SAP ABAP Function Module FX_OPTION_INTRINSIC_VALUE (Berechnung des inneren Wertes einer Devisenoption)

Hierarchy

☛ EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
   ⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
     ⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis

Basic Data

Function Module	FX_OPTION_INTRINSIC_VALUE	Berechnung des inneren Wertes einer Devisenoption
Function Group	TVBA	Method components forex instruments
Program Name	SAPLTVBA
INCLUDE Name	LTVBAU12

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	E_INTRINSIC_VALUE	TYPE			☐	☐
Importing	I_AKTU_DATUM	TYPE	SYST-DATUM	SY-DATUM	☐	☐	Datum und Zeit, aktuelles (Applikationsserver-)Datum
Importing	I_AUSW_DATUM	TYPE	SYST-DATUM	SY-DATUM	☐	☐	Bewertungsdatum
Importing	I_KAUF_VERK	TYPE	JBRBEST-SFGTYP		☐	☐	Finanzgeschäftstyp
Importing	I_OPT_DAT	TYPE	JBROPTI		☐	☐	Allgemeine Optionsstruktur Risk-Management
Importing	I_SPOT	TYPE			☐	☐
Importing	I_STEPS	TYPE		30	☐	☐
Importing	I_MSEG	TYPE	JBRMSEG		☑	☐	Marktsegmente für die Instrumentenbewertung
Importing	I_ABZINS1	TYPE	JBD11-IZBAF		☑	☐	Zerobondabzinsungsfaktor
Importing	I_ABZINS2	TYPE	JBD11-IZBAF		☑	☐	Zerobondabzinsungsfaktor
Exception	ERROR_IN_CALCULATION	TYPE			☐	☐	Fehler bei der Berechnung der Underlyingbarwerts

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	20000120
SAP Release Created in