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