Data Element list used by SAP ABAP Function Module DIGITAL_PRICE_EURO_BS (Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein)
SAP ABAP Function Module
DIGITAL_PRICE_EURO_BS (Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 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 'W' |
|
| 4 | TB_VOLA | Volatility | SOURCE VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA |
|
| 5 | TI_OSKURS | Strike as rate (forex) | SOURCE VALUE(OPT_SPOT) LIKE JBROPTI-OSKURS |
|
| 6 | TI_OSKURS | Strike as rate (forex) | SOURCE VALUE(OPT_STRIKE) LIKE JBROPTI-OSKURS |
|
| 7 | TI_REBETR | Option rebate amount | SOURCE VALUE(OPT_REBATE) LIKE JBROPTI-REBETR |
|
| 8 | TI_RESSIGN | Direction of rebate amount | SOURCE VALUE(OPT_REBSIGN) LIKE JBROPTI-RESSIGN DEFAULT '+' |
|