The Function Module RM_HULL_WHITE_ANALYTICAL_INT (Preisrechner Hull White analyt) is a standard Function Module in SAP ERP and is part of the function group RMOP within the package FTBB.
Function Module | RM_HULL_WHITE_ANALYTICAL_INT |
Short Text | Preisrechner Hull White analyt |
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 |
---|---|---|---|---|
IT_DISCOUNTFACTORS | TYPE | VTVOP_DISCOUNTFACTOR_TAB | discountfactor table for option evaluation | |
IT_FIX_CF | TYPE | VTVOP_FIX_CF_TAB | fix cashflow table for option evaluation | |
I_HORIZON | TYPE | TIME_SPAN | Zeitspanne in Jahresbruchteilen | |
I_MAXIMUM_STEPLENGTH | TYPE | JBR_MAXIMUM_STEPLENGTH | Maximal erlaubte Schrittweite bei Diskretisierungsverfahren |
This function module does not define any EXPORTING parameters.
These are the CHANGING parameters of this function module.
Parameter Name | Type | Associated Type | Default Value | Short Text |
---|---|---|---|---|
C_OP_DESCRIPTIONS | TYPE | VTVOP_DESCRIPTION | Beschreibung der Ausübungsgelegenheiten von Bermudaoptionen |
This function module does not define any TABLE parameters.
These are the Exceptions of this function module.
Exception Name | Short Text |
---|---|
NO_CONVERGENCE | Newton Interpolation does not converge |