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SAP Function Module RM_HULL_WHITE_ANALYTICAL_INT

Preisrechner Hull White analyt

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The Function Module RM_HULL_WHITE_ANALYTICAL_INT (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_INT
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
I_MAXIMUM_STEPLENGTH TYPE JBR_MAXIMUM_STEPLENGTH Maximal erlaubte Schrittweite bei Diskretisierungsverfahren

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