| IT_IR_STRUCTURE |
VTVOP_DISCOUNTFACTOR_TAB |
h |
16 |
|
X |
Table of Discount Factors for Option Valuation |
| IT_OP_DESCRIPTIONS |
VTVOP_DESCRIPTION_TAB |
h |
32 |
|
|
Description of Opportunities for Exercising Bermuda Options |
| I_BS_VOLATILITYTYPE |
TB_VOLART |
C |
3 |
|
|
Volatility Type |
| I_CURRENCY |
JBWWAER |
C |
5 |
|
|
Currency |
| I_EVALUATIONDATE |
DATS |
D |
8 |
|
|
Evaluation Date |
| I_IR_CURVETYPE |
JBSZKART |
N |
4 |
|
|
Yield Curve Type |
| I_MAXIMUM_CHI_CHANGE |
F |
F |
8 |
'0.00000001' |
X |
Termination Criterion: Change to Merit Function |
| I_MAXIMUM_CHI_VALUE |
F |
F |
8 |
'1.0' |
X |
Termination Criterion: Amount of Merit Function |
| I_MAXIMUM_ITERATIONSCOUNT |
I |
I |
4 |
200 |
X |
Termination Criterion: Number of Minimization Steps |
| I_REVERSION_START |
F |
F |
8 |
'0.1' |
X |
Start Value for Mean Reversion |
| I_SEQUENCE |
VTVSZVERL-SZVERLAUF |
C |
10 |
|
X |
Scenario Progression |
| I_SHIFTREGEL |
JBRREG |
u |
16 |
|
X |
Rule Structure for Simulation Analyses |
| I_SIGMA_START |
F |
F |
8 |
'0.01' |
X |
Start Value for Sigma |
| I_SZENARIO |
VTVSZKO-SZENARI |
C |
10 |
|
X |
Business Scenario |
| I_UL_MATURITY |
DATS |
D |
8 |
|
|
Due Data of Underlying |
| I_VOLATILITYNAME |
ATVO0-VNAME |
C |
15 |
|
|
Volatility Name |