SAP ABAP Function Module TV_CONV_YIELD_TO_PRICE_VOL (Umrechnung von Zins- in Preisvolatilität und umgekehrt (Wertpapiere))
Hierarchy
☛
EA-FINSERV (Software Component) SAP Enterprise Extension Financial Services
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
⤷ FIN-FSCM-TRM-MR (Application Component) Market Risk Analyzer
⤷ FTB (Package) Applic. development R/3 Treasury risk simulation analysis
Basic Data
Function Module | TV_CONV_YIELD_TO_PRICE_VOL | Umrechnung von Zins- in Preisvolatilität und umgekehrt (Wertpapiere) |
Function Group | TVHB | General auxiliary modules |
Program Name | SAPLTVHB | |
INCLUDE Name | LTVHBU03 |
Parameters
Type | Parameter Name | Typing | Associated Type | Default value | Optional | Pass Value | Short text |
---|---|---|---|---|---|---|---|
Exporting | E_VOLA | TYPE | errechnete Volatilität | ||||
Importing | I_VOLA | TYPE | eingehende Volatilität | ||||
Importing | PRICE_YIELD | TYPE | Kennzeichen: Umrechnung Yield-Price | ||||
Importing | INTEREST | TYPE | laufzeitkongruenter Parzinssatz d. Bonds | ||||
Importing | DURATION | TYPE | Modified Duration des Bonds | ||||
Exception | DIVISION_BY_ZERO | 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 | 19970710 |
SAP Release Created in |