SAP Function Group TBOP
Option valuation functions
Recommended Now
Fire TV Stick Lite Essentials Bundle
This bundle contains Amazon Fire TV Stick Lite and Mission USB Power Cable. The USB power cable eliminates the need to find an AC outlet near your TV by powering Amazon Fire TV directly from your TV's USB port. Includes special power management circuitry that enhances the peak power capability of the USB port by storing excess energy and then releasing it as needed.
Check it out on amazon.com →
The Function Group TBOP (Option valuation functions) is a standard Function Group in SAP ERP and is part of the package FTB. It contains the following embedded function modules and dictionary objects.
Technical Information
| Function Group | TBOP |
| Short Text | Option valuation functions |
| Package | FTB |
Function Modules
Function Group TBOP contains 12 function modules.
| BARRIER_PRICE_EURO_RUB | Preis einer europäischen Barrieroption nach Rubinstein |
|---|---|
| DIGITAL_PRICE_EURO_BS | Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein |
| IMPL_VOLA_BARRIER | Implizite Vola für Barrieroptionen |
| IMPL_VOLA_HITATEND | Implizite Vola für digitale Hit-At-End-Optionen |
| IMPL_VOLA_ONETOUCH | Implizite Vola für digitale One-Touch-Optionen |
| IMPL_VOLA_STD_AMER | Implizite Vola für amerikanische Standardoptionen |
| IMPL_VOLA_STD_EURO | Implizite Vola für europäische Standardoptionen |
| ONETOUCH_PRICE_EURO | Preis einer One-touch Digital Option nach Rubinstein |
| OPTION_PRICE_AMER_BIN | Preis einer amerikanischen Standardoption |
| OPTION_PRICE_EURO_BS | Preis einer europäischen Standardoption (Call,Put) nach Merton |
| STANDARD_NORM_DIST | Wert der Verteilungsfunktion der St.-Normalverteilung an der Stelle X |
| TV_CALL_OPTION | Aufrufbaustein Optionsmodelle mit Berücksichtigung Underlying, Methode |