SAP RFTBB_HWCALIBRATION table - Parameters for the Calibration of an Option Price Model details in SAP

SAP RFTBB_HWCALIBRATION table summary

Object Name: RFTBB_HWCALIBRATION
Dictionary Type: Structure
Description: Parameters for the Calibration of an Option Price Model

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

Details

RFTBB_HWCALIBRATION-EVALUATION_DATE table field - Evaluation Date ▼

Description: Evaluation Date
Field Name: EVALUATION_DATE
Data Element: TV_AKTUDAT
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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RFTBB_HWCALIBRATION-CURRENCY table field - Evaluation Currency ▼

Description: Evaluation Currency
Field Name: CURRENCY
Data Element: AFW_EVAL_CURRENCY
Data Type: CUKY
length (Dec): 5(0)
Check table: TCURC
Conversion Routine:
Domain Name: WAERS
MemoryID:
AppClass: FB
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-SZKART table field - Yield Curve Type ▼

Description: Yield Curve Type
Field Name: SZKART
Data Element: JBSZKART
Data Type: NUMC
length (Dec): 4(0)
Check table: JBD14
Conversion Routine:
Domain Name: JBSZKART
MemoryID: KURVENART
AppClass:
SHLP: JBSHLPYCT
SHLP Field: SZKART
ConvExit:

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RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE table field - Volatility Type for Interest Rates ▼

Description: Volatility Type for Interest Rates
Field Name: IR_VOLATILITY_TYPE
Data Element: RFTBB_IR_VOLATILITY_TYPE
Data Type: CHAR
length (Dec): 3(0)
Check table: ATVO1
Conversion Routine:
Domain Name: T_VOLART
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE table field - Volatility Type for Yield Curve ▼

Description: Volatility Type for Yield Curve
Field Name: HW_VOLATILITY_TYPE
Data Element: RFTBB_HW_VOLATILITY_TYPE
Data Type: CHAR
length (Dec): 3(0)
Check table: ATVO1
Conversion Routine:
Domain Name: T_VOLART
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-SZKART_TEXT table field - Yield Curve Type Text ▼

Description: Yield Curve Type Text
Field Name: SZKART_TEXT
Data Element: JBXZKART
Data Type: CHAR
length (Dec): 30(0)
Check table:
Conversion Routine:
Domain Name: TEXT30
MemoryID:
AppClass: SAP
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-IR_VOLATILITY_TYPE_TEXT table field - Volatility type description ▼

Description: Volatility type description
Field Name: IR_VOLATILITY_TYPE_TEXT
Data Element: TB_VOATEXT
Data Type: CHAR
length (Dec): 30(0)
Check table:
Conversion Routine:
Domain Name: T_XTEXT30
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-HW_VOLATILITY_TYPE_TEXT table field - Volatility type description ▼

Description: Volatility type description
Field Name: HW_VOLATILITY_TYPE_TEXT
Data Element: TB_VOATEXT
Data Type: CHAR
length (Dec): 30(0)
Check table:
Conversion Routine:
Domain Name: T_XTEXT30
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-MATURITY_FROM table field - Volatilities - Option Term ▼

Description: Volatilities - Option Term
Field Name: MATURITY_FROM
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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RFTBB_HWCALIBRATION-MATURITY_TO table field - Volatilities - Option Term ▼

Description: Volatilities - Option Term
Field Name: MATURITY_TO
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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RFTBB_HWCALIBRATION-RUNTIME_FROM table field - Volatilities - Underlying Transaction Term ▼

Description: Volatilities - Underlying Transaction Term
Field Name: RUNTIME_FROM
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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RFTBB_HWCALIBRATION-RUNTIME_TO table field - Volatilities - Underlying Transaction Term ▼

Description: Volatilities - Underlying Transaction Term
Field Name: RUNTIME_TO
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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RFTBB_HWCALIBRATION-STRIKERATE_FROM table field - Strike Rate for Calibration of Hull-White Model ▼

Description: Strike Rate for Calibration of Hull-White Model
Field Name: STRIKERATE_FROM
Data Element: RFTBB_HWCALIBRATION_STRIKE_TY
Data Type: DEC
length (Dec): 10(7)
Check table:
Conversion Routine:
Domain Name: PWKURS
MemoryID:
AppClass: FVV
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-STRIKERATE_TO table field - Strike in percent (for percentage quotation) ▼

Description: Strike in percent (for percentage quotation)
Field Name: STRIKERATE_TO
Data Element: RM_OSPROZE
Data Type: DEC
length (Dec): 10(7)
Check table:
Conversion Routine:
Domain Name: PWKURS
MemoryID:
AppClass: FVV
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-SIGMA_START table field - Sigma (Volatility Parameter for Hull-White Model) ▼

