Data Element list used by SAP ABAP Function Module OPTION_PRICE_EURO_BS (Preis einer europäischen Standardoption (Call,Put) nach Merton)
SAP ABAP Function Module OPTION_PRICE_EURO_BS (Preis einer europäischen Standardoption (Call,Put) nach Merton) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Data Element | JBIFR | Zero coupon | SOURCE VALUE(OPT_DOMESTIC_RATE) LIKE JBD11-IFR |
2 | Data Element | JBIFR | Zero coupon | SOURCE VALUE(OPT_FOREIGN_RATE) LIKE JBD11-IFR |
3 | Data Element | SANLF | Product Category | SOURCE VALUE(OPT_UNDERLYING) LIKE JBRBEST-SANLF |
4 | Data Element | TB_VOLA | Volatility | SOURCE VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA |
5 | Data Element | TI_OSKURS | Strike as rate (forex) | SOURCE VALUE(OPT_STRIKE) LIKE JBROPTI-OSKURS |
6 | Data Element | TI_OSKURS | Strike as rate (forex) | SOURCE VALUE(OPT_SPOT) LIKE JBROPTI-OSKURS |