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 |
---|---|---|---|---|
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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 | |