SAP ABAP Class /BA1/IF_F4_VOLA_CALC (Determine Volatilities)
Meta Relationship - Used By
| # | Relationship type | Used by | Short Description | Created on |
|---|---|---|---|---|
| 1 | Interface implementation (CLASS c. INTERFACES i_ref) | /BA1/CL_F4_VOLA_INT_OBJ | Calculate Volatilities by | 20040316 |
| 2 | Interface implementation (CLASS c. INTERFACES i_ref) | /BA1/CL_F4_VOLA_OBJ | Point Cloud for Volatilities | 20040315 |
Properties
| Class | /BA1/IF_F4_VOLA_CALC | |
| Short Description | Determine Volatilities | |
| Super Class | ||
| Instantiability of a Class | 2 | Public |
| Final |
General Data
| Message Class | ||
| Program status | ||
| Category | 0 | |
| Package | ||
| Created | 20040310 | SAP |
| Last change | 20110908 | SAP |
| Shared Memory-enabled | ||
| Fixed point arithmetic | ||
| Unicode checks active |
Forward declarations
Class /BA1/IF_F4_VOLA_CALC has no forward declaration.
Interfaces
Class /BA1/IF_F4_VOLA_CALC has no interface implemented.
Friends
Class /BA1/IF_F4_VOLA_CALC has no friend class.
Attributes
Class /BA1/IF_F4_VOLA_CALC has no attribute.
Methods
| # | Method | Level | Visibility | Method type | Description | Created on |
|---|---|---|---|---|---|---|
| 1 | GET_VOLA_POINTS |
Instance method | Public | Method | Display Volatility Structure Provided | 20040316 |
| 2 | INITIALIZE |
Instance method | Public | Method | Initialize | 20040310 |
| 3 | VOLA_CALC |
Instance method | Public | Method | Determine Volatility | 20040310 |
Events
Class /BA1/IF_F4_VOLA_CALC has no event.
Types
Class /BA1/IF_F4_VOLA_CALC has no local type.
Method Signatures
Method GET_VOLA_POINTS Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Exporting |
E_TAB_VOLA_POINT | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_VOLA_POINT | Tabelle aus Volatilitäts-Punkten | 20040316 |
Method GET_VOLA_POINTS on class /BA1/IF_F4_VOLA_CALC has no exception.
Method INITIALIZE Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Importing |
I_TAB_VOLA_POINT | Call by reference | Type reference (TYPE) | /BA1/F4_TAB_VOLA_POINT | Tabelle aus Volatilitäts-Punkten | 20040316 | ||
| 2 | Importing |
I_VOLA_CUSTOMIZING | Call by reference | Type reference (TYPE) | /BA1/TF4_VTYP | Volatilitätsarten | 20040316 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 |  FAILED |
fehlgeschlagen | 20040310 |
Method VOLA_CALC Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 | Exporting |
E_VOLA | Call by reference | Type reference (TYPE) | F | 20040316 | |||
| 2 | Exporting |
E_VOLA_QUOT_TYPE | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_VOL_QUOT_TYPE | Quotierungsart Volatilität | 20040316 | ||
| 3 | Importing |
I_EXTNO_OPT | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_EXT_NO | Externe Nummer | 20040316 | ||
| 4 | Importing |
I_EXT_PRODTYPE_OPT | Call by reference | Type reference (TYPE) | /BA1/F4_DTE_EXTPRODTYPE | externer Produkttyp | 20040316 | ||
| 5 | Importing |
I_MONEYNESS | Call by reference | Type reference (TYPE) | F | Moneyness | 20040310 | ||
| 6 | Importing |
I_STRIKE | Call by reference | Type reference (TYPE) | F | 20070511 | |||
| 7 | Importing |
I_TERM_OPTION | Call by reference | Type reference (TYPE) | I | Laufzeit Option | 20040312 | ||
| 8 | Importing |
I_TERM_UNDERLYING | Call by reference | Type reference (TYPE) | I | Laufzeit Underlying | 20040316 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 | FAILED |
fehlgeschlagen | 20040312 |
History
| Last changed by/on | SAP | 20110908 |
| SAP Release Created in |
