Where Used List (Table) 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 | ![]() |
AFWKFRA_KG1 - VOLART | Key Figures: P&L Delta/Gamma | ![]() |
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2 | ![]() |
AFWKFRA_KG1_H - VOLART | Key Figures: P+L Delta/Gamma | ![]() |
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3 | ![]() |
AFWKFRA_KVK - VOLART | Key Figures: Value at Risk with Parameters | ![]() |
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4 | ![]() |
AFWKFRA_KVK_H - VOLART | Key Figures: Value-at-Risk with Parameters | ![]() |
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5 | ![]() |
AFWKFRA_PARA - VOLART | RA Key Figures: Control Parameters | ![]() |
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6 | ![]() |
AFWKFRA_SIM - VOLART | Key Figures: Simulation Parameters | ![]() |
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7 | ![]() |
ATCOVO - VOLART | Commodity Price Volatilities | ![]() |
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8 | ![]() |
ATCVO - VOLART | Exchange Rate Volatilities | ![]() |
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9 | ![]() |
ATIVO - VOLART | Reference interest rate volatilities | ![]() |
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10 | ![]() |
ATRFVO - VOLART | Risk factor volatilities | ![]() |
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11 | ![]() |
ATRFVOLA - VOLART | Descriptions of Risk Factors for Volatility Names | ![]() |
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12 | ![]() |
ATVO1 - VOLART | Volatility Types 1 | ![]() |
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13 | ![]() |
ATVO2 - VOLART | Descriptions of Volatility Types | ![]() |
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14 | ![]() |
ATVO5 - VOLART | Volatilities - Flow Data | ![]() |
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15 | ![]() |
ATWVO - VOLART | Security price volatilities | ![]() |
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16 | ![]() |
ATXVO - VOLART | Security Index Volatilities | ![]() |
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17 | ![]() |
ATXVOS - VOLART | Buffer structure for securities index volatilities | ![]() |
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18 | ![]() |
ATZVO - VOLART | Reference Int. Rate Volatilities with Curve Info. | ![]() |
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19 | ![]() |
ATZVOS - VOLART | Buffer Structure for Ref.Int.Rate Volas w/ Curve Info. | ![]() |
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20 | ![]() |
CFM_RDB_BIW_KEYFIG_5_ATTR - VOLART | Key Figures (Risk) - Attributes | ![]() |
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21 | ![]() |
CFM_RDB_BIW_KEYFIG_6_ATTR - VOLART | Key Figures (P&L) - Attributes | ![]() |
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22 | ![]() |
FTBB_VOLATILITY - VOLART | Structure for Volatilities in Central Volatility Database | ![]() |
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23 | ![]() |
JBD_STR_MD_VOFX_AT - VOLART | Currency Volatility | ![]() |
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24 | ![]() |
JBD_STR_MD_VOFX_KEY - VOLART | Key for Currency Volatility | ![]() |
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25 | ![]() |
JBD_STR_MD_VOIR_AT - VOLART | Interest Rate Volatility | ![]() |
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26 | ![]() |
JBD_STR_MD_VOIR_KEY - VOLART | Key for Interest Rate Volatility | ![]() |
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27 | ![]() |
JBD_STR_MD_VOIX_AT - VOLART | Index Volatility | ![]() |
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28 | ![]() |
JBD_STR_MD_VOIX_KEY - VOLART | Key for Index Volatility | ![]() |
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29 | ![]() |
JBD_STR_MD_VOSE_AT - VOLART | Security Volatility | ![]() |
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30 | ![]() |
JBD_STR_MD_VOSE_KEY - VOLART | Key for Security Volatility | ![]() |
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31 | ![]() |
JBRACHSE - VOLART | Axis Definition of a Valuation Grid | ![]() |
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32 | ![]() |
JBRBV0 - VKVOLART | VaR - Global Control | ![]() |
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33 | ![]() |
JBRBV2 - VKVOLART | VaR Simulation Types | ![]() |
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34 | ![]() |
JBRBV2PI - VKVOLART | VaR: Attributes for Parameterized VaR | ![]() |
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35 | ![]() |
JBRGSREG - VOLART | Buffer for explicit price changes | ![]() |
