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/BA1/TF4_VTYP Table in SAP | Volatility Types Table & Fields List

/BA1/TF4_VTYP is a SAP table coming under CA module and SAP_BS_FND component.View details, Fields & related tables of /BA1/TF4_VTYP in SAP.

  • Table description : Volatility Types
  • Module : CA-FS-MKD
  • Parent Module : CA
  • Package : /BA1/F4_VOLA
  • Software Component : SAP_BS_FND
/BA1/TF4_VTYP table in SAP

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SAP /BA1/TF4_VTYP Table Fields structure

FieldNoteData ElementDomain
MANDTClientMANDTMANDT
MDCODEMarket Data Area/BA1/F4_DTE_MDCODE/BA1/F4_MDCODE
VOL_TYPEVolatility Type/BA1/F4_DTE_VOL_TYPE/BA1/F4_RATE_TYPE
XCLUSTERVolatility Type is a Cluster/BA1/F4_DTE_VOL_XCLUSTER/BA1/F4_VOL_XCLUSTER
VOL_CATGVolatility Category/BA1/F4_DTE_VOL_CATEGORY/BA1/F4_VOL_CATEGORY
QUOT_TYPEQuotation Type for Volatility/BA1/F4_DTE_VOL_QUOT_TYPE/BA1/F4_VOL_QUOT_TYPE
MAXAGEMaximum Age/BA1/F4_DTE_MAX_AGE/BA1/F4_MAX_AGE
VOLA_CALC_METHCalculation Method for Volatilities/BA1/F4_DTE_VOLA_CALC_METHOD/BA1/F4_VOLA_CALC_METHOD
MAT_OPT_SCALEScale for Term of Option/BA1/F4_DTE_VOLA_MAT_OPT_SCALE/BA1/F4_VOLA_PARAM_SCALE
MAT_UL_SCALEScale for Term of Underlying/BA1/F4_DTE_VOLA_MAT_UL_SCALE/BA1/F4_VOLA_PARAM_SCALE
MNYNESS_SCALEScale for Moneyness/BA1/F4_DTE_VOLA_MNYNESS_SCALE/BA1/F4_VOLA_PARAM_SCALE
STRIKE_TYPEStrike Type: Moneyness Active or Strike Active/BA1/F4_DTE_VOL_STRIKE_TYPE/BA1/F4_VOL_STRIKE_TYPE
STRIKE_SCALEScale for Strike/BA1/F4_DTE_VOLA_STRIKE_SCALE/BA1/F4_VOLA_PARAM_SCALE

/BA1/TF4_VTYP related tables

TableNote
ATVO65Volatility: Map Yield Curves to Hull-White Volatility
ATVO1Volatility Types 1
ATVO2Descriptions of Volatility Types
/BA1/TF4_VTYPVolatility Types
/BA1/TF4_VTYPTText Table for Volatility Types
ATRFVOLADescriptions of Risk Factors for Volatility Names
ATVO0Volatilities - Definition of Volatility Name
ATVO0TText Table for Name of Volatility
/BA1/F4_VOLAVERSVolatility Versions
/BA1/F4_VOL_KEYVolatility Object Key from Option Number and Underlying
/BA1/TF4_SCFXVScenarios for Exchange Rate Volatility
/BA1/TF4_SCIRVInterest Volatility Scenarios
/BA1/TF4_SCSECVSecurity Volatility Scenarios
/BA1/TF4_SCS_VOLVolatility Shifts
/BA1/TF4_VCLUSVolatility Cluster
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