Where Used List (Function Module) for SAP ABAP Table ATVO1 (Volatility Types 1)
SAP ABAP Table
ATVO1 (Volatility Types 1) is used by
# | Object Type | Object Name | Object Description | Package | Structure Package | Software Component |
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1 | ![]() |
RMSTAT_CALC_CORREL_FOR_FX REFERENCE(I_VOLA_TYP) TYPE ATVO1-VOLART
|
Calculation of Correlations | ![]() |
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2 | ![]() |
RMSTAT_CALC_CORREL_FOR_FX
|
Calculation of Correlations | ![]() |
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3 | ![]() |
RM_ADJUST_DELTA_GAMMA_FOR_REL
|
Adjustment of Delta/Gamma Positions for Rel./Log. Volatilities | ![]() |
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4 | ![]() |
RM_COMPUTE_IV_APPEND_TO_BUFFER
|
Collection and Possible Calculation of Int. Volatility Curves in Buffer | ![]() |
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5 | ![]() |
RM_COMPUTE_VO_APPEND_TO_BUFFER
|
Collection and Possible Calculation of Volatility Curves in Buffer | ![]() |
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6 | ![]() |
RM_COMPUTE_WV_APPEND_TO_BUFFER
|
Collection and Possible Calculation of Int. Volatility Curves in Buffer | ![]() |
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7 | ![]() |
RM_GET_VALUE_FOR_RF VALUE(I_STATART) LIKE ATVO1-SCALCART OPTIONAL
|
Calculation of the Market Value of a Risk Factor | ![]() |
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8 | ![]() |
RM_GET_WPVO_FROM_BUFFER VALUE(Z_VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Get Securities Volatilites From Market Data Buffer | ![]() |
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9 | ![]() |
RM_MARKET_DATA_VOLA_CR VALUE(VOLART) LIKE ATVO1-VOLART
|
Interface to Market Database - Currency Volatility | ![]() |
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10 | ![]() |
RM_MARKET_DATA_VOLA_HW VALUE(VOLART) LIKE ATVO1-VOLART
|
Interfact to Market Database: HW Volas for Yield Curves | ![]() |
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11 | ![]() |
RM_MARKET_DATA_VOLA_IR VALUE(VOLART) LIKE ATVO1-VOLART
|
Interface to Market Database - Interest Volatility | ![]() |
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12 | ![]() |
RM_MARKET_DATA_VOLA_IX VALUE(VOLART) LIKE ATVO1-VOLART
|
Interface to Market Database - Index Volatility | ![]() |
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13 | ![]() |
RM_MARKET_DATA_VOLA_WP VALUE(Z_VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Interface to Market Database - Securities Vola | ![]() |
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14 | ![]() |
RM_MARKET_DATA_VOLA_WP VALUE(VOLART) LIKE ATVO1-VOLART
|
Interface to Market Database - Securities Vola | ![]() |
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15 | ![]() |
RM_MD_VOLA_CR_READ_SEQUENCE VALUE(VOLART) LIKE ATVO1-VOLART
|
Interpolate Forex Rate Volatilities from Scenario Flow | ![]() |
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16 | ![]() |
RM_MD_VOLA_IR_READ_SEQUENCE VALUE(VOLART) LIKE ATVO1-VOLART
|
Interpolate Interest Volatilities from Scenario Flow | ![]() |
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17 | ![]() |
RM_MD_VOLA_IX_READ_SEQUENCE VALUE(VOLART) LIKE ATVO1-VOLART
|
Interpolate Index Volatilities from Scenario Flow | ![]() |
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18 | ![]() |
RM_MD_VOLA_READ_REAL
|
Read Volatilities from Cache | ![]() |
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19 | ![]() |
RM_MD_VOLA_WP_READ_SEQUENCE VALUE(Z_VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Interpolate Securities Volatilities from Scenario Flow | ![]() |
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20 | ![]() |
RM_MD_VOLA_WP_READ_SEQUENCE VALUE(VOLART) LIKE ATVO1-VOLART
|
Interpolate Securities Volatilities from Scenario Flow | ![]() |
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21 | ![]() |
RM_MM_TRADEABLE_TREATY_METHOD
|
Methodenbaustein für börsengehandelte Derivate | ![]() |
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22 | ![]() |
RM_PROT_MSEG VALUE(VOLART_1_B) LIKE ATVO1-VOLART OPTIONAL
|
Writes Market Data Record to Log | ![]() |
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23 | ![]() |
RM_PROT_MSEG VALUE(VOLART_2_G) LIKE ATVO1-VOLART OPTIONAL
|
Writes Market Data Record to Log | ![]() |
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24 | ![]() |
RM_PROT_MSEG VALUE(VOLART_B) LIKE ATVO1-VOLART OPTIONAL
|
Writes Market Data Record to Log | ![]() |
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25 | ![]() |
RM_PROT_MSEG VALUE(VOLART_G) LIKE ATVO1-VOLART OPTIONAL
|
Writes Market Data Record to Log | ![]() |
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26 | ![]() |
RM_PROT_MSEG VALUE(VOLART_1_G) LIKE ATVO1-VOLART OPTIONAL
|
Writes Market Data Record to Log | ![]() |
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27 | ![]() |
