SAP ABAP Function Module IMPL_VOLA_BARRIER (Implizite Vola für Barrieroptionen)
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 | IMPL_VOLA_BARRIER | Implizite Vola für Barrieroptionen |
| Function Group | TBOP | Option valuation functions |
| Program Name | SAPLTBOP | |
| INCLUDE Name | LTBOPU12 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
IMPLIED_VOLA | TYPE | VTVSZCVO-VOLA | Implizite Vola zu gegebenem Preis | |||
 Importing |
VOLA_START | TYPE | VTVSZCVO-VOLA | Startwert der Voaltilität (10% verm. ok) | |||
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 |
