SAP ABAP Function Module RM_MARKET_DATA_VOLA_WP (Interface to Market Database - Securities Vola)
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_MARKET_DATA_VOLA_WP | Interface to Market Database - Securities Vola |
| Function Group | RMMD | Risk Management: Market Data |
| Program Name | SAPLRMMD | Risk Management: Market Data Buffer |
| INCLUDE Name | LRMMDU13 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
VOLA | TYPE | VTVWVOLA-VOLA | Result Value | |||
| Exporting |
Z_SZSREF | TYPE | T056R-REFERENZ | ||||
| Exporting |
VOLA_F | TYPE | F | ||||
 Importing |
AKTDATUM | TYPE | D | Current Date | |||
| Importing |
HORIZONT | TYPE | D | Date on which to Get Rate | |||
| Importing |
ENDEDATUM | TYPE | D | Due Date of Instrument | |||
| Importing |
ENDEUNDER | TYPE | D | ||||
| Importing |
MONEYNESS | TYPE | ATVO4-MNYNESS | ||||
| Importing |
VNAME | TYPE | ATVO0-VNAME | ||||
| Importing |
VOLART | TYPE | ATVO1-VOLART | Volatility Type | |||
| Importing |
RGATT | TYPE | VBFHA-RGATT | ||||
| Importing |
SZENARIO | TYPE | VTVSZKO-SZENARI | Scenario Name | |||
| Importing |
SHIFTREGEL | TYPE | JBRREG | Rule According to Which Scenario Is to Be Shifted | |||
| Importing |
Z_VOLART | TYPE | ATVO1-VOLART | ||||
| Importing |
Z_LAUFZEIT | TYPE | D | ||||
| Importing |
Z_DURATION | TYPE | F | 1 | |||
| Importing |
SEQUENCE | TYPE | VTVSZVERL-SZVERLAUF | ||||
 Tables |
I_Z_CURVE | TYPE | VTV_SOPYC | ||||
 Exception |
NO_INIT | TYPE | Buffer Not Initialized | ||||
| Exception |
NO_YIELD_VOLA | TYPE | |||||
| Exception |
NO_PRICE_VOLA | 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 | 20091125 |
| SAP Release Created in |
