Data Element list used by SAP ABAP Table RFTBB_HWCALIBRATION (Parameters for the Calibration of an Option Price Model)
SAP ABAP Table 
RFTBB_HWCALIBRATION (Parameters for the Calibration of an Option Price Model) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
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|
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| 1 |  Data Element |
AFW_EVAL_CURRENCY | Evaluation Currency | |
| 2 | Data Element |
CHECKBOX | Checkbox in Reporting | |
| 3 | Data Element |
FTBB_DTE_MEANREV | Reversion Rate for Yield Curve Model | |
| 4 | Data Element |
FTBB_DTE_MEANREV | Reversion Rate for Yield Curve Model | |
| 5 | Data Element |
JBSZKART | Yield Curve Type | |
| 6 | Data Element |
JBXZKART | Yield curve type text | |
| 7 | Data Element |
RFTBB_HWCALIBRATION_FIXPAR_TY | Fix the Parameters for the Calibration of Hull-White Model | |
| 8 | Data Element |
RFTBB_HWCALIBRATION_FIXPAR_TY | Fix the Parameters for the Calibration of Hull-White Model | |
| 9 | Data Element |
RFTBB_HWCALIBRATION_FROMDB_TY | Ind.: Read Start Values for H-W Calibration from Database | |
| 10 | Data Element |
RFTBB_HWCALIBRATION_FROMDB_TY | Ind.: Read Start Values for H-W Calibration from Database | |
| 11 | Data Element |
RFTBB_HWCALIBRATION_SIGMA_TY | Sigma (Volatility Parameter for Hull-White Model) | |
| 12 | Data Element |
RFTBB_HWCALIBRATION_SIGMA_TY | Sigma (Volatility Parameter for Hull-White Model) | |
| 13 | Data Element |
RFTBB_HWCALIBRATION_STRIKE_TY | Strike Rate for Calibration of Hull-White Model | |
| 14 | Data Element |
RFTBB_HW_VOLATILITY_TYPE | Volatility Type for Yield Curve | |
| 15 | Data Element |
RFTBB_IR_VOLATILITY_TYPE | Volatility Type for Interest Rates | |
| 16 | Data Element |
RFTBB_MAXIMUM_CHI_CHANGE | Maximum Permitted Change in Merit Function | |
| 17 | Data Element |
RFTBB_MAXIMUM_CHI_CHANGE | Maximum Permitted Change in Merit Function | |
| 18 | Data Element |
RFTBB_MAXIMUM_CHI_VALUE | Maximum Permitted Value of Merit Function | |
| 19 | Data Element |
RFTBB_MAXIMUM_CHI_VALUE | Maximum Permitted Value of Merit Function | |
| 20 | Data Element |
RFTBB_MAXIMUM_ITERATIONSCOUNT | Maximum Number of Iterations | |
| 21 | Data Element |
RFTBB_MAXIMUM_ITERATIONSCOUNT | Maximum Number of Iterations | |
| 22 | Data Element |
RFTBB_STATUS | Status of Calibration | |
| 23 | Data Element |
RM_OSPROZE | Strike in percent (for percentage quotation) | |
| 24 | Data Element |
TB_VOATEXT | Volatility type description | |
| 25 | Data Element |
TB_VOATEXT | Volatility type description | |
| 26 | Data Element |
TV_AKTUDAT | Evaluation Date | |
| 27 | Data Element |
TV_MATOP | Volatilities - Option Term | |
| 28 | Data Element |
TV_MATOP | Volatilities - Option Term | |
| 29 | Data Element |
TV_MATUL | Volatilities - Underlying Transaction Term | |
| 30 | Data Element |
TV_MATUL | Volatilities - Underlying Transaction Term | |
| 31 | Data Element |
TV_MNYNSS | Volatilities - Moneyness Factor | |
| 32 | Data Element |
TV_PROFIL | Volatility Pofile | |
| 33 | Data Element |
TV_VNAME | Volatility Name |
