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 |
|---|---|---|---|---|---|---|
| 1 | FTI_DELTA_MUL | 100*Delta, 1st Underlying Price Derivative of Premium | ||||
| 2 | FTI_THETA_MUL | 100*Theta, 1st Time Derivative of Premium | ||||
| 3 | FTI_VEGA_MUL | 100*Vega, 1st Volatility Derivative | ||||
| 4 | TV_DELTA | Delta, 1st derivation of premium based on underlying rate | ||||
| 5 | TV_RHOAUS | Rho 1st currency, derived from 1st currency of pair | ||||
| 6 | TV_RHOIN | Rho 2nd currency, derived from 2nd currency of pair | ||||
| 7 | TV_THETA | Theta, 1st derivation of premium according to time | ||||
| 8 | TV_VEGA | Vega, 1st Volatility Derivative | ||||