/BA1/F4_VOLA - Volatilities
Volatilities information is stored in SAP table /BA1/F4_VOLA.
It is part of development package /BA1/F4_VOLA in software component CA-FS-MKD. This development package consists of objects that can be grouped under "Market Data: Volatilities".
It is part of development package /BA1/F4_VOLA in software component CA-FS-MKD. This development package consists of objects that can be grouped under "Market Data: Volatilities".
Fields for table /BA1/F4_VOLA
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
---|---|---|---|---|---|---|
MANDT | Client | X | MANDT | CLNT | 3 | * |
VOLA_GUID | GUID in 'RAW' format | X | GUID_16 | RAW | 16 | |
POS_NR | Volatility Position Number | X | /BA1/F4_DTE_VOLA_POS_NR | INT4 | 4 | |
MATURITY_OPTION | Term of Option (Actual Number of Days) | /BA1/F4_DTE_TERM_OPTION | INT4 | 4 | ||
MONEYNESS | Moneyness (FLOAT) | /BA1/F4_DTE_MONEYNESS_F | FLTP | 8 | ||
MATURITY_UL | Term of Underlying (Actual Number of Days) | /BA1/F4_DTE_TERM_UNDERLYING | INT4 | 4 | ||
VOLATILITY | Volatility (FLOAT) | /BA1/F4_DTE_VOLATILITY_F | FLTP | 8 | ||
STRIKE | Strike (FLOAT) | /BA1/F4_DTE_STRIKE_F | FLTP | 8 |