| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| AKTDATUM | D | D | 8 | Current Date | ||
| ENDEDATUM | D | D | 8 | Due Date of Instrument | ||
| ENDEUNDER | D | D | 8 | X | ||
| HORIZONT | D | D | 8 | Date on which to Get Rate | ||
| MONEYNESS | ATVO4-MNYNESS | P | 4 | X | ||
| RGATT | VBFHA-RGATT | C | 13 | |||
| SEQUENCE | VTVSZVERL-SZVERLAUF | C | 10 | X | ||
| SHIFTREGEL | JBRREG | u | 16 | X | Rule According to Which Scenario Is to Be Shifted | |
| SZENARIO | VTVSZKO-SZENARI | C | 10 | X | Scenario Name | |
| VNAME | ATVO0-VNAME | C | 15 | X | ||
| VOLART | ATVO1-VOLART | C | 3 | Volatility Type | ||
| Z_DURATION | F | F | 8 | 1 | X | |
| Z_LAUFZEIT | D | D | 8 | X | ||
| Z_VOLART | ATVO1-VOLART | C | 3 | X |
| Parameter | Reference | Type | Length | Text |
|---|---|---|---|---|
| VOLA | VTVWVOLA-VOLA | P | 6 | Result Value |
| VOLA_F | F | F | 8 | |
| Z_SZSREF | T056R-REFERENZ | C | 10 |
| Parameter | Reference | Length | Optional | Text |
|---|---|---|---|---|
| I_Z_CURVE | VTV_SOPYC | 9 | X |
| Exception | Text |
|---|---|
| NO_INIT | Buffer Not Initialized |
| NO_PRICE_VOLA | |
| NO_YIELD_VOLA |