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 |