Data Element list used by SAP ABAP Function Module FX_OPTION_INTRINSIC_VALUE (Berechnung des inneren Wertes einer Devisenoption)
SAP ABAP Function Module
FX_OPTION_INTRINSIC_VALUE (Berechnung des inneren Wertes einer Devisenoption) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | ABASTAGE | Number of base days in a calculation period | ||
| 2 | BNOMINAL | Nominal amount in position currency | ||
| 3 | JBIZBAF | Zero bond discounting factor | SOURCE REFERENCE(I_ABZINS1) TYPE JBD11-IZBAF OPTIONAL |
|
| 4 | JBIZBAF | Zero bond discounting factor | SOURCE REFERENCE(I_ABZINS2) TYPE JBD11-IZBAF OPTIONAL |
|
| 5 | PKOND | Percentage rate for condition items | ||
| 6 | TB_SFGTYP | Transaction Category | SOURCE REFERENCE(I_KAUF_VERK) TYPE JBRBEST-SFGTYP |
|
| 7 | TB_VOLA | Volatility | ||
| 8 | TI_OSKURS | Strike as rate (forex) | ||