SAP ABAP Function Module RM_HULL_WHITE_ANALYTICAL (Price Calculator Hull White Analyst)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
Basic Data
Function Module | RM_HULL_WHITE_ANALYTICAL | Price Calculator Hull White Analyst |
Function Group | RMOP | Risk Management: Option Control |
Program Name | SAPLRMOP | Risk Management: Option Control |
INCLUDE Name | LRMOPU09 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Changing | C_OP_DESCRIPTIONS | TYPE | VTVOP_DESCRIPTION | Description of Opportunities for Exercising Bermuda Options | |||
Exporting | E_PRICE | TYPE | F | ||||
Exporting | E_OP_RESULTS | TYPE | TVM0_RES_OPT_TAB | ||||
Importing | I_HORIZON | TYPE | TIME_SPAN | Time Interval in Fractions of a Year | |||
Importing | IT_FIX_CF | TYPE | VTVOP_FIX_CF_TAB | Table of Fixed Cash Flows for Option Valuation | |||
Importing | IT_DISCOUNTFACTORS | TYPE | VTVOP_DISCOUNTFACTOR_TAB | Table of Discount Factors for Option Valuation | |||
Importing | I_SIGMA | TYPE | F | ||||
Importing | I_MEAN_REVERSION | TYPE | F | ||||
Exception | NO_CONVERGENCE | TYPE | Newton Interpolation Does Not Converge | ||||
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 | 20020521 |
SAP Release Created in |