SAP Function Module RM_ONETOUCH_PRICE_EURO
Preis einer One-touch Digital Option nach Rubinstein
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The Function Module RM_ONETOUCH_PRICE_EURO (Preis einer One-touch Digital Option nach Rubinstein) is a standard Function Module in SAP ERP and is part of the function group RMOP within the package FTBB.
Technical Information
| Function Module | RM_ONETOUCH_PRICE_EURO |
| Short Text | Preis einer One-touch Digital Option nach Rubinstein |
| Function Group | RMOP |
| 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_VOLA | TYPE | F | Volatilität des Underlying (10.2 für 10,2%) | |
| OPT_BARRIER | TYPE | F | Kurs, bei dem Rebate gezahlt wird | |
| OPT_DAYS | TYPE | I | Restlaufzeit in Tagen | |
| OPT_DOMESTIC_RATE | LIKE | JBD11-IFR | Inlandszinssatz in Dezimalzahl (5.8 für 5,8%) | |
| OPT_FOREIGN_RATE | LIKE | JBD11-IFR | Auslandszinssatz | |
| OPT_REBATE | LIKE | VTVFGOP08-REBETR | Einmalzahlung bei Erreichen der Barrier | |
| OPT_SPOT | TYPE | F | Aktueller Kurs des underlying | |
| UP_DOWN | TYPE | C | 'U' | Kennzeichen, ob Barrier Up oder Down ist |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| OPT_PRICE | TYPE | F | Ausgabe des Preises nach Merton bzw. B&S |
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 |
|---|---|
| NEG_BARRIER | Negative Barrier |
| NEG_DAYS | Keine oder negative Restlaufzeit |
| NO_UD | Up - Down Kennzeichen nicht U oder D |
| ZERO_NEG_SPOT | Kein oder negativer Kassakurs |
| ZERO_NEG_VOLA | Keine oder negative Vola |