SAP Function RM_MD_VOLA_WP_READ_SEQUENCE - Interpolate Securities Volatilities from Scenario Flow

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 Due Data of Underlying
KONDDAT D D 8 Date on which Rate is Obtained
MONEYNESS ATVO4-MNYNESS P 4 X
RGATT VBFHA-RGATT C 13 Security Identification Number
SEQUENCE VTVSZVERL-SZVERLAUF C 10 Scenario Progression
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 Event Value
Z_SZSREF T056R-REFERENZ C 10

Parameter Reference Length Optional Text
I_Z_CURVE VTV_SOPYC 9

Exception Text
NO_INIT Buffer Not Initialized
NO_PRICE_VOLA
NO_VALUE
NO_YIELD_VOLA