Where Used List (Data Element) for SAP ABAP Domain T_SENSI (Sensitivities 1st derivative: delta, vega, theta, rho)
SAP ABAP Domain
T_SENSI (Sensitivities 1st derivative: delta, vega, theta, rho) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
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1 | ![]() |
FTI_DELTA_MUL | 100*Delta, 1st Underlying Price Derivative of Premium | ![]() |
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2 | ![]() |
FTI_THETA_MUL | 100*Theta, 1st Time Derivative of Premium | ![]() |
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3 | ![]() |
FTI_VEGA_MUL | 100*Vega, 1st Volatility Derivative | ![]() |
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4 | ![]() |
TV_DELTA | Delta, 1st derivation of premium based on underlying rate | ![]() |
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5 | ![]() |
TV_RHOAUS | Rho 1st currency, derived from 1st currency of pair | ![]() |
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6 | ![]() |
TV_RHOIN | Rho 2nd currency, derived from 2nd currency of pair | ![]() |
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7 | ![]() |
TV_THETA | Theta, 1st derivation of premium according to time | ![]() |
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8 | ![]() |
TV_VEGA | Vega, 1st Volatility Derivative | ![]() |
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