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Check it out on amazon.com →The Function Module RM_ONETOUCH_PRICE_EURO (Preis einer One-touch Digital Option nach Rubinstein) is a standard Function Module in SAP ERP and is part of the function group RMOP within the package FTBB.
Function Module | RM_ONETOUCH_PRICE_EURO |
Short Text | Preis einer One-touch Digital Option nach Rubinstein |
Function Group | RMOP |
Package | FTBB |
Module Type | Normal Module |
These are the IMPORTING parameters of this function module.
Parameter Name | Type | Associated Type | Default Value | Short Text |
---|---|---|---|---|
I_VOLA | TYPE | F | Volatilität des Underlying (10.2 für 10,2%) | |
OPT_BARRIER | TYPE | F | Kurs, bei dem Rebate gezahlt wird | |
OPT_DAYS | TYPE | I | Restlaufzeit in Tagen | |
OPT_DOMESTIC_RATE | LIKE | JBD11-IFR | Inlandszinssatz in Dezimalzahl (5.8 für 5,8%) | |
OPT_FOREIGN_RATE | LIKE | JBD11-IFR | Auslandszinssatz | |
OPT_REBATE | LIKE | VTVFGOP08-REBETR | Einmalzahlung bei Erreichen der Barrier | |
OPT_SPOT | TYPE | F | Aktueller Kurs des underlying | |
UP_DOWN | TYPE | C | 'U' | Kennzeichen, ob Barrier Up oder Down ist |
These are the EXPORTING parameters of this function module.
Parameter Name | Type | Associated Type | Default Value | Short Text |
---|---|---|---|---|
OPT_PRICE | TYPE | F | Ausgabe des Preises nach Merton bzw. B&S |
This function module does not define any CHANGING parameters.
This function module does not define any TABLE parameters.
These are the Exceptions of this function module.
Exception Name | Short Text |
---|---|
NEG_BARRIER | Negative Barrier |
NEG_DAYS | Keine oder negative Restlaufzeit |
NO_UD | Up - Down Kennzeichen nicht U oder D |
ZERO_NEG_SPOT | Kein oder negativer Kassakurs |
ZERO_NEG_VOLA | Keine oder negative Vola |