Parameter | Reference | Type | Length | Default | Optional | Text |
---|---|---|---|---|---|---|
I_HALTEDAUER | JBRIHSDEF-UNWIND | s | 2 | Holding Period | ||
I_KALID | JBRIHSDEF-KALENDER | C | 2 | X | Factory Calendar | |
I_KONFIDENZ | ATVO3-KNIVEAU | P | 6 | X | Confidence Level | |
I_NACHWAER | VTVSZCR-TCURR | C | 5 | |||
I_VDATUM | ATIVO-DATAB | D | 8 | Date on Which Volatility Valid | ||
I_VOLART | ATVO1-VOLART | C | 3 | Volatility Type | ||
I_VONWAER | VTVSZCR-FCURR | C | 5 |
Parameter | Reference | Type | Length | Text |
---|---|---|---|---|
E_SAMPTYP | ATVO3-SAMPLETYP | N | 2 | |
E_SHIFT | F | F | 8 | Shift Calculated |
Exception | Text |
---|---|
CANNOT_SCALE_UP | |
NO_VOLA_DEFINITION | No Master Data |
NO_VOLA_VALUE | No Movement Types |