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