SAP ABAP Function Module STANDARD_NORM_DIST_2DIM (Cumulated 2 Dimensional Standard Normal Distribution)
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTBB (Package) Risk Management Basis
Basic Data
Function Module | STANDARD_NORM_DIST_2DIM | Cumulated 2 Dimensional Standard Normal Distribution |
Function Group | RMOP01 | RM: Help Functions for Option Valuation |
Program Name | SAPLRMOP01 | Auxiliary Functions for Option Valuation |
INCLUDE Name | LRMOP01U01 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Exporting | SNORM_WERT | TYPE | F | Distribution Function Value | |||
Importing | NORMARG1 | TYPE | F | Function Argument in Dimension 1 | |||
Importing | NORMARG2 | TYPE | F | Function Argument in Dimension 2 | |||
Importing | CORRELATION | TYPE | F | Correlation of NORMARG1 and NORMARG2 | |||
Exception | INVALID_PARAMETER | TYPE | Non-Permitted Function Parameter | ||||
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 |