SAP VTVOP_HW_COUPON table - Coupon Data for Hull-White details in SAP


SAP VTVOP_HW_COUPON table summary

Object Name: VTVOP_HW_COUPON
Dictionary Type: Structure
Description: Coupon Data for Hull-White


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

Details
VTVOP_HW_COUPON-DUE_TIME table field - Time Interval in Fractions of a Year

Description: Time Interval in Fractions of a Year
Field Name: DUE_TIME
Data Element: TIME_SPAN
Data Type:
length (Dec): 0(0)
Check table:
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ConvExit:

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VTVOP_HW_COUPON-FROM_TIME table field - Time Interval in Fractions of a Year

Description: Time Interval in Fractions of a Year
Field Name: FROM_TIME
Data Element: TIME_SPAN
Data Type:
length (Dec): 0(0)
Check table:
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VTVOP_HW_COUPON-CASHFLOW table field - Cash Flow in Floating Point Format

Description: Cash Flow in Floating Point Format
Field Name: CASHFLOW
Data Element: CASHFLOW_FLOAT
Data Type:
length (Dec): 0(0)
Check table:
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VTVOP_HW_COUPON-CFKNZ table field - Cash Flow Indicator

Description: Cash Flow Indicator
Field Name: CFKNZ
Data Element: JBNCFKNZ
Data Type: CHAR
length (Dec): 1(0)
Check table:
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Domain Name: JBNCFKNZ
MemoryID:
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VTVOP_HW_COUPON-DISCOUNT table field - Discount Factor (for Yield Curves)

Description: Discount Factor (for Yield Curves)
Field Name: DISCOUNT
Data Element: DISCOUNTFACTOR
Data Type:
length (Dec): 0(0)
Check table:
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VTVOP_HW_COUPON-FACT_A table field - Factor for Calculating the Coupon Using the Hull-White Model

Description: Factor for Calculating the Coupon Using the Hull-White Model
Field Name: FACT_A
Data Element: TV_FACTA
Data Type: FLTP
length (Dec): 16(16)
Check table:
Conversion Routine:
Domain Name: FLTP
MemoryID:
AppClass: CP
SHLP:
SHLP Field:
ConvExit:

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VTVOP_HW_COUPON-FACT_B table field - Factor for Valuing the Coupon using the Hull-White Model

Description: Factor for Valuing the Coupon using the Hull-White Model
Field Name: FACT_B
Data Element: TV_FACTB
Data Type: FLTP
length (Dec): 16(16)
Check table:
Conversion Routine:
Domain Name: FLTP
MemoryID:
AppClass: CP
SHLP:
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ConvExit:

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VTVOP_HW_COUPON-PRICE table field - Price of a Coupon/Option

Description: Price of a Coupon/Option
Field Name: PRICE
Data Element: PRICE_FLOAT
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
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VTVOP_HW_COUPON-STRIKE table field - Strike Amount of an Option

Description: Strike Amount of an Option
Field Name: STRIKE
Data Element: STRIKE_FLOAT
Data Type:
length (Dec): 0(0)
Check table:
Conversion Routine:
Domain Name:
MemoryID:
AppClass:
SHLP:
SHLP Field:
ConvExit:

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