of Hull-White Model
11 Table/Structure Field  RFTBB_HWCALIBRATION - MATURITY_TO Volatilities - Option Term
12 Table/Structure Field  RFTBB_HWCALIBRATION - MATURITY_FROM Volatilities - Option Term
13 Table/Structure Field  RFTBB_HWCALIBRATION - FIX_REVERSION Fix the Parameters for the Calibration of Hull-White Model
14 Table/Structure Field  RFTBB_HWCALIBRATION - EVALUATION_DATE Evaluation Date
15 Table/Structure Field  VTVOP_DESCRIPTION - DEADLINE Time Interval in Fractions of a Year
16 Table/Structure Field  VTVOP_DESCRIPTION - EXERCISELAG Time Interval in Fractions of a Year
17 Table/Structure Field  VTVOP_DESCRIPTION - SOPTAUS Exercise type (American or European)
18 Table/Structure Field  VTVOP_DESCRIPTION - SPUTCALL Put/Call Indicator for Options
19 Table/Structure Field  VTVOP_DESCRIPTION - STRIKE Strike Amount of an Option