Function Module list used by SAP ABAP Function Module RM_MM_IR_MODELS_FOR_OPTIONS (Zinsstrukturmodelle für Optionen auf Zinsgeschäfte)
SAP ABAP Function Module
RM_MM_IR_MODELS_FOR_OPTIONS (Zinsstrukturmodelle für Optionen auf Zinsgeschäfte) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | RMMD_CALIBRATE_HW_VOLATILITY | Determines Hull White Volatility Parameters by Calibrating Transaction | ||
| 2 | RM_HULL_WHITE_ANALYTICAL | Price Calculator Hull White Analyst | ||
| 3 | RM_HULL_WHITE_TRINOMIAL_TREE | Hull-White IR Model with Trinomial Tree for Options | ||
| 4 | RM_HW_TREE_ANALYTICAL | Hull-White Trinomial Tree for Options with Analytical Formula in Last Step | ||
| 5 | RM_MARKET_DATA_VOLA_HW | Interfact to Market Database: HW Volas for Yield Curves | ||
| 6 | RM_MARKET_DATA_YIELDS | Market Data Yields NEW | ||
| 7 | RM_MM_PV_FOR_CF_TAB_CALC_ADM | Barwert zu vorgegebener Cashflow-Tabelle ermittelen | ||
| 8 | RM_PROT_MSEG | Writes Market Data Record to Log | ||