Data Element list used by SAP ABAP Table VTV_SENS (Structure for Sensitivities)
SAP ABAP Table
VTV_SENS (Structure for Sensitivities) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | TV_DELTA | Delta, 1st derivation of premium based on underlying rate | ||
| 2 | TV_GAMMA | Gamma, 2nd derivation of premium based on underlying rate | ||
| 3 | TV_RHOAUS | Rho 1st currency, derived from 1st currency of pair | ||
| 4 | TV_RHOIN | Rho 2nd currency, derived from 2nd currency of pair | ||
| 5 | TV_THETA | Theta, 1st derivation of premium according to time | ||
| 6 | TV_VEGA | Vega, 1st Volatility Derivative | ||