Function Module list used by SAP ABAP Program RFTBB_HWCALIBRATION2F01 (Include RFTBB_HWCALIBRATION2F01)
SAP ABAP Program
RFTBB_HWCALIBRATION2F01 (Include RFTBB_HWCALIBRATION2F01) is using
| # | Object Type | Object Name | Object Description | Note |
|---|---|---|---|---|
| 1 | FIMA_DATE_CREATE | Determines New Date from a Date, Interest Days and Calendar Days | ||
| 2 | FIMA_DAYS_BETWEEN_TWO_DATES | FIMA_DAYS_BETWEEN_TWO_DATES- | ||
| 3 | ISB_METHOD_DAYS | IS-B: Ermitteln von Basistagen und Jahrestagen zur Zinsberechnungsmethode | ||
| 4 | ISB_YIELD_CURVE_DEFINITION | Eigenschaften einer Zinskurve lesen und puffern | ||
| 5 | MESSAGES_INITIALIZE | Delete messages collected up to now, collect future messages | ||
| 6 | RMMATH_SIMPLEX_MINIMIZATION | Nelder-Mead Method for Finding the Minimum | ||
| 7 | RMMD_GET_BS_VOLATILITIES | Read Black Scholes Volatilities for Hull White Calibration | ||
| 8 | RMMD_GET_HW_VOLATILITY | Read Start Values for Calibration of Hull White Model | ||
| 9 | RMMD_PUT_HW_VOLATILITY | Write Hull White Volatility to DB | ||
| 10 | RM_MARKET_DATA_YIELDS | Market Data Yields NEW | ||
| 11 | RM_MD_INITIALIZE_CACHE | Cache Initialization and Date Stamp | ||
| 12 | RM_OPTION_PRICE_EURO_BS | Price of a European Standard Option (Call, Put) According to Merton |