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SAP Table ATVO1

Volatility Types 1

ATVO1 (Volatility Types 1) is a standard table in SAP R\3 ERP systems. Below you can find the technical details of the fields that make up this table. Key fields are marked in blue.

Additionally we provide an overview of foreign key relationships, if any, that link ATVO1 to other SAP tables.

Source: ATVO1 (Volatility Types 1)

ATVO1 table fields

Field Data element Checktable Datatype Length Decimals
MANDT Client MANDT T000 CLNT 3 0
VOLART Volatility Type TB_VOLART CHAR 3 0
VKURSTYP Volatility rate category TB_VKTYP CHAR 2 0
1 Ask rate
2 Middle rate
3 Bid rate
VCAPLTYP Interpretation of single/average volatility for cap/floor TV_CAPLTYP NUMC 2 0
00 Single volatility
01 Average volatility
SCALCART Statistics type TV_CALCART ATVO3 NUMC 3 0
MONEYNESSDEF Moneyness Definition TV_MONEYNESSDEF CHAR 1 0
NULL 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)

ATVO1 foreign key relationships

Table Field Foreign key table Foreign key field Check table Check field
ATVO1 MANDT ATVO1 MANDT T000 Clients MANDT
ATVO1 SCALCART ATVO1 MANDT ATVO3 Statistics Type for Parameterizing Estimation Functions MANDT
ATVO1 SCALCART ATVO1 SCALCART ATVO3 Statistics Type for Parameterizing Estimation Functions SCALCART