SAP ABAP Function Module RM_PROT_OPTION_GREEKS (Detail Log: Greeks Evaluation - Values)
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_PROT_OPTION_GREEKS | Detail Log: Greeks Evaluation - Values |
| Function Group | RMPR | Risk Management: Log Function |
| Program Name | SAPLRMPR | Risk Management: Log Function |
| INCLUDE Name | LRMPRU71 |
Parameters
| Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
|---|---|---|---|---|---|---|---|
 Importing |
LEVEL | TYPE | SPROT-LEVEL | '1' | Log Level | ||
| Importing |
I_MATURITY | TYPE | ANY | Option Expiration | |||
| Importing |
I_NPV_OP | TYPE | F | Option Price | |||
| Importing |
I_CURRENCY | TYPE | TV_NOMWAE | Currency of Nominal Amount | |||
| Importing |
I_DELTA | TYPE | F | ||||
| Importing |
I_GAMMA | TYPE | F | ||||
| Importing |
I_VEGA | TYPE | F | ||||
| Importing |
I_THETA | TYPE | F | ||||
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 | 20030430 |
| SAP Release Created in |
