SAP FTBB_VOLATILITY table - Structure for Volatilities in Central Volatility Database details in SAP


SAP FTBB_VOLATILITY table summary

Object Name: FTBB_VOLATILITY
Dictionary Type: Structure
Description: Structure for Volatilities in Central Volatility Database


Field list for FTBB_VOLATILITY table on an S/4 SAP system

Details
FTBB_VOLATILITY-VOLDAT table field - Volatilities - Valid from Date

Description: Volatilities - Valid from Date
Field Name: VOLDAT
Data Element: TV_VOLDAT
Data Type: DATS
length (Dec): 8(0)
Check table:
Conversion Routine:
Domain Name: DATUM
MemoryID:
AppClass: TEST
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-VOLART table field - Volatility Type

Description: Volatility Type
Field Name: VOLART
Data Element: TB_VOLART
Data Type: CHAR
length (Dec): 3(0)
Check table: *
Conversion Routine:
Domain Name: T_VOLART
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-VNAME table field - Volatility Name

Description: Volatility Name
Field Name: VNAME
Data Element: TV_VNAME
Data Type: CHAR
length (Dec): 15(0)
Check table: *
Conversion Routine:
Domain Name: TV_VNAME
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-PROFIL table field - Volatility Pofile

Description: Volatility Pofile
Field Name: PROFIL
Data Element: TV_PROFIL
Data Type: CHAR
length (Dec): 15(0)
Check table: *
Conversion Routine:
Domain Name: TV_PROFIL
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-MATUROP table field - Volatilities - Option Term

Description: Volatilities - Option Term
Field Name: MATUROP
Data Element: TV_MATOP
Data Type: INT2
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: TV_LFZ
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-MATURUL table field - Volatilities - Underlying Transaction Term

Description: Volatilities - Underlying Transaction Term
Field Name: MATURUL
Data Element: TV_MATUL
Data Type: INT2
length (Dec): 5(0)
Check table:
Conversion Routine:
Domain Name: TV_LFZ
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-MNYNESS table field - Volatilities - Moneyness Factor

Description: Volatilities - Moneyness Factor
Field Name: MNYNESS
Data Element: TV_MNYNSS
Data Type: DEC
length (Dec): 7(5)
Check table:
Conversion Routine:
Domain Name: TV_MNYNSS
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-VOLA table field - Volatility

Description: Volatility
Field Name: VOLA
Data Element: TV_VOLA
Data Type: DEC
length (Dec): 11(7)
Check table:
Conversion Routine:
Domain Name: TV_VOLA
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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FTBB_VOLATILITY-MEAN_REV table field - Reversion Rate for Yield Curve Model

Description: Reversion Rate for Yield Curve Model
Field Name: MEAN_REV
Data Element: FTBB_DTE_MEANREV
Data Type: DEC
length (Dec): 16(8)
Check table:
Conversion Routine:
Domain Name: RM_VOLAMEANREV
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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