SAP ABAP Function Module /BA1/F4_API_SEV_GET_FLTP (Get Security Volatilities)
Hierarchy
☛
SAP_BS_FND (Software Component) SAP Business Suite Foundation
⤷
CA-FS-MKD (Application Component) Basic Market Data
⤷
/BA1/F4_VOLA (Package) Market Data: Volatilities
SAP_BS_FND (Software Component) SAP Business Suite Foundation⤷
CA-FS-MKD (Application Component) Basic Market Data⤷
/BA1/F4_VOLA (Package) Market Data: Volatilities
Basic Data
| Function Module | /BA1/F4_API_SEV_GET_FLTP | Get Security Volatilities |
| Function Group | /BA1/F4_API_SEV | API Layer for Security Volatilities |
| Program Name | /BA1/SAPLF4_API_SEV | |
| INCLUDE Name | /BA1/LF4_API_SEVU06 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
E_VOLATILITY | TYPE | F | Volatility | |||
| Exporting |
E_VOLA_QUOT_TYPE | TYPE | /BA1/F4_DTE_VOL_QUOT_TYPE | Quotation Type for Volatility | |||
| Exporting |
E_FOUND_DATE | TYPE | DATUM | Date | |||
| Exporting |
E_VOLA_ID | TYPE | /BA1/F4_DTE_EXT_NO_VS | ID of Underlying Independent Volatility | |||
 Importing |
I_MDCODE | TYPE | /BA1/F4_DTE_MDCODE | Market Data Area | |||
| Importing |
I_SYS_TIME | TYPE | /BA1/F4_DTE_SYS_TIME | System Date/Time | |||
| Importing |
I_VOL_TYPE | TYPE | /BA1/F4_DTE_VOL_TYPE | Volatility Type | |||
| Importing |
I_EXTNO_UL | TYPE | /BA1/F4_DTE_EXT_NO | External Number | |||
| Importing |
I_UL_PRODTYPE | TYPE | /BA1/F4_DTE_EXTPRODTYPE | External Product Category | |||
| Importing |
I_EXTNO_OPT | TYPE | /BA1/F4_DTE_EXT_NO | External Number | |||
| Importing |
I_OPT_PRODTYPE | TYPE | /BA1/F4_DTE_EXTPRODTYPE | External Product Category | |||
| Importing |
I_VOLA_ID | TYPE | /BA1/F4_DTE_EXT_NO_VS | ID of Underlying Independent Volatility | |||
| Importing |
I_VALID_DATE | TYPE | DATUM | Date | |||
| Importing |
I_HORIZON_DATE | TYPE | DATUM | Date | |||
| Importing |
I_FWD_DATE | TYPE | DATUM | Date | |||
| Importing |
I_SCENARIO | TYPE | /BA1/F4_DTE_SCENARIO | Scenario | |||
| Importing |
I_OPTION_DATE | TYPE | DATUM | Date | |||
| Importing |
I_UNDERLYING_DATE | TYPE | DATUM | Date | |||
| Importing |
I_MONEYNESS | TYPE | F | ||||
| Importing |
I_STRIKE | TYPE | F | ||||
| Importing |
I_MDSET | TYPE | /BA1/F4_DTE_MDSET | Market Data Set | |||
| Importing |
I_CCY | TYPE | WAERS | Currency Key | |||
 Exception |
FAILED | TYPE | failed | ||||
Processing Type
| Normal Function Module | |
 Remote-Enabled Module |
BaseXML supported |
| Update Module | Start immediately |
| Immediate Start, No Restart | |
| Start Delayed | |
| Coll.run | |
| JAVA Module Callable from ABAP | |
| Remote-Enabled JAVA Module | |
| Module Callable from JAVA |
History
| Last changed by/on | SAP | 20110909 |
| SAP Release Created in | 20 |
