Where Used List (Function Module) for SAP ABAP Table VTVSZCVO (Scenario database: exchange rate volatilities)
SAP ABAP Table VTVSZCVO (Scenario database: exchange rate volatilities) 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_METHODS
|
Steuerung der Optionsmethodenrechner | FTB | EA-FINSERV | EA-FINSERV |
4 | Function Module |
IMPL_VOLA_BARRIER VALUE(VOLA_START) LIKE VTVSZCVO-VOLA
|
Implizite Vola für Barrieroptionen | FTB | EA-FINSERV | EA-FINSERV |
5 | Function Module |
IMPL_VOLA_BARRIER VALUE(IMPLIED_VOLA) 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 |
RMSTAT_CALC_CORREL_FOR_FX
|
Calculation of Correlations | FTBB | EA-FINSERV | EA-FINSERV |
18 | Function Module |
RM_DEVISEN_OPTION_SCHNITTKURS
|
NPV for FX Options: Method 200 | FTBB | EA-FINSERV | EA-FINSERV |
19 | Function Module |
RM_GIVE_SZENARIO_TO_BUFFER IS_VTVSZCVO STRUCTURE VTVSZCVO
|
Place Scenarios in Buffer | FTBB | EA-FINSERV | EA-FINSERV |
20 | Function Module |
RM_GIVE_SZENARIO_TO_BUFFER
|
Place Scenarios in Buffer | FTBB | EA-FINSERV | EA-FINSERV |
21 | Function Module |
RM_MARKET_DATA_VOLA_CR VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interface to Market Database - Currency Volatility | FTBB | EA-FINSERV | EA-FINSERV |
22 | 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 |
23 | Function Module |
RM_MARKET_DATA_VOLA_IX VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interface to Market Database - Index Volatility | FTBB | EA-FINSERV | EA-FINSERV |
24 | 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 |
25 | Function Module |
RM_MD_VOLA_IX_READ_SEQUENCE VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Interpolate Index Volatilities from Scenario Flow | FTBB | EA-FINSERV | EA-FINSERV |
26 | Function Module |
RM_READ_SZENARIO_TO_BUFFER
|
Import Scenarios to Buffer | FTBB | EA-FINSERV | EA-FINSERV |
27 | Function Module |
TV_CALL_OPTION
|
Aufrufbaustein Optionsmodelle mit Berücksichtigung Underlying, Methode | FTB | EA-FINSERV | EA-FINSERV |
28 | Function Module |
TV_COMPUTE_VO_APPEND_TO_BUFFER
|
Beschaffung und ggf. Berechnung von Volatilitätskurven in den Puffer | FTB | EA-FINSERV | EA-FINSERV |
29 | Function Module |
TV_COMPUTE_WV_APPEND_TO_BUFFER
|
Beschaffung und ggf. Berechnung von Zins-Volatilitätskurven in den Puffer | FTB | EA-FINSERV | EA-FINSERV |
30 | Function Module |
TV_GIVE_SZENARIO_TO_BUFFER IS_VTVSZCVO STRUCTURE VTVSZCVO
|
Szenarien in Puffer geben | FTB | EA-FINSERV | EA-FINSERV |
31 | Function Module |
TV_MARKET_DATA_VOLA VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Währungvolatilität vom Marktdatenpuffer holen, ggf. Interpolieren | FTB | EA-FINSERV | EA-FINSERV |
32 | Function Module |
TV_OPTION_WITH_UL_METHODS
|
Option mit Underlying Steuerung | FTB | EA-FINSERV | EA-FINSERV |
33 | Function Module |
TV_PRINT_SZENARIO_FROM_BUFFER
|
Ausdruck der Pufferdaten | FTB | EA-FINSERV | EA-FINSERV |
34 | Function Module |
TV_PROT_OPTION VALUE(VOLA) LIKE VTVSZCVO-VOLA
|
Schreibt Optionsdaten ins Protokoll | FTB | EA-FINSERV | EA-FINSERV |
35 | Function Module |
TV_READ_SZENARIO_TO_BUFFER
|
Einlesen von Szenarien in den Puffer | FTB | EA-FINSERV | EA-FINSERV |
36 | Function Module |
TV_SZENARIO_READ_TO_SZBUFFER
|
Einlesen von Szenarien in den Puffer | FTB | EA-FINSERV | EA-FINSERV |
37 | Function Module |
TV_SZENARIO_UPDATE N_VTVSZCVO STRUCTURE VTVSZCVO
|
Verbucher für Szenarienpflege | FTB | EA-FINSERV | EA-FINSERV |
38 | Function Module |
TV_SZENARIO_UPDATE
|
Verbucher für Szenarienpflege | FTB | EA-FINSERV | EA-FINSERV |
39 | Function Module |
TV_SZENARIO_UPDATE A_VTVSZCVO STRUCTURE VTVSZCVO
|
Verbucher für Szenarienpflege | FTB | EA-FINSERV | EA-FINSERV |