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SAP Function Group RMOP

Risk Management: Option Control

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The Function Group RMOP (Risk Management: Option Control) is a standard Function Group in SAP ERP and is part of the package FTBB. It contains the following embedded function modules and dictionary objects.

Technical Information

Function Group RMOP
Short Text Risk Management: Option Control
Package FTBB

Function Modules

Function Group RMOP contains 16 function modules.

NUMERICAL_INTEGRATE numerisches Integrationsverfahren
RM_BARRIER_PRICE_EURO_RUB Preis einer europäischen Standardoption (Call,Put) nach Merton
RM_CALL_OPTION Aufrufbaustein Optionsmodelle mit Berücksichtigung Underlying, Methode
RM_CALL_OPTION_GREEKS Aufrufbaustein Berechung Greeks (Hülle um RM_CALL_OPTION)
RM_COMPOUND_OPTION_EURO Preis einer Compound Option nach Geske und Rubinstein
RM_DIGITAL_PRICE_EURO_BS Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein
RM_DOUBLE_KNOCK_PRICE_EURO Preis einer Double-Knock-In oder -Out Option nach Ikeda und Kunitomo
RM_FUTURE_STYLE_OPTION_PRICE Preis einer Future-Style gehandelten Standard-Option
RM_HULL_WHITE_ANALYTICAL Preisrechner Hull White analyt
RM_HULL_WHITE_ANALYTICAL_INT Preisrechner Hull White analyt
RM_HULL_WHITE_TRINOMIAL_TREE Hull-White IR Model with Trinomial Tree for Options
RM_IMPLIED_SPOT_EURO_BS Preis des Underlyings für vorgegeben Optionspreis (Standard, europäisch)
RM_INTRINSIC_VALUE Innerer Wert einer Option
RM_ONETOUCH_PRICE_EURO Preis einer One-touch Digital Option nach Rubinstein
RM_OPTION_PRICE_AMER_BBSR Preis einer amerikanischen Standardoptionen per BBSR-Verfahren
RM_OPTION_PRICE_EURO_BS Preis einer europäischen Standardoption (Call,Put) nach Merton