Where Used List (Table) 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 | ![]() |
AFWKFRA_KVK | Key Figures: Value at Risk with Parameters | ![]() |
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2 | ![]() |
AFWKFRA_KVK_H | Key Figures: Value-at-Risk with Parameters | ![]() |
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3 | ![]() |
AFWKFRA_SIM | Key Figures: Simulation Parameters | ![]() |
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4 | ![]() |
ATCOVO | Commodity Price Volatilities | ![]() |
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5 | ![]() |
ATCVO | Exchange Rate Volatilities | ![]() |
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6 | ![]() |
ATIVO | Reference interest rate volatilities | ![]() |
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7 | ![]() |
ATRFVO | Risk factor volatilities | ![]() |
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8 | ![]() |
ATRFVOLA | Descriptions of Risk Factors for Volatility Names | ![]() |
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9 | ![]() |
ATRMO | Valuation control | ![]() |
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10 | ![]() |
ATSYC | Default Settings for Risk Evaluations | ![]() |
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11 | ![]() |
ATSYCII | Additional Default Settings for Risk Evaluations | ![]() |
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12 | ![]() |
ATVMO | Calculation Methods Risk Management | ![]() |
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13 | ![]() |
ATVO2 | Descriptions of Volatility Types | ![]() |
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14 | ![]() |
ATVO5 | Volatilities - Flow Data | ![]() |
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15 | ![]() |
ATWVO | Security price volatilities | ![]() |
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16 | ![]() |
ATXVO | Security Index Volatilities | ![]() |
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17 | ![]() |
ATXVOS | Buffer structure for securities index volatilities | ![]() |
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18 | ![]() |
ATZVO | Reference Int. Rate Volatilities with Curve Info. | ![]() |
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19 | ![]() |
ATZVOS | Buffer Structure for Ref.Int.Rate Volas w/ Curve Info. | ![]() |
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20 | ![]() |
CFM_RDB_BIW_KEYFIG_5_ATTR | Key Figures (Risk) - Attributes | ![]() |
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21 | ![]() |
CFM_RDB_BIW_KEYFIG_6_ATTR | Key Figures (P&L) - Attributes | ![]() |
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22 | ![]() |
IRSTRUCTUREVOLA | Volatility Types for Yield Curve Models | ![]() |
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23 | ![]() |
JBRBV2 | VaR Simulation Types | ![]() |
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24 | ![]() |
JBRRPSENIN | RM: Calculation of Sensitivites/NPV | ![]() |
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25 | ![]() |
JBRSZRIV | Rule Buffer - Substructure for Interest Rate Volatilities | ![]() |
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26 | ![]() |
JBTKREG | Costing Rule | ![]() |
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27 | ![]() |
MDUVV | Mkt Data: Assign New Key for Volatil. Type | ![]() |
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28 | ![]() |
RFTBB_HWCALIBRATION | Parameters for the Calibration of an Option Price Model | ![]() |
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29 | ![]() |
VTVIVOLA | Buffer structure for interest volatilities | ![]() |
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30 | ![]() |
VTVRFVOLA | Buffer Structure for Risk Factor Volatilities | ![]() |
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31 | ![]() |
VTVRHFCAT | Field Catalog of Risk Hierarchy Attributes | ![]() |
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32 | ![]() |
VTVSZCVO | Scenario database: exchange rate volatilities | ![]() |
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33 | ![]() |
VTVSZIDXVO | Scenario Database: Index Volatilities | ![]() |
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34 | ![]() |
VTVSZIVO | Scenario database: interest volatilities | ![]() |
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35 | ![]() |
VTVSZVOLA | Buffer Structure for Exchange Rate Volatilities | ![]() |
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36 | ![]() |
VTVSZWPKUV | Scenario Database: Security Price Volatilities | ![]() |
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37 | ![]() |
VTVWVOLA | Buffer structure for interest volatilities | ![]() |
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