/BA1/TF4_VTYP - Volatility Types
Volatility Types information is stored in SAP table /BA1/TF4_VTYP.
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/TF4_VTYP
Field Name | Description | Is Key | Data Element | Data Type | Length | Check Table |
|---|---|---|---|---|---|---|
| MANDT | Client | X | MANDT | CLNT | 3 | * |
| MDCODE | Market Data Area | X | /BA1/F4_DTE_MDCODE | CHAR | 4 | /BA1/V_TF4_M_MDC |
| VOL_TYPE | Volatility Type | X | /BA1/F4_DTE_VOL_TYPE | CHAR | 4 | |
| XCLUSTER | Volatility Type is a Cluster | /BA1/F4_DTE_VOL_XCLUSTER | CHAR | 1 | ||
| VOL_CATG | Volatility Category | /BA1/F4_DTE_VOL_CATEGORY | CHAR | 1 | ||
| QUOT_TYPE | Quotation Type for Volatility | /BA1/F4_DTE_VOL_QUOT_TYPE | CHAR | 1 | ||
| MAXAGE | Maximum Age | /BA1/F4_DTE_MAX_AGE | INT4 | 4 | ||
| VOLA_CALC_METH | Calculation Method for Volatilities | /BA1/F4_DTE_VOLA_CALC_METHOD | CHAR | 4 | /BA1/TF4_VCALCM | |
| MAT_OPT_SCALE | Scale for Term of Option | /BA1/F4_DTE_VOLA_MAT_OPT_SCALE | DEC | 5 | ||
| MAT_UL_SCALE | Scale for Term of Underlying | /BA1/F4_DTE_VOLA_MAT_UL_SCALE | DEC | 5 | ||
| MNYNESS_SCALE | Scale for Moneyness | /BA1/F4_DTE_VOLA_MNYNESS_SCALE | DEC | 5 | ||
| STRIKE_TYPE | Strike Type: Moneyness Active or Strike Active | /BA1/F4_DTE_VOL_STRIKE_TYPE | CHAR | 1 | ||
| STRIKE_SCALE | Scale for Strike | /BA1/F4_DTE_VOLA_STRIKE_SCALE | DEC | 5 |