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