SAP Function Module RMMD_GET_HW_VOLATILITY
Startwerte für Kalibrierung des Hull-White-Modells lesen
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The Function Module RMMD_GET_HW_VOLATILITY (Startwerte für Kalibrierung des Hull-White-Modells 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_HW_VOLATILITY |
| Short Text | Startwerte für Kalibrierung des Hull-White-Modells 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_CURRENCY | TYPE | JBWWAER | Währung | |
| I_DATE | TYPE | DATS | Feld vom Typ DATS | |
| I_HW_VOLATILITYTYPE | TYPE | TB_VOLART | Volatilitätsart | |
| I_IR_CURVETYPE | TYPE | JBSZKART | Zinskurvenart | |
| I_MATURITY | TYPE | TV_MATOP | Volatilitäten - Laufzeit der Option | |
| I_RUNTIME | TYPE | TV_MATUL | Volatilitäten - Gesamtlaufzeit | |
| I_STRIKE_RATE | TYPE | TV_MNYNSS | Volatilitäten - Moneyness Faktor |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| E_VOLATILITY | TYPE | FTBB_VOLATILITY | 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_VOLANAME | Der Zinskurve/Währung ist kein Volaname zugeordnet (ATVO65) |
| NO_VOLAPROFIL | Für Parameter existiert kein Vola-Profil |
| NO_VOLAVALUE | Keine Volatilitäten gefunden |