Data Element list used by SAP ABAP Table VTVOP_HW_COUPON (Coupon Data for Hull-White)
SAP ABAP Table
VTVOP_HW_COUPON (Coupon Data for Hull-White) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | CASHFLOW_FLOAT | Cash Flow in Floating Point Format | ||
| 2 | DISCOUNTFACTOR | Discount Factor (for Yield Curves) | ||
| 3 | JBNCFKNZ | Cash Flow Indicator | ||
| 4 | PRICE_FLOAT | Price of a Coupon/Option | ||
| 5 | STRIKE_FLOAT | Strike Amount of an Option | ||
| 6 | TIME_SPAN | Time Interval in Fractions of a Year | ||
| 7 | TIME_SPAN | Time Interval in Fractions of a Year | ||
| 8 | TV_FACTA | Factor for Calculating the Coupon using the Hull-White Model | ||
| 9 | TV_FACTB | Factor for Valuing the Coupon using the Hull-White Model | ||