SAP ABAP Function Module FX_OPTION_SCHNITTKURS (Barwert einer Devisenoption zu einem gegebenen Zeitpunkt)
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
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_SCHNITTKURS | Barwert einer Devisenoption zu einem gegebenen Zeitpunkt |
| Function Group | TVBA | Method components forex instruments |
| Program Name | SAPLTVBA | |
| INCLUDE Name | LTVBAU05 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
OPT_SCHNITTKURS | TYPE | Barwert / Prämie für AUSW_DATUM | ||||
 Importing |
ABZ_FAKTOR | TYPE | Aufzinsungsfaktor, falls Option vor Hori endet | ||||
| Importing |
AKT_DATUM | TYPE | aktuelles Datum | ||||
| Importing |
AUSW_DATUM | TYPE | SYST-DATUM | SY-DATUM | Datum, zu dem der Barwert (Prämie) gerechnet wir | ||
| Importing |
KAUF_VERK | TYPE | JBRBEST-SFGTYP | Kennzeichen für Kauf/Verkauf der Option | |||
| Importing |
OPT_DAT | TYPE | JBROPTI | Optionsdaten | |||
| Importing |
SPOT | TYPE | aktueller Kurs | ||||
| Importing |
STEPS | TYPE | 30 | Nur für Binomiale Berechnung: Wieviele Steps | |||
| Importing |
VERZ_KURVE_BEWEG | TYPE | JBD11-SZKART | Kurvenart, mit der Bewegungen verzinst werden | |||
| Importing |
VOLA | TYPE | Volatilität | ||||
| Importing |
ZERO_DOMRATE | TYPE | Inlands-zerozins | ||||
| Importing |
ZERO_FORRATE | TYPE | Auslands-zerozins | ||||
| Importing |
I_SHIFT_REGEL | TYPE | JBRREG | ||||
| Importing |
I_MSEG | TYPE | JBRMSEG | ||||
 Tables |
I_VZBEWEG | TYPE | JBRBEWEG | Bewegungen | |||
 Exception |
MARKET_DATA_RATES | TYPE | Fehler beim Marktdatenholen Zinsen | ||||
| Exception |
MARKET_DATA_SPOT | TYPE | Fehler beim Marktdatenholen Kurse | ||||
| Exception |
NEG_BARRIER | TYPE | Barrier negativ | ||||
| Exception |
NEG_DAYS | TYPE | Tage <0 | ||||
| Exception |
NEG_DOMRATE | TYPE | Inlandszins < 0 | ||||
| Exception |
NEG_FORRATE | TYPE | Auslandszins < 0 | ||||
| Exception |
NO_CONVERT | TYPE | |||||
| Exception |
NO_IO | TYPE | Kein In / Out - Kennzeichen | ||||
| Exception |
NO_PC | TYPE | Kein Put/Call - Kennzeichen | ||||
| Exception |
NO_UD | TYPE | Kein Up/Down - Kennzeichen | ||||
| Exception |
ZERO_NEG_SPOT | TYPE | Spot < = 0 | ||||
| Exception |
ZERO_NEG_STRIKE | TYPE | Strike < = 0 | ||||
| Exception |
ZERO_NEG_VOLA | TYPE | Vola < = 0 | ||||
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 | 19970710 |
| SAP Release Created in |
