Where Used List (Function Module) for SAP ABAP Data Element TB_VOLA (Volatility)
SAP ABAP Data Element
TB_VOLA (Volatility) is used by
| # | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
|---|---|---|---|---|---|---|
| 1 |
BARRIER_PRICE_EURO_RUB VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
|
Preis einer europäischen Barrieroption nach Rubinstein | ||||
| 2 |
DIGITAL_PRICE_EURO_BS VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
|
Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein | ||||
| 3 |
FX_OPTION_INTRINSIC_VALUE
|
Berechnung des inneren Wertes einer Devisenoption | ||||
| 4 |
IMPL_VOLA_BARRIER VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
|
Implizite Vola für Barrieroptionen | ||||
| 5 |
IMPL_VOLA_BARRIER VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
|
Implizite Vola für Barrieroptionen | ||||
| 6 |
IMPL_VOLA_HITATEND VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
|
Implizite Vola für digitale Hit-At-End-Optionen | ||||
| 7 |
IMPL_VOLA_HITATEND VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
|
Implizite Vola für digitale Hit-At-End-Optionen | ||||
| 8 |
IMPL_VOLA_ONETOUCH VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
|
Implizite Vola für digitale One-Touch-Optionen | ||||
| 9 |
IMPL_VOLA_ONETOUCH VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
|
Implizite Vola für digitale One-Touch-Optionen | ||||
| 10 |
IMPL_VOLA_STD_AMER VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
|
Implizite Vola für amerikanische Standardoptionen | ||||
| 11 |
IMPL_VOLA_STD_AMER VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
|
Implizite Vola für amerikanische Standardoptionen | ||||
| 12 |
IMPL_VOLA_STD_EURO VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
|
Implizite Vola für europäische Standardoptionen | ||||
| 13 |
IMPL_VOLA_STD_EURO VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
|
Implizite Vola für europäische Standardoptionen | ||||
| 14 |
ONETOUCH_PRICE_EURO VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
|
Preis einer One-touch Digital Option nach Rubinstein | ||||
| 15 |
OPTION_PRICE_AMER_BIN VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Preis einer amerikanischen Standardoption | ||||
| 16 |
OPTION_PRICE_EURO_BS VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
|
Preis einer europäischen Standardoption (Call,Put) nach Merton | ||||
| 17 |
RM_MARKET_DATA_VOLA_CR VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interface to Market Database - Currency Volatility | ||||
| 18 |
RM_MARKET_DATA_VOLA_HW VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interfact to Market Database: HW Volas for Yield Curves | ||||
| 19 |
RM_MARKET_DATA_VOLA_IR VALUE(VOLA) LIKE VTVSZIVO-VOLA
|
Interface to Market Database - Interest Volatility | ||||
| 20 |
RM_MARKET_DATA_VOLA_IX VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interface to Market Database - Index Volatility | ||||
| 21 |
RM_MARKET_DATA_VOLA_WP VALUE(VOLA) LIKE VTVWVOLA-VOLA
|
Interface to Market Database - Securities Vola | ||||
| 22 |
RM_MD_VOLA_CR_READ_SEQUENCE VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interpolate Forex Rate Volatilities from Scenario Flow | ||||
| 23 |
RM_MD_VOLA_IR_READ_SEQUENCE VALUE(VOLA) LIKE VTVSZIVO-VOLA
|
Interpolate Interest Volatilities from Scenario Flow | ||||
| 24 |
RM_MD_VOLA_IX_READ_SEQUENCE VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interpolate Index Volatilities from Scenario Flow | ||||
| 25 |
RM_MD_VOLA_WP_READ_SEQUENCE VALUE(VOLA) LIKE VTVWVOLA-VOLA
|
Interpolate Securities Volatilities from Scenario Flow | ||||
| 26 |
RM_MM_CONVEXITY_ADJUSTMENT VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | ||||
| 27 |
RM_MM_CONVEXITY_ADJUSTMENT VALUE(FOUND_VOLA) LIKE ATZVO-VOLA
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | ||||
| 28 |
TV_CONVEXITY_ADJUSTMENT VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | ||||
| 29 |
TV_CONVEXITY_ADJUSTMENT VALUE(FOUND_VOLA) LIKE ATZVO-VOLA
|
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps | ||||
| 30 |
TV_MARKET_DATA_AKTIEN_VOLA VALUE(VOLA) LIKE VTVWVOLA-VOLA
|
Aktienvola vom Marktdatenpuffer holen | ||||
| 31 |
TV_MARKET_DATA_INT_VOLA VALUE(VOLA) LIKE VTVSZIVO-VOLA
|
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | ||||
| 32 |
TV_MARKET_DATA_INT_VOLA1 VALUE(VOLA) LIKE VTVSZIVO-VOLA
|
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | ||||
| 33 |
TV_MARKET_DATA_INT_VOLA_SI VALUE(VOLA) LIKE VTVSZIVO-VOLA
|
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | ||||
| 34 |
TV_MARKET_DATA_VOLA VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Währungvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | ||||
| 35 |
TV_MARKET_DATA_WP_VOLA VALUE(VOLA) LIKE VTVWVOLA-VOLA
|
Wertpapiervola vom Marktdatenpuffer holen, ggf. Zinsvola und umrechnen | ||||
| 36 |
TV_PROT_OPTION VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Schreibt Optionsdaten ins Protokoll |