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SAP Function Module RMMD_GET_BS_VOLATILITIES

Black-Scholes-Volatilitäten für Hull-White-Kalibrierung lesen

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The Function Module RMMD_GET_BS_VOLATILITIES (Black-Scholes-Volatilitäten für Hull-White-Kalibrierung lesen) is a standard Function Module in SAP ERP and is part of the function group RMMD within the package FTBB.

Technical Information

Function Module RMMD_GET_BS_VOLATILITIES
Short Text Black-Scholes-Volatilitäten für Hull-White-Kalibrierung lesen
Function Group RMMD
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_BS_VOLATILITYTYPE TYPE TB_VOLART Volatilitätsart
I_CURRENCY TYPE JBWWAER Währung
I_DATE TYPE DATS Feld vom Typ DATS
I_IR_CURVETYPE TYPE JBSZKART Zinskurvenart
I_MONEYNESS_FROM TYPE TV_MNYNSS Volatilitäten - Moneyness Faktor
I_MONEYNESS_TO TYPE TV_MNYNSS Volatilitäten - Moneyness Faktor
I_RUNTIME_FROM TYPE TV_MATUL Volatilitäten - Laufzeit des Underlying
I_RUNTIME_TO TYPE TV_MATUL Volatilitäten - Laufzeit des Underlying

Exporting Parameters

These are the EXPORTING parameters of this function module.

Parameter Name Type Associated Type Default Value Short Text
ET_VOLATILITIES TYPE FTBB_VOLATILITIES Interne Tab. für Volatilitäten der Zentralen Vola'DB

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
ERROR_AT_DB_SELECT Fehler bei Zugriff auf Datenbank
NO_INTEREST_RATE_REFERENCES Keine Zinsreferenzen für die Zinskurvenart gefunden
NO_VOLAVALUES_FOUND Keine Volawerte gefunden