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