SAP ABAP Program SAPLRMOP (Risk Management: Option Control)

Basic Data

Program	SAPLRMOP	Risk Management: Option Control
Program Type	F	Function group

Attributes

Status
Application	S	Basis
Authorization Group
Logical database	D$S	Processing without database
Selection screen
☐ Editor lock	☑ Fixed point arithmetic
☑ Unicode checks active	☐ Start using variant

Function Group

Include	Function Module	Short Description	Mode
01	RM_CALL_OPTION	Call Module Option Model Including Underlying, Method
02	RM_CALL_OPTION_GREEKS	Call Module Calculation Greeks (Shell for RM_CALL_OPTION)
03	RM_BARRIER_PRICE_EURO_RUB	Price of a European Standard Option (Call, Put) According to Merton
04	RM_DIGITAL_PRICE_EURO_BS	Price of a Hit at End Digital Option (Up=Call,Down=Put) Acc. to Rubinstein
05	RM_DOUBLE_KNOCK_PRICE_EURO	Pirce of a Double Knock in or Out Option According to Ikeda and Kunitomo
06	RM_COMPOUND_OPTION_EURO	Price of a Compound Option According to Geske and Rubinstein
07	RM_IMPLIED_SPOT_EURO_BS	Price of Underlying for Specified Option Price (Standard, European)
08	RM_FUTURE_STYLE_OPTION_PRICE	Price of a Future Style Traded Standard Option
09	RM_HULL_WHITE_ANALYTICAL	Price Calculator Hull White Analyst
10	RM_ONETOUCH_PRICE_EURO	Price of a One-Touch Digital Option According to Rubinstein
11	RM_INTRINSIC_VALUE	Internal Value of Option
12	RM_HULL_WHITE_TRINOMIAL_TREE	Hull-White IR Model with Trinomial Tree for Options
13	RM_OPTION_PRICE_AMER_BBSR	Price of an American Standard Option per BBSR Procedure
14	RM_OPTION_PRICE_EURO_BS	Price of a European Standard Option (Call, Put) According to Merton
15	NUMERICAL_INTEGRATE	Numeric Integration Procedure
16	RM_HULL_WHITE_ANALYTICAL_INT	Price Calculator Hull White Analyst
17	RM_HW_TREE_ANALYTICAL	Hull-White Trinomial Tree for Options with Analytical Formula in Last Step
18	RM_HULL_WHITE_ANA_FOR_TREE	Price Calculator Hull White Analyst

Transaction Code

There is no transaction reference to this program  

History

Last changed by/on	SAP	20011004
SAP Release Created in