SAP Function Module RM_CALL_OPTION_GREEKS
Aufrufbaustein Berechung Greeks (Hülle um RM_CALL_OPTION)
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The Function Module RM_CALL_OPTION_GREEKS (Aufrufbaustein Berechung Greeks (Hülle um RM_CALL_OPTION)) 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_CALL_OPTION_GREEKS |
| Short Text | Aufrufbaustein Berechung Greeks (Hülle um RM_CALL_OPTION) |
| 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 |
|---|---|---|---|---|
| DIVIDEND | LIKE | Dividende als Prozentsatz | ||
| EVALUATION_DATE | LIKE | SY-DATUM | SY-DATUM | Datum, zu dem der Barwert (Prämie) gerechnet wir |
| I_STRIKE | TYPE | F | Strike-Betrag | |
| I_VOLA | TYPE | F | Volatilität in Prozent | |
| MATURITY | LIKE | SY-DATUM | ||
| OPTION_DATA | TYPE | TV0_OPTI_TYP | Optionsdaten | |
| SFGTYP | LIKE | JBRBEST-SFGTYP | Underlying Kauf/Verkauf -> Put/Call | |
| SPOT | LIKE | Währungsdaten | ||
| STEPS | TYPE | I | 30 | Nur für Binomiale Berechnung: Wieviele Steps |
| ZERO_DOMRATE | LIKE | Inlandszins als Zerosatz |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| DELTA | TYPE | F | ||
| GAMMA | TYPE | F | Barwert / Prämie für AUSW_DATUM | |
| VEGA | TYPE | F | Deltaergebnis |
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 | Barrier negativ |
| NEG_DAYS | Anzahl Tage negativ |
| NO_IO | Keine Kennung für In/Out |
| NO_PC | Keine Kennung für Put/Call |
| NO_UD | Keine Kennung für Up/Down |
| ZERO_NEG_SPOT | Spot <- 0 |
| ZERO_NEG_STEPS | Bei amerikanischen Iter.-schritte <-0 |
| ZERO_NEG_STRIKE | Strike <-0 |
| ZERO_NEG_VOLA | Vola <- 0 |