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36 | ![]() |
JBRHSDEF - VKVOLART | Default Values for Evaluations for Historical Simulation | ![]() |
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37 | ![]() |
JBRHSREG - VOLART | Buffer for historical market price changes | ![]() |
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38 | ![]() |
JBRHSSPARI - VKVOLART | Parameters for Evaluations (Include) | ![]() |
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39 | ![]() |
JBRIHSDEF - VKVOLART | Default values for VaR evaluations | ![]() |
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40 | ![]() |
JBRIHSVAR - VKVOLART | Upper Structure for VaR Control | ![]() |
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41 | ![]() |
JBRPFVO - VOLART | Price-forming factors: volatilities | ![]() |
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42 | ![]() |
JBRREGW - VOLART | Rules for multi-dimensional risk factor shift | ![]() |
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43 | ![]() |
JBRRHBL - VOLART | End Node Structure of a Risk Hierarchy | ![]() |
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44 | ![]() |
JBRRHBLATT - VOLART | End Node Structure of a Risk Hierarchy | ![]() |
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45 | ![]() |
JBRRHBLATTH - VOLART | End-Node Structure of a Risk Hierarchy (History) | ![]() |
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46 | ![]() |
JBRRHBLATT_BACK - VOLART | Backup Table JBRRHBLATT (Required for Transport Imports) | ![]() |
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47 | ![]() |
JBRRHBLT - VOLART | End-Node Structure of a Risk Hierarchy (Risk Factors) | ![]() |
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48 | ![]() |
JBRRPSENIN - VOLAX | RM: Calculation of Sensitivites/NPV | ![]() |
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49 | ![]() |
JBRSENPAR - VOLAX | Parameters for Sensitivity Evaluations | ![]() |
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50 | ![]() |
JBRSENPAR - VOLAY | Parameters for Sensitivity Evaluations | ![]() |
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51 | ![]() |
JBRSENS - VOLART | Price types for sensitivity analysis | ![]() |
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52 | ![]() |
JBRSZREG - VOLART | Buffer for Price Changes with Grid Simulations | ![]() |
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53 | ![]() |
JBRSZRIV - VOLART | Rule Buffer - Substructure for Interest Rate Volatilities | ![]() |
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54 | ![]() |
JBRVARPAR - VKVOLART | VaR Evaluation Parameters | ![]() |
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55 | ![]() |
MDUVV - VOLART | Mkt Data: Assign New Key for Volatil. Type | ![]() |
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56 | ![]() |
VTVIVOLA - VOLART | Buffer structure for interest volatilities | ![]() |
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57 | ![]() |
VTVMDSVO - VOLART | Market Data Record: Volatilities | ![]() |
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58 | ![]() |
VTVMDVVO - VOLART | Market Data Value: Volatility Profile | ![]() |
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59 | ![]() |
VTVRFVOLA - VOLART | Buffer Structure for Risk Factor Volatilities | ![]() |
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60 | ![]() |
VTVRHFCAT - VOLART | Field Catalog of Risk Hierarchy Attributes | ![]() |
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61 | ![]() |
VTVSZCVO - VOLART | Scenario database: exchange rate volatilities | ![]() |
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62 | ![]() |
VTVSZIDXVO - VOLART | Scenario Database: Index Volatilities | ![]() |
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63 | ![]() |
VTVSZIVO - VOLART | Scenario database: interest volatilities | ![]() |
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64 | ![]() |
VTVSZVOLA - VOLART | Buffer Structure for Exchange Rate Volatilities | ![]() |
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65 | ![]() |
VTVSZWPKUV - VOLART | Scenario Database: Security Price Volatilities | ![]() |
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66 | ![]() |
VTVWVOLA - VOLART | Buffer structure for interest volatilities | ![]() |
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67 | ![]() |
VTVXACHSE - VOLART | X-axis grid | ![]() |
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68 | ![]() |
VTVYACHSE - VOLART | Y-axis grid | ![]() |
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