SAP ABAP Class /BA1/CL_F4_VOLA_OBJ (Point Cloud for Volatilities)
Hierarchy
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SAP_BS_FND (Software Component) SAP Business Suite Foundation
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CA-FS-MKD (Application Component) Basic Market Data
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/BA1/F4_VOLA (Package) Market Data: Volatilities
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Meta Relationship - Using
| # | Relationship type | Using | Short Description | Created on |
|---|---|---|---|---|
| 1 | Interface implementation (CLASS c. INTERFACES i_ref) | /BA1/IF_F4_VOLA_CALC | Determine Volatilities | 20040315 |
Properties
| Class | /BA1/CL_F4_VOLA_OBJ | |
| Short Description | Point Cloud for Volatilities | |
| Super Class | ||
| Instantiability of a Class | 2 | Public |
| Final |
General Data
| Message Class | ||
| Program status | ||
| Category | 0 | |
| Package | /BA1/F4_VOLA | Market Data: Volatilities |
| Created | 20021015 | SAP |
| Last change | 20110908 | SAP |
| Shared Memory-enabled | ||
| Fixed point arithmetic | ||
| Unicode checks active |
Forward declarations
Class /BA1/CL_F4_VOLA_OBJ has no forward declaration.
Interfaces
| # | Interface | Abstract | Final | Description | Created on |
|---|---|---|---|---|---|
| 1 | /BA1/IF_F4_VOLA_CALC | Determine Volatilities | 20040315 |
Friends
Class /BA1/CL_F4_VOLA_OBJ has no friend class.
Attributes
| # | Attribute | Level | Visibility | Read only | Typing | Associated Type | Initial Value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Instance attribute | Private | Type reference (TYPE) | /BA1/F4_DTE_VOL_STRIKE_TYPE | Strike Type: Moneyness Active or Strike Active | 20070511 | |||
| 2 | Instance attribute | Private | Type reference (TYPE) | L_TYP_TAH_VOLA_HITS | 20021016 | ||||
| 3 | Instance attribute | Private | Type reference (TYPE) | L_TYP_TAS_VOLA_CONTAINER | 20021015 |
Methods
| # | Method | Level | Visibility | Method type | Description | Created on |
|---|---|---|---|---|---|---|
| 1 | Instance method | Private | Method | Find Volatility | 20021016 | |
| 2 | Instance method | Private | Method | Find Volatility | 20070511 |
Events
Class /BA1/CL_F4_VOLA_OBJ has no event.
Types
| # | Type | Visibility | Typing | Associated Type | Description | Created on | Type Source |
|---|---|---|---|---|---|---|---|
| 1 | L_TYP_TAH_VOLA_HITS | Private | See coding | 20021016 | |
||
| 2 | L_TYP_TAS_VOLA_CONTAINER | Private | See coding | 20021015 | |
Method Signatures
Method VOLA_SEARCH Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | E_VOLA | Call by reference | Type reference (TYPE) | /BA1/F4_STR_VOLA_POINT | Volatilitäts-Punkt | 20021016 | |||
| 2 | I_EXTNO_OPT | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_EXT_NO | Externe Nummer | 20021016 | |||
| 3 | I_EXT_PRODTYPE_OPT | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_EXTPRODTYPE | externer Produkttyp | 20021016 | |||
| 4 | I_MONEYNESS | Call by reference | Type reference (TYPE) | F | Moneyness | 20021016 | |||
| 5 | I_TERM_OPTION | Call by reference | Type reference (TYPE) | I | Laufzeit Option | 20021016 | |||
| 6 | I_TERM_UNDERLYING | Call by reference | Type reference (TYPE) | I | Laufzeit Underlying | 20021016 |
Method VOLA_SEARCH on class /BA1/CL_F4_VOLA_OBJ has no exception.
Method VOLA_SEARCH_STRIKE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | E_VOLA | Call by reference | Type reference (TYPE) | /BA1/F4_STR_VOLA_POINT | Volatilitäts-Punkt | 20070511 | |||
| 2 | I_EXTNO_OPT | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_EXT_NO | Externe Nummer | 20070511 | |||
| 3 | I_EXT_PRODTYPE_OPT | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_EXTPRODTYPE | externer Produkttyp | 20070511 | |||
| 4 | I_STRIKE | Call by reference | Type reference (TYPE) | F | Strike | 20070511 | |||
| 5 | I_TERM_OPTION | Call by reference | Type reference (TYPE) | I | Laufzeit Option | 20070511 | |||
| 6 | I_TERM_UNDERLYING | Call by reference | Type reference (TYPE) | I | Laufzeit Underlying | 20070511 |
Method VOLA_SEARCH_STRIKE on class /BA1/CL_F4_VOLA_OBJ has no exception.
History
| Last changed by/on | SAP | 20110908 |
| SAP Release Created in | 20 |