SAP Function Module RM_BARRIER_PRICE_EURO_RUB
Preis einer europäischen Standardoption (Call,Put) nach Merton
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The Function Module RM_BARRIER_PRICE_EURO_RUB (Preis einer europäischen Standardoption (Call,Put) nach Merton) is a standard Function Module in SAP ERP and is part of the function group RMOP within the package FTBB.
Technical Information
| Function Module | RM_BARRIER_PRICE_EURO_RUB |
| Short Text | Preis einer europäischen Standardoption (Call,Put) nach Merton |
| Function Group | RMOP |
| Package | FTBB |
| Module Type | Normal Module |
Importing Parameters
These are the IMPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| IN_OUT | LIKE | Kennzeichen für In / Out | ||
| I_VOLA | TYPE | F | Volatilität des Underlying (10.2 für 10,2%) | |
| OPT_BARRIER | TYPE | F | Barriere | |
| OPT_DAYS | TYPE | ANY | 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 | VTVFGOP08-REBETR | 0 | Rückzahlung, falls nicht ausübar |
| OPT_REBSIGN | LIKE | VTVFGOP08-RESSIGN | '+' | Richtung des Rebatebetrags |
| OPT_SPOT | TYPE | F | Aktueller Kurs des underlying | |
| OPT_STRIKE | TYPE | F | Basispreis der Option | |
| PUT_CALL | TYPE | C | Put oder Call? 'P' 'C' | |
| UP_DOWN | TYPE | C | Kennzeichen für Barriertyp Up oder Down |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| OPT_DELTA_ZERO_MAT | TYPE | F | ||
| OPT_PRICE | TYPE | F | Ausgabe des Preises nach Merton 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_BARRIER | Negative Barrier. Bei Barrier - 0 interne Beh. |
| NEG_DAYS | Keine oder negative Restlaufzeit |
| NO_PC | Weder 'P' noch 'C' übergeben |
| ZERO_NEG_SPOT | Kein oder negativer aktueller Kurs |
| ZERO_NEG_STRIKE | Kein oder negativer Strike |
| ZERO_NEG_VOLA | Keine oder negative Vola |