| Parameter | Reference | Type | Length | Default | Optional | Text |
|---|---|---|---|---|---|---|
| AKTDATUM | D | D | 8 | |||
| HORIZONT | D | D | 8 | |||
| LFZ_OPTION | TB_LFZEIT | N | 10 | X | Term in Days | |
| LFZ_UNDER | TB_LFZEIT | N | 10 | X | Term in Days | |
| MNYNESS | ATVO4-MNYNESS | P | 4 | X | ||
| OPTDAT | D | D | 8 | X | ||
| SHIFTREGEL | JBRREG | u | 16 | X | ||
| UNDDAT | D | D | 8 | X | ||
| VOLADEF | VTVMDSVO | u | 72 |
| Parameter | Reference | Type | Length | Text |
|---|---|---|---|---|
| FNDDATUM | D | D | 8 | |
| MEAN_REV | FTBB_DTE_MEANREV | P | 9 | Reversion Rate for Hull/White Volatilities |
| VOLA | ATVO5-VOLA | P | 6 |
| Exception | Text |
|---|---|
| NO_VOLANAME | |
| VOLA_NOT_FOUND |