SAP table ATVO1 (Volatility Types 1)

SAP table ATVO1 has 2 primary key fields being MANDT,VOLART.

If you're only analyzing data from a single SAP instance you may omit field MANT in your relationships as it will we the same across the entire dataset. On the other hand, if you're combining data from multiple SAP instances you need to take MANDT into account.

Field Description Data Type Length Decimals Checktable Data Element
MANDT Client CLNT 3 0 T000 MANDT
VOLART Volatility Type CHAR 3 0 TB_VOLART
VKURSTYP Volatility rate category CHAR 2 0 TB_VKTYP
VCAPLTYP Interpretation of single/average volatility for cap/floor NUMC 2 0 TV_CAPLTYP
SCALCART Statistics Type NUMC 3 0 ATVO3 TV_CALCART
MONEYNESSDEF Moneyness Definition CHAR 1 0 TV_MONEYNESSDEF
Default (M:=X at H/W&AvgCapFloor Vola, M:=(X-S)/S at Others)
1 M:=(X-S)/S (Moneyness as Rel. Displacement)
2 M:=X-S (Moneyness as Displacement)
3 M:=X (Moneyness as Strike)
4 M:=log(S/X) (Sticky Moneyness, Logarithmic)
5 M:=S/X (Sticky Moneyness, Direct)
6 M:=X/S (Sticky Moneyness, Reciprocal)
D M:= Option Delta

ATVO1 foreign key relationships

Table Field Check Table Check Field
0 ATVO1 MANDT T000 Clients MANDT
1 ATVO1 SCALCART ATVO3 Statistics Type for Parameterizing Estimation Functions MANDT