SAP Function Module RM_OPTION_PRICE_EURO_BS
Preis einer europäischen Standardoption (Call,Put) nach Merton
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The Function Module RM_OPTION_PRICE_EURO_BS (Preis einer europäischen Standardoption (Call,Put) nach Merton) 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_OPTION_PRICE_EURO_BS |
| Short Text | Preis einer europäischen Standardoption (Call,Put) nach Merton |
| 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 Underlying (10.2 für 10,2%) | |
| OPT_DAYS | TYPE | ANY | Restlaufzeit in Tagen | |
| OPT_DOMESTIC_RATE | TYPE | ANY | Inlandszinssatz in Dezimalzahl (5.8 für 5,8%) | |
| OPT_FOREIGN_RATE | TYPE | ANY | Auslandszinssatz | |
| OPT_SPOT | TYPE | F | Aktueller Kurs des underlying | |
| OPT_STRIKE | TYPE | F | Basispreis der Option | |
| PUT_CALL | TYPE | C | Put oder Call? 'P' '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 | Ausgabe des analytischen Deltas nach Typ | |
| OPT_PRICE | TYPE | F | Ausgabe des Preises nach Merton bzw. B&S |
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 | Keine oder negative Restlaufzeit |
| NO_PC | Weder 'P' noch 'C' übergeben |
| ZERO_NEG_SPOT | |
| ZERO_NEG_STRIKE | Kein oder negativer Strike |
| ZERO_NEG_VOLA | Keine oder negative Vola |