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Check it out on amazon.com →The Function Module RM_CALL_OPTION_GREEKS (Aufrufbaustein Berechung Greeks (Hülle um RM_CALL_OPTION)) is a standard Function Module in SAP ERP and is part of the function group RMOP within the package FTBB.
Function Module | RM_CALL_OPTION_GREEKS |
Short Text | Aufrufbaustein Berechung Greeks (Hülle um RM_CALL_OPTION) |
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 |
---|---|---|---|---|
DIVIDEND | LIKE | Dividende als Prozentsatz | ||
EVALUATION_DATE | LIKE | SY-DATUM | SY-DATUM | Datum, zu dem der Barwert (Prämie) gerechnet wir |
I_STRIKE | TYPE | F | Strike-Betrag | |
I_VOLA | TYPE | F | Volatilität in Prozent | |
MATURITY | LIKE | SY-DATUM | ||
OPTION_DATA | TYPE | TV0_OPTI_TYP | Optionsdaten | |
SFGTYP | LIKE | JBRBEST-SFGTYP | Underlying Kauf/Verkauf -> Put/Call | |
SPOT | LIKE | Währungsdaten | ||
STEPS | TYPE | I | 30 | Nur für Binomiale Berechnung: Wieviele Steps |
ZERO_DOMRATE | LIKE | Inlandszins als Zerosatz |
These are the EXPORTING parameters of this function module.
Parameter Name | Type | Associated Type | Default Value | Short Text |
---|---|---|---|---|
DELTA | TYPE | F | ||
GAMMA | TYPE | F | Barwert / Prämie für AUSW_DATUM | |
VEGA | TYPE | F | Deltaergebnis |
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 |
---|---|
NEG_BARRIER | Barrier negativ |
NEG_DAYS | Anzahl Tage negativ |
NO_IO | Keine Kennung für In/Out |
NO_PC | Keine Kennung für Put/Call |
NO_UD | Keine Kennung für Up/Down |
ZERO_NEG_SPOT | Spot <- 0 |
ZERO_NEG_STEPS | Bei amerikanischen Iter.-schritte <-0 |
ZERO_NEG_STRIKE | Strike <-0 |
ZERO_NEG_VOLA | Vola <- 0 |