RM_PROT_MSEG VALUE(VOLART_2_B) LIKE ATVO1-VOLART OPTIONAL
|
Writes Market Data Record to Log | ![]() |
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28 | ![]() |
RM_RF_GET_RFNAME_FOR_VOLA VALUE(I_VOLART) LIKE ATVO1-VOLART
|
Ermittlet RF-Name für einen Volanamen | ![]() |
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29 | ![]() |
RM_RH_BUFFER_RULE_FOR_VOLA
|
Structure of Volatility Rule Buffer for all Underlyings | ![]() |
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30 | ![]() |
RM_VAKO_SHIFT_FOR_CR VALUE(I_VOLART) LIKE ATVO1-VOLART
|
Norm Scaling for Exchange Rates | ![]() |
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31 | ![]() |
RM_VAKO_SHIFT_FOR_IX VALUE(I_VOLART) LIKE ATVO1-VOLART
|
Norm Scaled Shift for Index Rates | ![]() |
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32 | ![]() |
RM_VAKO_SHIFT_FOR_RF VALUE(I_VOLART) LIKE ATVO1-VOLART
|
Norm Scaled Shift (Standard Variance) For Risk Factors | ![]() |
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33 | ![]() |
RM_VAKO_SHIFT_FOR_WP VALUE(I_VOLART) LIKE ATVO1-VOLART
|
Norm Scaled Shift for Security Prices | ![]() |
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34 | ![]() |
RM_VAKO_SHIFT_FOR_YC VALUE(I_VOLART) LIKE ATVO1-VOLART
|
Normalskalierter Shift für Zinsreferenz | ![]() |
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35 | ![]() |
TB_DATAFEED_CHECK_CURR_VOLA VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Datafeed: Überprüfung auf Währungsvolatilitätskonformität | ![]() |
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36 | ![]() |
TB_DATAFEED_CHECK_INTR_VOLA VALUE(VOLART) LIKE ATVO1-VOLART
|
Datafeed: Überprüfung auf Zinsvolatilitätskonformität | ![]() |
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37 | ![]() |
TB_DATAFEED_CONVERT_ATVO1
|
Datafeed: Convert Volatility Type to Datafeed Notation | ![]() |
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38 | ![]() |
TB_DATAFEED_CUS_CHK_VOLA
|
Datafeed: Überprüfe Indexeintrag | ![]() |
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39 | ![]() |
TB_DATAFEED_CUS_CHK_VOLA VALUE(VOLART) LIKE ATVO1-VOLART
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Datafeed: Überprüfe Indexeintrag | ![]() |
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40 | ![]() |
TB_DATAFEED_F4_VOLART VALUE(VOLART) LIKE ATVO1-VOLART
|
Datafeed: F4-Hilfe Volatilitätsart | ![]() |
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41 | ![]() |
TB_DATAFEED_F4_VOLART
|
Datafeed: F4-Hilfe Volatilitätsart | ![]() |
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42 | ![]() |
TB_DS2_LOAD_INTERNAL_TABLES
|
Laden der internen Tabellen: Vola-, Korr.- und Beta-Arten | ![]() |
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43 | ![]() |
TB_FILEFEED_CONSTRUCT_MDUVV
|
Marktdaten: Konstruktion der Tabelle MDUVV aus den Stammdaten | ![]() |
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44 | ![]() |
TVZB01_TRADED_DERIVATIVE
|
Methodenbaustein für börsengehandelte Derivate | ![]() |
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45 | ![]() |
TV_CAP_FLOOR_BARWERT
|
Barwert eines Zinscaps oder -Floors | ![]() |
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46 | ![]() |
TV_COMPUTE_IV_APPEND_TO_BUFFER
|
Beschaffung und ggf. Berechnung von Zins-Volatilitätskurven in den Puffer | ![]() |
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47 | ![]() |
TV_COMPUTE_VO_APPEND_TO_BUFFER
|
Beschaffung und ggf. Berechnung von Volatilitätskurven in den Puffer | ![]() |
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48 | ![]() |
TV_COMPUTE_WV_APPEND_TO_BUFFER
|
Beschaffung und ggf. Berechnung von Zins-Volatilitätskurven in den Puffer | ![]() |
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49 | ![]() |
TV_VAKO_SHIFT_FOR_CR VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Normalskalierter Shift für Währungskurse | ![]() |
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50 | ![]() |
TV_VAKO_SHIFT_FOR_IX VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Normalskalierter Shift für Indexkurse | ![]() |
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51 | ![]() |
TV_VAKO_SHIFT_FOR_WP VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Normalskalierter Shift für Wertpapierkurse (ohne Funktion) | ![]() |
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52 | ![]() |
TV_VAKO_SHIFT_FOR_YC VALUE(VOLART) LIKE ATVO1-VOLART OPTIONAL
|
Normalskalierter Shift für Zinsreferenz | ![]() |
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53 | ![]() |
TV_VOLART_CALCART_READ VALUE(W_ATVO1) LIKE ATVO1
|
Join über Volatilitätsart und Statistikart | ![]() |
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54 | ![]() |
TV_VOLART_CALCART_READ
|
Join über Volatilitätsart und Statistikart | ![]() |
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55 | ![]() |
TV_VOLART_CALCART_READ VALUE(VOLART) LIKE ATVO1-VOLART
|
Join über Volatilitätsart und Statistikart | ![]() |
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