SAP ABAP Function Module RM_CALL_OPTION (Call Module Option Model Including Underlying, Method)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷
FTBB (Package) Risk Management Basis
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services⤷
FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer⤷
FTBB (Package) Risk Management Basis
Basic Data
| Function Module | RM_CALL_OPTION | Call Module Option Model Including Underlying, Method |
| Function Group | RMOP | Risk Management: Option Control |
| Program Name | SAPLRMOP | Risk Management: Option Control |
| INCLUDE Name | LRMOPU01 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
PRESENT_VALUE | TYPE | F | NPV / Premium for Evalutaion Date | |||
| Exporting |
DELTA | TYPE | F | Delta Result | |||
| Exporting |
E_INTRINSIC_VALUE | TYPE | F | ||||
 Importing |
EVALUATION_DATE | TYPE | SYST-DATUM | SY-DATUM | Date on which the Net Present Value (Premium) is Calculated | ||
| Importing |
I_HORIZON_DATE | TYPE | SYST-DATUM | ||||
| Importing |
SFGTYP | TYPE | JBRBEST-SFGTYP | Underlying Buy/Sell -> Put/Call | |||
| Importing |
OPTION_DATA | TYPE | TV0_OPTI_TYP | Option Data | |||
| Importing |
SPOT | TYPE | ANY | Curency Data | |||
| Importing |
I_STRIKE | TYPE | F | ||||
| Importing |
STEPS | TYPE | ANY | 60 | For Binominale Calculation Only: How Many Steps | ||
| Importing |
I_VOLA | TYPE | F | Volatility in Percent | |||
| Importing |
ZERO_DOMRATE | TYPE | ANY | Domestic Interest as Zero Rate | |||
| Importing |
I_DOMESTIC_FORWARDRATE | TYPE | ANY | ||||
| Importing |
DIVIDEND | TYPE | ANY | Dividend as Percentage Rate | |||
| Importing |
MATURITY | TYPE | SYST-DATUM | ||||
 Exception |
NEG_BARRIER | TYPE | Barrier Negative | ||||
| Exception |
NEG_DAYS | TYPE | Number of Days Negative | ||||
| Exception |
NO_IO | TYPE | No ID for In/Out | ||||
| Exception |
NO_PC | TYPE | No ID for Put/Call | ||||
| Exception |
NO_UD | TYPE | No ID for Up/Down | ||||
| Exception |
ZERO_NEG_SPOT | TYPE | Spot <= 0 | ||||
| Exception |
ZERO_NEG_STEPS | TYPE | For Americacn Iter. Steps <=0 | ||||
| Exception |
ZERO_NEG_STRIKE | TYPE | Strike <=0 | ||||
| Exception |
ZERO_NEG_VOLA | TYPE | Vola <= 0 | ||||
| Exception |
ZERO_NEG_REBETR | TYPE | |||||
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 | 20011004 |
| SAP Release Created in |
