Data Element list used by SAP ABAP Function Module RM_COMPOUND_OPTION_EURO (Price of a Compound Option According to Geske and Rubinstein)
SAP ABAP Function Module RM_COMPOUND_OPTION_EURO (Price of a Compound Option According to Geske and Rubinstein) is using
# | Object Type | Object Name | Object Description | Note |
---|---|---|---|---|
1 | Data Element | JBIFR | Zero coupon | SOURCE REFERENCE(OPT_DOMESTIC_RATE) LIKE JBD11-IFR |
2 | Data Element | JBIFR | Zero coupon | SOURCE REFERENCE(OPT_FOREIGN_RATE) LIKE JBD11-IFR |