SAP Function Module RM_OPTION_PRICE_AMER_BBSR
Preis einer amerikanischen Standardoptionen per BBSR-Verfahren
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The Function Module RM_OPTION_PRICE_AMER_BBSR (Preis einer amerikanischen Standardoptionen per BBSR-Verfahren) 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_OPTION_PRICE_AMER_BBSR |
| Short Text | Preis einer amerikanischen Standardoptionen per BBSR-Verfahren |
| 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 |
|---|---|---|---|---|
| DAYS | TYPE | ANY | Laufzeit in Tagen | |
| DOMESTIC_RATE | LIKE | JBD11-IFR | Inlandszins in Prozent (Bsp.: 5,8 für 5,8%) | |
| FOREIGN_RATE | LIKE | JBD11-IFR | Auslandszins | |
| I_VOLA | TYPE | F | Volatilität als p.a.-Prozentsatz (Bsp.: 11,2 ) | |
| PUT_CALL | TYPE | C | Kennzeichen für Put oder Call | |
| SPOT | TYPE | F | aktueller Kurs des Underlying | |
| STEPS | TYPE | I | Anzahl Schritte für den Binomialbaum (Max. 100) | |
| STRIKE | TYPE | F | Strike / basispreis der Option |
Exporting Parameters
These are the EXPORTING parameters of this function module.
| Parameter Name | Type | Associated Type | Default Value | Short Text |
|---|---|---|---|---|
| PRICE | TYPE | F | Prämie der Option |
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_DAYS | Keine oder negative Laufzeit |
| NEG_STRIKE | Negativer Strike (0 ist erlaubt!) |
| NO_PC | Weder Put noch Call |
| ZERO_NEG_SPOT | Kein oder negativer Kurs |
| ZERO_NEG_STEPS | Keine oder negative Schrittzahl |
| ZERO_NEG_VOLA | Keine oder negative Vola |