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