SAP ABAP Interface IF_EX_FTBB_MD_VOLA_COMPUTE (BAdI Interface IF_EX_FTBB_MD_VOLA_COMPUTE)
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
Meta Relationship - Used By
| # | Relationship type | Used by | Short Description | Created on |
|---|---|---|---|---|
| 1 | Interface implementation (CLASS c. INTERFACES i_ref) | CL_DEF_IM_FTBB_MD_VOLA_COMPUTE | Default Implementation for BAdI Definition FTBB_MD_VOLA_COM | 20030406 |
| 2 | Interface implementation (CLASS c. INTERFACES i_ref) | CL_EX_FTBB_MD_VOLA_COMPUTE | BAdI Class CL_EX_FTBB_MD_VOLA_COMPUTE | 20030406 |
Properties
| Interface | IF_EX_FTBB_MD_VOLA_COMPUTE | |
| Short Description | BAdI Interface IF_EX_FTBB_MD_VOLA_COMPUTE |
General Data
| Package | FTBB | Risk Management Basis |
| Created | 20030406 | SAP |
| Last changed | 00000000 | SAP |
| Unicode checks active |
Forward declarations
| # | Type group / Object type | Type | Type Description |
|---|---|---|---|
| 1 | TVY | Type group use (TYPE-POOLS tp) | Type group use (TYPE-POOLS tp) |
Interfaces
Interface IF_EX_FTBB_MD_VOLA_COMPUTE has no interface.
Friends
Interface IF_EX_FTBB_MD_VOLA_COMPUTE has no friend.
Attributes
Interface IF_EX_FTBB_MD_VOLA_COMPUTE has no attribute.
Methods
| # | Method | Level | Visibility | Method type | Description | Created on |
|---|---|---|---|---|---|---|
| 1 | INTERPOLATE_VOLA |
Instance method | Public | Method | Interpolation of Volatility Variables (3-Dimensional) | 20030406 |
Events
Interface IF_EX_FTBB_MD_VOLA_COMPUTE has no event.
Types
Interface IF_EX_FTBB_MD_VOLA_COMPUTE has no local type.
Method Signatures
Method INTERPOLATE_VOLA Signature
| # | Type | Parameter | Pass Value | Optional | Typing Method | Associated Type | Default value | Description | Created on |
|---|---|---|---|---|---|---|---|---|---|
| 1 |  Exporting |
E_MEAN_REV | Call by reference | Type reference (TYPE) | FTBB_DTE_MEANREV | Reversionsrate für Hull/White-Volatilitäten | 20030406 | ||
| 2 | Exporting |
E_VOLA | Call by reference | Type reference (TYPE) | TV_VOLA | Volatilität | 20030406 | ||
| 3 |  Importing |
IT_CLUSTER | Call by reference | Type reference (TYPE) | TVY_MDVOLA_CLU_TAB | Vola-Wolke (Originaldaten) | 20030406 | ||
| 4 | Importing |
I_DATE | Call by reference | Type reference (TYPE) | D | Gültigkeitsdatum | 20030406 | ||
| 5 | Importing |
I_MATUROP | Call by reference | Type reference (TYPE) | TV_MATOP | Volatilitäten - Laufzeit der Option | 20030406 | ||
| 6 | Importing |
I_MATURUL | Call by reference | Type reference (TYPE) | TV_MATUL | Volatilitäten - Laufzeit des Underlying | 20030406 | ||
| 7 | Importing |
I_MNYNESS | Call by reference | Type reference (TYPE) | TV_MNYNSS | Volatilitäten - Moneyness Faktor | 20030406 | ||
| 8 | Importing |
I_VNAME | Call by reference | Type reference (TYPE) | TV_VNAME | Volatilitätsname | 20030406 | ||
| 9 | Importing |
I_VOLAART | Call by reference | Type reference (TYPE) | TB_VOLART | Volatilitätsart | 20030406 |
| # | Exception | Resumable | Description | Created on |
|---|---|---|---|---|
| 1 |  NO_VOLA_CALCULATED |
Es konnte keine Vola berechnet werden | 20030507 | |
| 2 | NO_VOLA_FOUND |
Keine Volatilitäten in der Clustertabelle gefunden | 20030507 |
History
| Last changed by/on | SAP | 00000000 |
| SAP Release Created in | 200 |
