SAP ABAP Domain JBROPDELTA (IS-B: RM Include Options in Gap Evaluation)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
IS-B-SA-ALM (Application Component) Asset/Liability Management
⤷
JBRA (Package) Risk Management: Asset/Liability Management
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
IS-B-SA-ALM (Application Component) Asset/Liability Management⤷
JBRA (Package) Risk Management: Asset/Liability Management
Basic Data
| Domain Name | JBROPDELTA |
| Short Description | IS-B: RM Include Options in Gap Evaluation |
Definition
| Data Type | CHAR | Character String |
| No. Characters | 1 | |
| Decimal Places | ||
| Output Length | 1 | |
| Conversion Routine | ||
| Sign | ||
| Lower Case |
Value Range
| # | Lower Limit | Upper Limit | Short Description |
|---|---|---|---|
| 1 | 0 | Underlying of option not taken into account (delta = 0) | |
| 2 | 1 | Underlying of option taken fully into account (delta = 1) | |
| 3 | D | Underlying of option delta-weighted (liquid. eval. delta=1) | |
| 4 | B | Underlying of opt. delta-weighted (liq. eval. delta.weight.) | |
| 5 | A | In-the-money:Underl.full, Out-of-the-money:Underl. not incl. | |
History
| Last changed by/on | SAP | 20011002 |
| SAP Release Created in |
