SAP ABAP Function Module RM_MD_VOLA_READ_REAL (Read Volatilities from Cache)
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_MD_VOLA_READ_REAL | Read Volatilities from Cache |
| Function Group | RMMD | Risk Management: Market Data |
| Program Name | SAPLRMMD | Risk Management: Market Data Buffer |
| INCLUDE Name | LRMMDU21 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Exporting |
VOLA | TYPE | ATVO5-VOLA | ||||
| Exporting |
FNDDATUM | TYPE | D | ||||
| Exporting |
MEAN_REV | TYPE | FTBB_DTE_MEANREV | Reversion Rate for Hull/White Volatilities | |||
 Importing |
AKTDATUM | TYPE | D | ||||
| Importing |
HORIZONT | TYPE | D | ||||
| Importing |
VOLADEF | TYPE | VTVMDSVO | ||||
| Importing |
OPTDAT | TYPE | D | ||||
| Importing |
UNDDAT | TYPE | D | ||||
| Importing |
LFZ_OPTION | TYPE | TB_LFZEIT | Term in Days | |||
| Importing |
LFZ_UNDER | TYPE | TB_LFZEIT | Term in Days | |||
| Importing |
MNYNESS | TYPE | ATVO4-MNYNESS | ||||
| Importing |
SHIFTREGEL | TYPE | JBRREG | Rule Structure for Simulation Analyses | |||
 Exception |
NO_VOLANAME | TYPE | |||||
| Exception |
VOLA_NOT_FOUND | 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 |
