Parameter | Reference | Type | Length | Default | Optional | Text |
---|---|---|---|---|---|---|
I_DATUM | VTVMDVVO-VALUEDATE | D | 8 | |||
I_PROFIL | ATVO5-PROFIL | C | 15 | |||
I_VNAME | ATVO5-VNAME | C | 15 | |||
I_VOLART | TB_VOLART | C | 3 | Volatility Type |
Parameter | Reference | Type | Length | Text |
---|---|---|---|---|
E_FOUNDDATE | TV_FOUNDPT | D | 8 | Date on which value in table was found |
E_MEAN_REV | FTBB_DTE_MEANREV | P | 9 | Reversion Rate for Hull/White Volatilities |
E_VOLA | ATVO5-VOLA | P | 6 |
Exception | Text |
---|---|
VOLA_NOT_FOUND |