SAP ABAP Function Module RM_MD_VOLA_FOR_PROFIL_COMPUTE (Determines Vola Value Nearest to Supplied Profile)
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_MD_VOLA_FOR_PROFIL_COMPUTE | Determines Vola Value Nearest to Supplied Profile |
| Function Group | RMMD | Risk Management: Market Data |
| Program Name | SAPLRMMD | Risk Management: Market Data Buffer |
| INCLUDE Name | LRMMDU34 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
| |
E_VOLA | TYPE | ATVO5-VOLA | ||||
| |
E_FOUNDDATE | TYPE | TV_FOUNDPT | Date on which value in table was found | |||
| |
E_MEAN_REV | TYPE | FTBB_DTE_MEANREV | Reversion Rate for Hull/White Volatilities | |||
| |
I_VNAME | TYPE | ATVO5-VNAME | ||||
| |
I_PROFIL | TYPE | ATVO5-PROFIL | ||||
| |
I_DATUM | TYPE | VTVMDVVO-VALUEDATE | ||||
| |
I_VOLART | TYPE | TB_VOLART | Volatility Type | |||
| |
VOLA_NOT_FOUND | TYPE | |||||
Processing Type
| Normal Function 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 |