Where Used List (Function Module) for SAP ABAP Data Element TB_VOLA (Volatility)
SAP ABAP Data Element TB_VOLA (Volatility) is used by
# Object Type Object Name Object Description Package Structure Package Software Component
   
1 Function Module  BARRIER_PRICE_EURO_RUB
VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
Preis einer europäischen Barrieroption nach Rubinstein FTB  EA-FINSERV  EA-FINSERV 
2 Function Module  DIGITAL_PRICE_EURO_BS
VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
Preis einer Hit at end Digital Option (Up=Call,Down=Put) nach Rubinstein FTB  EA-FINSERV  EA-FINSERV 
3 Function Module  FX_OPTION_INTRINSIC_VALUE
Berechnung des inneren Wertes einer Devisenoption FTB  EA-FINSERV  EA-FINSERV 
4 Function Module  IMPL_VOLA_BARRIER
VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
Implizite Vola für Barrieroptionen FTB  EA-FINSERV  EA-FINSERV 
5 Function Module  IMPL_VOLA_BARRIER
VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
Implizite Vola für Barrieroptionen FTB  EA-FINSERV  EA-FINSERV 
6 Function Module  IMPL_VOLA_HITATEND
VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
Implizite Vola für digitale Hit-At-End-Optionen FTB  EA-FINSERV  EA-FINSERV 
7 Function Module  IMPL_VOLA_HITATEND
VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
Implizite Vola für digitale Hit-At-End-Optionen FTB  EA-FINSERV  EA-FINSERV 
8 Function Module  IMPL_VOLA_ONETOUCH
VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
Implizite Vola für digitale One-Touch-Optionen FTB  EA-FINSERV  EA-FINSERV 
9 Function Module  IMPL_VOLA_ONETOUCH
VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
Implizite Vola für digitale One-Touch-Optionen FTB  EA-FINSERV  EA-FINSERV 
10 Function Module  IMPL_VOLA_STD_AMER
VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
Implizite Vola für amerikanische Standardoptionen FTB  EA-FINSERV  EA-FINSERV 
11 Function Module  IMPL_VOLA_STD_AMER
VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
Implizite Vola für amerikanische Standardoptionen FTB  EA-FINSERV  EA-FINSERV 
12 Function Module  IMPL_VOLA_STD_EURO
VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
Implizite Vola für europäische Standardoptionen FTB  EA-FINSERV  EA-FINSERV 
13 Function Module  IMPL_VOLA_STD_EURO
VALUE(IMPLIED_VOLA) LIKE VTVSZCVO-VOLA
Implizite Vola für europäische Standardoptionen FTB  EA-FINSERV  EA-FINSERV 
14 Function Module  ONETOUCH_PRICE_EURO
VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
Preis einer One-touch Digital Option nach Rubinstein FTB  EA-FINSERV  EA-FINSERV 
15 Function Module  OPTION_PRICE_AMER_BIN
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Preis einer amerikanischen Standardoption FTB  EA-FINSERV  EA-FINSERV 
16 Function Module  OPTION_PRICE_EURO_BS
VALUE(OPT_VOLA) LIKE VTVSZCVO-VOLA
Preis einer europäischen Standardoption (Call,Put) nach Merton FTB  EA-FINSERV  EA-FINSERV 
17 Function Module  RM_MARKET_DATA_VOLA_CR
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Interface to Market Database - Currency Volatility FTBB  EA-FINSERV  EA-FINSERV 
18 Function Module  RM_MARKET_DATA_VOLA_HW
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Interfact to Market Database: HW Volas for Yield Curves FTBB  EA-FINSERV  EA-FINSERV 
19 Function Module  RM_MARKET_DATA_VOLA_IR
VALUE(VOLA) LIKE VTVSZIVO-VOLA
Interface to Market Database - Interest Volatility FTBB  EA-FINSERV  EA-FINSERV 
20 Function Module  RM_MARKET_DATA_VOLA_IX
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Interface to Market Database - Index Volatility FTBB  EA-FINSERV  EA-FINSERV 
21 Function Module  RM_MARKET_DATA_VOLA_WP
VALUE(VOLA) LIKE VTVWVOLA-VOLA
Interface to Market Database - Securities Vola FTBB  EA-FINSERV  EA-FINSERV 
22 Function Module  RM_MD_VOLA_CR_READ_SEQUENCE
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Interpolate Forex Rate Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
23 Function Module  RM_MD_VOLA_IR_READ_SEQUENCE
VALUE(VOLA) LIKE VTVSZIVO-VOLA
Interpolate Interest Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
24 Function Module  RM_MD_VOLA_IX_READ_SEQUENCE
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Interpolate Index Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
25 Function Module  RM_MD_VOLA_WP_READ_SEQUENCE
VALUE(VOLA) LIKE VTVWVOLA-VOLA
Interpolate Securities Volatilities from Scenario Flow FTBB  EA-FINSERV  EA-FINSERV 
26 Function Module  RM_MM_CONVEXITY_ADJUSTMENT
VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps FTBB  EA-FINSERV  EA-FINSERV 
27 Function Module  RM_MM_CONVEXITY_ADJUSTMENT
VALUE(FOUND_VOLA) LIKE ATZVO-VOLA
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps FTBB  EA-FINSERV  EA-FINSERV 
28 Function Module  TV_CONVEXITY_ADJUSTMENT
VALUE(KALK_VOLA) LIKE ATZVO-VOLA OPTIONAL
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps FTB  EA-FINSERV  EA-FINSERV 
29 Function Module  TV_CONVEXITY_ADJUSTMENT
VALUE(FOUND_VOLA) LIKE ATZVO-VOLA
Berechnung des Convexity Adjustment fuer Forwardzinsen auf Const.Mat.Swaps FTB  EA-FINSERV  EA-FINSERV 
30 Function Module  TV_MARKET_DATA_AKTIEN_VOLA
VALUE(VOLA) LIKE VTVWVOLA-VOLA
Aktienvola vom Marktdatenpuffer holen FTB  EA-FINSERV  EA-FINSERV 
31 Function Module  TV_MARKET_DATA_INT_VOLA
VALUE(VOLA) LIKE VTVSZIVO-VOLA
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
32 Function Module  TV_MARKET_DATA_INT_VOLA1
VALUE(VOLA) LIKE VTVSZIVO-VOLA
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
33 Function Module  TV_MARKET_DATA_INT_VOLA_SI
VALUE(VOLA) LIKE VTVSZIVO-VOLA
Zinsvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
34 Function Module  TV_MARKET_DATA_VOLA
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Währungvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren FTB  EA-FINSERV  EA-FINSERV 
35 Function Module  TV_MARKET_DATA_WP_VOLA
VALUE(VOLA) LIKE VTVWVOLA-VOLA
Wertpapiervola vom Marktdatenpuffer holen, ggf. Zinsvola und umrechnen FTB  EA-FINSERV  EA-FINSERV 
36 Function Module  TV_PROT_OPTION
VALUE(VOLA) LIKE VTVSZCVO-VOLA
Schreibt Optionsdaten ins Protokoll FTB  EA-FINSERV  EA-FINSERV