SAP Function Module RM_HULL_WHITE_ANALYTICAL
Preisrechner Hull White analyt
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The Function Module RM_HULL_WHITE_ANALYTICAL (Preisrechner Hull White analyt) 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_HULL_WHITE_ANALYTICAL |
| Short Text | Preisrechner Hull White analyt |
| 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 |
|---|---|---|---|---|
| IT_DISCOUNTFACTORS | TYPE | VTVOP_DISCOUNTFACTOR_TAB | discountfactor table for option evaluation | |
| IT_FIX_CF | TYPE | VTVOP_FIX_CF_TAB | fix cashflow table for option evaluation | |
| I_HORIZON | TYPE | TIME_SPAN | Zeitspanne in Jahresbruchteilen |
Exporting Parameters
This function module does not define any EXPORTING parameters.
Changing Parameters
These are the CHANGING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| C_OP_DESCRIPTIONS | TYPE | VTVOP_DESCRIPTION | Beschreibung der Ausübungsgelegenheiten von Bermudaoptionen |
Table Parameters
This function module does not define any TABLE parameters.
Exceptions
These are the Exceptions of this function module.
| Exception Name | Short Text |
|---|---|
| NO_CONVERGENCE | Newton Interpolation does not converge |