Where Used List (Function Module) for SAP ABAP Data Element TB_VOLART (Volatility Type)
SAP ABAP Data Element TB_VOLART (Volatility Type) is used by
# Object Type Object Name Object Description Package Structure Package Software Component
   
1 Function Module  RMMD_CALIBRATE_HW_VOLATILITY
REFERENCE(I_BS_VOLATILITYTYPE) TYPE TB_VOLART
Determines Hull White Volatility Parameters by Calibrating Transaction FTBB  EA-FINSERV  EA-FINSERV 
2 Function Module  RMMD_GET_BS_VOLATILITIES
REFERENCE(I_BS_VOLATILITYTYPE) TYPE TB_VOLART
Read Black Scholes Volatilities for Hull White Calibration FTBB  EA-FINSERV  EA-FINSERV 
3 Function Module  RMMD_GET_HW_VOLATILITY
REFERENCE(I_HW_VOLATILITYTYPE) TYPE TB_VOLART
Read Start Values for Calibration of Hull White Model FTBB  EA-FINSERV  EA-FINSERV 
4 Function Module  RMSTAT_CALC_CORREL_FOR_FX
REFERENCE(I_VOLA_TYP) TYPE ATVO1-VOLART
Calculation of Correlations FTBB  EA-FINSERV  EA-FINSERV 
5 Function Module  RM_COMPUTE_IV_APPEND_TO_BUFFER
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Collection and Possible Calculation of Int. Volatility Curves in Buffer FTBB  EA-FINSERV  EA-FINSERV 
6 Function Module  RM_COMPUTE_RF_APPEND_TO_BUFFER
VALUE(I_VOLART) LIKE VTVWVOLA-VOLART
Collection and Possible Calculation of Risk Factor Volatilities in Buffer FTBB  EA-FINSERV  EA-FINSERV 
7 Function Module  RM_COMPUTE_VO_APPEND_TO_BUFFER
VALUE(VOLART) LIKE ATCVO-VOLART
Collection and Possible Calculation of Volatility Curves in Buffer FTBB  EA-FINSERV  EA-FINSERV 
8 Function Module  RM_COMPUTE_WV_APPEND_TO_BUFFER
VALUE(VOLART) LIKE VTVWVOLA-VOLART
Collection and Possible Calculation of Int. Volatility Curves in Buffer FTBB  EA-FINSERV  EA-FINSERV 
9 Function Module  RM_GET_INTVO_FROM_BUFFER
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Get Interest Volatility From Market Data Buffer FTBB  EA-FINSERV  EA-FINSERV 
10 Function Module  RM_GET_RFVO_FROM_BUFFER
VALUE(I_VOLART) LIKE VTVSZIVO-VOLART
Get Securities Volatilites From Market Data Buffer FTBB  EA-FINSERV  EA-FINSERV 
11 Function Module  RM_GET_VO_FROM_BUFFER
VALUE(VOLART) LIKE ATCVO-VOLART
Get Exchange Rate Volatilities From Market Data Buffer FTBB  EA-FINSERV  EA-FINSERV 
12 Function Module  RM_GET_WPVO_FROM_BUFFER
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Get Securities Volatilites From Market Data Buffer FTBB  EA-FINSERV  EA-FINSERV 
13 Function Module  RM_GET_WPVO_FROM_BUFFER
VALUE(Z_VOLART) LIKE ATVO1-VOLART OPTIONAL
Get Securities Volatilites From Market Data Buffer FTBB  EA-FINSERV  EA-FINSERV 
14 Function Module  RM_MARKET_DATA_VOLA_CR
VALUE(VOLART) LIKE ATVO1-VOLART
Interface to Market Database - Currency Volatility FTBB  EA-FINSERV  EA-FINSERV 
15 Function Module  RM_MARKET_DATA_VOLA_HW
VALUE(VOLART) LIKE ATVO1-VOLART
Interfact to Market Database: HW Volas for Yield Curves FTBB  EA-FINSERV  EA-FINSERV 
16 Function Module  RM_MARKET_DATA_VOLA_IR
VALUE(VOLART) LIKE ATVO1-VOLART
Interface to Market Database - Interest Volatility FTBB  EA-FINSERV  EA-FINSERV 
17 Function Module  RM_MARKET_DATA_VOLA_IX
VALUE(VOLART) LIKE ATVO1-VOLART
Interface to Market Database - Index Volatility FTBB  EA-FINSERV  EA-FINSERV 
18 Function Module  RM_MARKET_DATA_VOLA_WP
VALUE(Z_VOLART) LIKE ATVO1-VOLART OPTIONAL
Interface to Market Database - Securities Vola FTBB  EA-FINSERV  EA-FINSERV 
19 Function Module  RM_MARKET_DATA_VOLA_WP
VALUE(VOLART) LIKE ATVO1-VOLART
Interface to Market Database - Securities Vola FTBB  EA-FINSERV  EA-FINSERV 
20 Function Module  RM_MD_VOLA_CR_READ_SEQUENCE
