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 |