Function Module 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 | RM_IMPLIED_SPOT_EURO_BS | Price of Underlying for Specified Option Price (Standard, European) | ||
| 2 | RM_OPTION_PRICE_EURO_BS | Price of a European Standard Option (Call, Put) According to Merton | ||
| 3 | STANDARD_NORM_DIST | Wert der Verteilungsfunktion der St.-Normalverteilung an der Stelle X | ||
| 4 | STANDARD_NORM_DIST_2DIM | Cumulated 2 Dimensional Standard Normal Distribution | ||