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 |