VALUE(VOLART) LIKE ATVO1-VOLART
Interpolate Forex Rate Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
21 Function Module  RM_MD_VOLA_FOR_PROFIL_COMPUTE
VALUE(I_VOLART) TYPE TB_VOLART
Determines Vola Value Nearest to Supplied Profile FTBB  EA-FINSERV  EA-FINSERV 
22 Function Module  RM_MD_VOLA_IR_READ_SEQUENCE
VALUE(VOLART) LIKE ATVO1-VOLART
Interpolate Interest Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
23 Function Module  RM_MD_VOLA_IX_READ_SEQUENCE
VALUE(VOLART) LIKE ATVO1-VOLART
Interpolate Index Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
24 Function Module  RM_MD_VOLA_WP_READ_SEQUENCE
VALUE(VOLART) LIKE ATVO1-VOLART
Interpolate Securities Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
25 Function Module  RM_MD_VOLA_WP_READ_SEQUENCE
VALUE(Z_VOLART) LIKE ATVO1-VOLART OPTIONAL
Interpolate Securities Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
26 Function Module  RM_PROT_MSEG
VALUE(VOLART_2_B) LIKE ATVO1-VOLART OPTIONAL
Writes Market Data Record to Log FTBB  EA-FINSERV  EA-FINSERV 
27 Function Module  RM_PROT_MSEG
VALUE(VOLART_G) LIKE ATVO1-VOLART OPTIONAL
Writes Market Data Record to Log FTBB  EA-FINSERV  EA-FINSERV 
28 Function Module  RM_PROT_MSEG
VALUE(VOLART_1_G) LIKE ATVO1-VOLART OPTIONAL
Writes Market Data Record to Log FTBB  EA-FINSERV  EA-FINSERV 
29 Function Module  RM_PROT_MSEG
VALUE(VOLART_2_G) LIKE ATVO1-VOLART OPTIONAL
Writes Market Data Record to Log FTBB  EA-FINSERV  EA-FINSERV 
30 Function Module  RM_PROT_MSEG
VALUE(VOLART_1_B) LIKE ATVO1-VOLART OPTIONAL
Writes Market Data Record to Log FTBB  EA-FINSERV  EA-FINSERV 
31 Function Module  RM_PROT_MSEG
VALUE(VOLART_B) LIKE ATVO1-VOLART OPTIONAL
Writes Market Data Record to Log FTBB  EA-FINSERV  EA-FINSERV 
32 Function Module  RM_RF_GET_RFNAME_FOR_VOLA
VALUE(I_VOLART) LIKE ATVO1-VOLART
Ermittlet RF-Name für einen Volanamen FTB  EA-FINSERV  EA-FINSERV 
33 Function Module  RM_VAKO_SHIFT_FOR_CR
VALUE(I_VOLART) LIKE ATVO1-VOLART
Norm Scaling for Exchange Rates FTBB  EA-FINSERV  EA-FINSERV 
34 Function Module  RM_VAKO_SHIFT_FOR_IX
VALUE(I_VOLART) LIKE ATVO1-VOLART
Norm Scaled Shift for Index Rates FTBB  EA-FINSERV  EA-FINSERV 
35 Function Module  RM_VAKO_SHIFT_FOR_RF
VALUE(I_VOLART) LIKE ATVO1-VOLART
Norm Scaled Shift (Standard Variance) For Risk Factors FTBB  EA-FINSERV  EA-FINSERV 
36 Function Module  RM_VAKO_SHIFT_FOR_WP
VALUE(I_VOLART) LIKE ATVO1-VOLART
Norm Scaled Shift for Security Prices FTBB  EA-FINSERV  EA-FINSERV 
37 Function Module  RM_VAKO_SHIFT_FOR_YC
VALUE(I_VOLART) LIKE ATVO1-VOLART
Normalskalierter Shift für Zinsreferenz FTBB  EA-FINSERV  EA-FINSERV 
38 Function Module  TB_DATAFEED_CHECK_CURR_VOLA
VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
Datafeed: Überprüfung auf Währungsvolatilitätskonformität FTDF  APPL  SAP_APPL 
39 Function Module  TB_DATAFEED_CHECK_INDEX_VOLA
VALUE(VOLART) LIKE ATXVO-VOLART
Datafeed: Überprüfung auf Indexvolatilitätskonformität FTDF  APPL  SAP_APPL 
40 Function Module  TB_DATAFEED_CHECK_INTR_VOLA
VALUE(VOLART) LIKE ATVO1-VOLART
Datafeed: Überprüfung auf Zinsvolatilitätskonformität FTDF  APPL  SAP_APPL 
41 Function Module  TB_DATAFEED_CHECK_SECUR_VOLA
VALUE(VOLART) LIKE ATWVO-VOLART
Datafeed: Überprüfung auf Wertpapiervolatilitätskonformität FTDF  APPL  SAP_APPL 
42 Function Module  TB_DATAFEED_CUS_CHK_VOLA
VALUE(VOLART) LIKE ATVO1-VOLART
Datafeed: Überprüfe Indexeintrag FTDF  APPL  SAP_APPL 
43 Function Module  TB_DATAFEED_F4_VOLART
VALUE(VOLART) LIKE ATVO1-VOLART
