SAP Function Module RM_FUTURE_STYLE_OPTION_PRICE
Preis einer Future-Style gehandelten Standard-Option
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The Function Module RM_FUTURE_STYLE_OPTION_PRICE (Preis einer Future-Style gehandelten Standard-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_FUTURE_STYLE_OPTION_PRICE |
| Short Text | Preis einer Future-Style gehandelten Standard-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 |
|---|---|---|---|---|
| I_VOLA | TYPE | F | Volatilität des Underlyings in Prozent | |
| OPT_DAYS | TYPE | I | Restlaufzeit in Tagen | |
| OPT_DOMESTIC_RATE | LIKE | JBD11-IFR | Inlandszinssatz in Prozent | |
| OPT_FOREIGN_RATE | LIKE | JBD11-IFR | Auslandszinssatz in Prozent | |
| OPT_SPOT | TYPE | F | Aktueller Kurs Underlying | |
| OPT_STRIKE | TYPE | F | Basispreis der Option | |
| PUT_CALL | TYPE | C | 'C' | Put: 'P', Call: 'C' |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| OPT_DELTA | TYPE | F | Delta der Option | |
| OPT_PRICE | TYPE | F | Optionspreis |
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 | negative Restlaufzeit |
| NO_PC | weder Put noch Call |
| ZERO_NEG_SPOT | negativer oder kein Kurs Underlying |
| ZERO_NEG_STRIKE | negativer oder kein Strike |
| ZERO_NEG_VOLA | negative oder keine Volatilität |