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SAP Function Module RM_IMPLIED_SPOT_EURO_BS

Preis des Underlyings für vorgegeben Optionspreis (Standard, europäisch)

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The Function Module RM_IMPLIED_SPOT_EURO_BS (Preis des Underlyings für vorgegeben Optionspreis (Standard, europäisch)) 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_IMPLIED_SPOT_EURO_BS
Short Text Preis des Underlyings für vorgegeben Optionspreis (Standard, europäisch)
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_PRICE TYPE F Optionspreis
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_SPOT TYPE F gefundener Preis des Underlyings

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
NO_VALUE Option nicht bewertbar
ZERO_NEG_PRICE Optionspreis negativ oder null
ZERO_NEG_STRIKE Basispreis negativ oder null
ZERO_NEG_VOLA volatilität negativ oder null