SAP ABAP Function Module RM_FUTURE_STYLE_OPTION_PRICE (Price of a Future Style Traded Standard Option)

Hierarchy

☛ 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_FUTURE_STYLE_OPTION_PRICE	Price of a Future Style Traded Standard Option
Function Group	RMOP	Risk Management: Option Control
Program Name	SAPLRMOP	Risk Management: Option Control
INCLUDE Name	LRMOPU08

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	OPT_PRICE	TYPE	F		☐	☑	Option Price
Exporting	OPT_DELTA	TYPE	F		☐	☑	Option Delta
Importing	OPT_DAYS	TYPE	I		☐	☑	Remaining Term in Days
Importing	OPT_DOMESTIC_RATE	TYPE	JBD11-IFR		☐	☑	Domestic Interest Rate in Percent
Importing	OPT_FOREIGN_RATE	TYPE	JBD11-IFR		☐	☑	Foreign Interest Rate in Percent
Importing	OPT_SPOT	TYPE	F		☐	☑	Current Rate Underlying
Importing	OPT_STRIKE	TYPE	F		☐	☑	Base Price of Option
Importing	I_VOLA	TYPE	F		☐	☑	Volatility of the Underlying in Percent
Importing	PUT_CALL	TYPE	C	'C'	☑	☑	Put: 'P', Call: 'C'
Exception	NEG_DAYS	TYPE			☐	☑	Negative Remaining Term
Exception	NO_PC	TYPE			☐	☑	Neither Put nor Call
Exception	ZERO_NEG_SPOT	TYPE			☐	☑	Negative or No Rate - Underlying
Exception	ZERO_NEG_STRIKE	TYPE			☐	☑	Negative or No Strike
Exception	ZERO_NEG_VOLA	TYPE			☐	☑	Negative or No Volatility

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