Description: Sigma (Volatility Parameter for Hull-White Model)
Field Name: SIGMA_START
Data Element: RFTBB_HWCALIBRATION_SIGMA_TY
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-REVERSION_START table field - Reversion Rate for Yield Curve Model ▼

Description: Reversion Rate for Yield Curve Model
Field Name: REVERSION_START
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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RFTBB_HWCALIBRATION-MAXIMUM_CHI_VALUE table field - Maximum Permitted Value of Merit Function ▼

Description: Maximum Permitted Value of Merit Function
Field Name: MAXIMUM_CHI_VALUE
Data Element: RFTBB_MAXIMUM_CHI_VALUE
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-MAXIMUM_CHI_CHANGE table field - Maximum Permitted Change in Merit Function ▼

Description: Maximum Permitted Change in Merit Function
Field Name: MAXIMUM_CHI_CHANGE
Data Element: RFTBB_MAXIMUM_CHI_CHANGE
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-MAXIMUM_ITERATIONSCOUNT table field - Maximum Number of Iterations ▼

Description: Maximum Number of Iterations
Field Name: MAXIMUM_ITERATIONSCOUNT
Data Element: RFTBB_MAXIMUM_ITERATIONSCOUNT
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-STARTVALUE_FROM_DB table field - Ind.: Read Start Values for H-W Calibration from Database ▼

Description: Ind.: Read Start Values for H-W Calibration from Database
Field Name: STARTVALUE_FROM_DB
Data Element: RFTBB_HWCALIBRATION_FROMDB_TY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: FLAG
MemoryID:
AppClass: CP
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-STARTVALUES_EXPLICITELY_GIVEN table field - Ind.: Read Start Values for H-W Calibration from Database ▼

Description: Ind.: Read Start Values for H-W Calibration from Database
Field Name: STARTVALUES_EXPLICITELY_GIVEN
Data Element: RFTBB_HWCALIBRATION_FROMDB_TY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: FLAG
MemoryID:
AppClass: CP
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-FIX_SIGMA table field - Fix the Parameters for the Calibration of Hull-White Model ▼

Description: Fix the Parameters for the Calibration of Hull-White Model
Field Name: FIX_SIGMA
Data Element: RFTBB_HWCALIBRATION_FIXPAR_TY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: FLAG
MemoryID:
AppClass: CP
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-FIX_REVERSION table field - Fix the Parameters for the Calibration of Hull-White Model ▼

Description: Fix the Parameters for the Calibration of Hull-White Model
Field Name: FIX_REVERSION
Data Element: RFTBB_HWCALIBRATION_FIXPAR_TY
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: FLAG
MemoryID:
AppClass: CP
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-TESTRUN table field - Checkbox in Reporting ▼

Description: Checkbox in Reporting
Field Name: TESTRUN
Data Element: CHECKBOX
Data Type: CHAR
length (Dec): 1(0)
Check table:
Conversion Routine:
Domain Name: FUNC
MemoryID:
AppClass: SAB4
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-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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RFTBB_HWCALIBRATION-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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RFTBB_HWCALIBRATION-STRIKERATE table field - Volatilities - Moneyness Factor ▼

Description: Volatilities - Moneyness Factor
Field Name: STRIKERATE
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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RFTBB_HWCALIBRATION-SIGMA_RESULT table field - Sigma (Volatility Parameter for Hull-White Model) ▼

Description: Sigma (Volatility Parameter for Hull-White Model)
Field Name: SIGMA_RESULT
Data Element: RFTBB_HWCALIBRATION_SIGMA_TY
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-REVERSION_RESULT table field - Reversion Rate for Yield Curve Model ▼

Description: Reversion Rate for Yield Curve Model
Field Name: REVERSION_RESULT
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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RFTBB_HWCALIBRATION-CHI_VALUE_RESULT table field - Maximum Permitted Value of Merit Function ▼

Description: Maximum Permitted Value of Merit Function
Field Name: CHI_VALUE_RESULT
Data Element: RFTBB_MAXIMUM_CHI_VALUE
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-CHI_CHANGE_RESULT table field - Maximum Permitted Change in Merit Function ▼

Description: Maximum Permitted Change in Merit Function
Field Name: CHI_CHANGE_RESULT
Data Element: RFTBB_MAXIMUM_CHI_CHANGE
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-ITERATIONSCOUNT_RESULT table field - Maximum Number of Iterations ▼

Description: Maximum Number of Iterations
Field Name: ITERATIONSCOUNT_RESULT
Data Element: RFTBB_MAXIMUM_ITERATIONSCOUNT
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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RFTBB_HWCALIBRATION-STATUS table field - Status of Calibration ▼

Description: Status of Calibration
Field Name: STATUS
Data Element: RFTBB_STATUS
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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