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.
| 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 |
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 |
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 |
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 |
|---|---|
| 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 |