Data Element list used by SAP ABAP Function Module BARRIER_PRICE_EURO_RUB (Preis einer europäischen Barrieroption nach Rubinstein)
SAP ABAP Function Module
BARRIER_PRICE_EURO_RUB (Preis einer europäischen Barrieroption nach Rubinstein) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
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1 | ![]() |
JBIFR | Zero coupon | SOURCE VALUE(OPT_FOREIGN_RATE) LIKE JBD11-IFR |
2 | ![]() |
JBIFR | Zero coupon | SOURCE VALUE(OPT_DOMESTIC_RATE) LIKE JBD11-IFR |
3 | ![]() |
SANLF | Product Category | SOURCE VALUE(OPT_UNDERLYING) LIKE JBRBEST-SANLF DEFAULT '600' |
4 | ![]() |
TB_VOLA | Volatility | SOURCE VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA |
5 | ![]() |
TI_OSKURS | Strike as rate (forex) | SOURCE VALUE(OPT_BARRIER) LIKE JBROPTI-OSKURS |
6 | ![]() |
TI_OSKURS | Strike as rate (forex) | SOURCE VALUE(OPT_STRIKE) LIKE JBROPTI-OSKURS |
7 | ![]() |
TI_OSKURS | Strike as rate (forex) | SOURCE VALUE(OPT_SPOT) LIKE JBROPTI-OSKURS |
8 | ![]() |
TI_REBETR | Option rebate amount | SOURCE VALUE(OPT_REBATE) LIKE JBROPTI-REBETR DEFAULT 0 |
9 | ![]() |
TI_RESSIGN | Direction of rebate amount | SOURCE VALUE(OPT_REBSIGN) LIKE JBROPTI-RESSIGN DEFAULT '+' |