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