SAP Function Module DIGITAL_PRICE_EURO_BS
Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein
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The Function Module DIGITAL_PRICE_EURO_BS (Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein) is a standard Function Module in SAP ERP and is part of the function group TBOP within the package FTB.
Technical Information
| Function Module | DIGITAL_PRICE_EURO_BS |
| Short Text | Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein |
| Function Group | TBOP |
| Package | FTB |
| Module Type | Normal Module |
Importing Parameters
These are the IMPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| OPT_DAYS | LIKE | Restlaufzeit in Tagen | ||
| OPT_DOMESTIC_RATE | LIKE | JBD11-IFR | Inlandszinssatz in Dezimalzahl (5.8 für 5,8%) | |
| OPT_FOREIGN_RATE | LIKE | JBD11-IFR | Auslandszinssatz | |
| OPT_REBATE | LIKE | JBROPTI-REBETR | Fester Rückzahlungsbetrag im Ausübungsfall | |
| OPT_REBSIGN | LIKE | JBROPTI-RESSIGN | '+' | Vorzeichen der Rebatesumme |
| OPT_SPOT | LIKE | JBROPTI-OSKURS | Aktueller Kurs des underlying | |
| OPT_STRIKE | LIKE | JBROPTI-OSKURS | Basispreis der Option | |
| OPT_UNDERLYING | LIKE | JBRBEST-SANLF | 'W' | Typ des underlyings: 'C', 'A', 'F', 'W' für Währ |
| OPT_VOLA | LIKE | VTVSZCVO-VOLA | Volatilität des Underlying (10.2 für 10,2%) | |
| PUT_CALL | LIKE | Put oder Call? 'P' 'C' |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| OPT_DELTA | LIKE | Ausgabe des analytischen Deltas nach Typ | ||
| OPT_PRICE | LIKE | Ausgabe des Preises nach Rubinstein bzw. B&S |
Changing Parameters
This function module does not define any CHANGING parameters.
Table Parameters
This function module does not define any TABLE parameters.
Exceptions
These are the Exceptions of this function module.
| Exception Name | Short Text |
|---|---|
| NEG_DAYS | Keine oder negative Restlaufzeit |
| NEG_DOM_RATE | Negativer Inlandszins |
| NEG_FOR_RATE | Negativer Auslandszins |
| NO_PC | Weder 'P' noch 'C' übergeben |
| ZERO_NEG_SPOT | Kein oder negativer Kurs |
| ZERO_NEG_STRIKE | Kein oder negativer Strike |
| ZERO_NEG_VOLA | Keine oder negative Vola |