SAP Function RMMD_GET_HW_VOLATILITY - Read Start Values for Calibration of Hull White Model

Parameter Reference Type Length Default Optional Text
I_CURRENCY JBWWAER C 5 Currency
I_DATE DATS D 8 Field of Type DATS
I_HW_VOLATILITYTYPE TB_VOLART C 3 Volatility Type
I_IR_CURVETYPE JBSZKART N 4 Yield Curve Type
I_MATURITY TV_MATOP s 2 Volatilities - Option Term
I_RUNTIME TV_MATUL s 2 Volatilities - Total Runtime
I_STRIKE_RATE TV_MNYNSS P 4 Volatilities - Moneyness Factor

Parameter Reference Type Length Text
E_VOLATILITY FTBB_VOLATILITY u 66 Internal Table for Volatilities for Central Volatility DB

Exception Text
ERROR_AT_DB_SELECT Error Accessing Database
NO_VOLANAME No Vola Name is Assigned to the Yield Curve/Currency (ATV065)
NO_VOLAPROFIL There is no Vola Profile for the Parameter
NO_VOLAVALUE No Volatilities Found