SAP Function RMMD_GET_BS_VOLATILITIES - Read Black Scholes Volatilities for Hull White Calibration

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