SAP ABAP Function Module RM_MD_VOLA_WP_READ_SEQUENCE (Interpolate Securities Volatilities from Scenario Flow)

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_WP_READ_SEQUENCE	Interpolate Securities Volatilities from Scenario Flow
Function Group	RMMD	Risk Management: Market Data
Program Name	SAPLRMMD	Risk Management: Market Data Buffer
INCLUDE Name	LRMMDU31

Parameters

Type	Parameter Name	Typing	Associated Type	Default value	Optional	Pass Value	Short text
Exporting	VOLA	TYPE	VTVWVOLA-VOLA		☐	☑	Event Value
Exporting	Z_SZSREF	TYPE	T056R-REFERENZ		☐	☑
Importing	AKTDATUM	TYPE	D		☐	☑	Current Date
Importing	KONDDAT	TYPE	D		☐	☑	Date on which Rate is Obtained
Importing	ENDEDATUM	TYPE	D		☐	☑	Due Date of Instrument
Importing	ENDEUNDER	TYPE	D		☑	☑	Due Data of Underlying
Importing	MONEYNESS	TYPE	ATVO4-MNYNESS		☑	☑
Importing	VNAME	TYPE	ATVO0-VNAME		☑	☑
Importing	VOLART	TYPE	ATVO1-VOLART		☐	☑	Volatility Type
Importing	RGATT	TYPE	VBFHA-RGATT		☐	☑	Security Identification Number
Importing	SEQUENCE	TYPE	VTVSZVERL-SZVERLAUF		☐	☑	Scenario Progression
Importing	Z_VOLART	TYPE	ATVO1-VOLART		☑	☑
Importing	Z_LAUFZEIT	TYPE	D		☑	☑
Importing	Z_DURATION	TYPE	F	1	☑	☑
Tables	I_Z_CURVE	TYPE	VTV_SOPYC		☐	☑
Exception	NO_INIT	TYPE			☐	☑	Buffer Not Initialized
Exception	NO_YIELD_VOLA	TYPE			☐	☑
Exception	NO_PRICE_VOLA	TYPE			☐	☑
Exception	NO_VALUE	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	20011004
SAP Release Created in