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