Parameter | Reference | Type | Length | Default | Optional | Text |
---|---|---|---|---|---|---|
I_BS_VOLATILITYTYPE | TB_VOLART | C | 3 | Volatility Type | ||
I_CURRENCY | JBWWAER | C | 5 | Currency | ||
I_DATE | DATS | D | 8 | Field of Type DATS | ||
I_IR_CURVETYPE | JBSZKART | N | 4 | Yield Curve Type | ||
I_MONEYNESS_FROM | TV_MNYNSS | P | 4 | Volatilities - Moneyness Factor | ||
I_MONEYNESS_TO | TV_MNYNSS | P | 4 | Volatilities - Moneyness Factor | ||
I_RUNTIME_FROM | TV_MATUL | s | 2 | Volatilities - Underlying Transaction Term | ||
I_RUNTIME_TO | TV_MATUL | s | 2 | Volatilities - Underlying Transaction Term |
Parameter | Reference | Type | Length | Text |
---|---|---|---|---|
ET_VOLATILITIES | FTBB_VOLATILITIES | h | 66 | Internal Table for Volatilities for Central Volatility DB |
Exception | Text |
---|---|
ERROR_AT_DB_SELECT | Error Accessing Database |
NO_INTEREST_RATE_REFERENCES | No Interest Reference Rates Found for Yield Curve Type |
NO_VOLAVALUES_FOUND | No Vola Values Found |