Datafeed: F4-Hilfe Volatilitätsart FTDF  APPL  SAP_APPL 
44 Function Module  TV_COMPUTE_IV_APPEND_TO_BUFFER
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Beschaffung und ggf. Berechnung von Zins-Volatilitätskurven in den Puffer FTB  EA-FINSERV  EA-FINSERV 
45 Function Module  TV_COMPUTE_IV_APPEND_TO_SICHER
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Beschaffung und ggf. Berechnung von Zins-Volatilitätskurven in den Puffer FTB  EA-FINSERV  EA-FINSERV 
46 Function Module  TV_COMPUTE_VO_APPEND_TO_BUFFER
VALUE(VOLART) LIKE ATCVO-VOLART
Beschaffung und ggf. Berechnung von Volatilitätskurven in den Puffer FTB  EA-FINSERV  EA-FINSERV 
47 Function Module  TV_COMPUTE_VO_APPEND_TO_SICHER
VALUE(VOLART) LIKE ATCVO-VOLART
Beschaffung und ggf. Berechnung von Volatilitätskurven in den Puffer FTB  EA-FINSERV  EA-FINSERV 
48 Function Module  TV_COMPUTE_WV_APPEND_TO_BUFFER
VALUE(VOLART) LIKE VTVWVOLA-VOLART
Beschaffung und ggf. Berechnung von Zins-Volatilitätskurven in den Puffer FTB  EA-FINSERV  EA-FINSERV 
49 Function Module  TV_COMPUTE_WV_APPEND_TO_SICHER
VALUE(VOLART) LIKE VTVWVOLA-VOLART
Beschaffung und ggf. Berechnung von Zins-Volatilitätskurven in den Puffer FTB  EA-FINSERV  EA-FINSERV 
50 Function Module  TV_FILL_SENSI_RULES_FOR_VOLA
VALUE(VOLAART) LIKE VTVSZIVO-VOLART OPTIONAL
Befüllung des Regelpuffers mit Sensitivitätsregeln für Zinsvolatilitäten FTB  EA-FINSERV  EA-FINSERV 
51 Function Module  TV_GET_INTVO_FROM_BUFFER
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Zinsvolatilitäten aus Marktdatenpuffer holen FTB  EA-FINSERV  EA-FINSERV 
52 Function Module  TV_GET_VO_FROM_BUFFER
VALUE(VOLART) LIKE ATCVO-VOLART
Währungskursvolatilitäten aus Marktdatenpuffer holen FTB  EA-FINSERV  EA-FINSERV 
53 Function Module  TV_GET_WPVO_FROM_BUFFER
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Wertpapiervolatilitäten aus Marktdatenpuffer holen FTB  EA-FINSERV  EA-FINSERV 
54 Function Module  TV_MARKET_DATA_AKTIEN_VOLA
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Aktienvola vom Marktdatenpuffer holen FTB  EA-FINSERV  EA-FINSERV 
55 Function Module  TV_MARKET_DATA_INT_VOLA
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
56 Function Module  TV_MARKET_DATA_INT_VOLA1
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
57 Function Module  TV_MARKET_DATA_INT_VOLA_SI
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
58 Function Module  TV_MARKET_DATA_VOLA
VALUE(VOLART) LIKE ATCVO-VOLART
Währungvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
59 Function Module  TV_MARKET_DATA_WP_VOLA
VALUE(VOLART) LIKE VTVSZIVO-VOLART
Wertpapiervola vom Marktdatenpuffer holen, ggf. Zinsvola und umrechnen FTB  EA-FINSERV  EA-FINSERV 
60 Function Module  TV_VAKO_SHIFT_FOR_CR
VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
Normalskalierter Shift für Währungskurse FTB  EA-FINSERV  EA-FINSERV 
61 Function Module  TV_VAKO_SHIFT_FOR_IX
VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
Normalskalierter Shift für Indexkurse FTB  EA-FINSERV  EA-FINSERV 
62 Function Module  TV_VAKO_SHIFT_FOR_WP
VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
Normalskalierter Shift für Wertpapierkurse (ohne Funktion) FTB  EA-FINSERV  EA-FINSERV 
63 Function Module  TV_VAKO_SHIFT_FOR_YC
VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
Normalskalierter Shift für Zinsreferenz FTB  EA-FINSERV  EA-FINSERV 
64 Function Module  TV_VOLART_CALCART_READ
VALUE(VOLART) LIKE ATVO1-VOLART
Join über Volatilitätsart und Statistikart FTB  EA-FINSERV  EA-FINSERV