SAP Function RM_CALL_OPTION - Call Module Option Model Including Underlying, Method

Parameter Reference Type Length Default Optional Text
DIVIDEND ANY A 0 Dividend as Percentage Rate
EVALUATION_DATE SYST-DATUM D 8 SY-DATUM X Date on which the Net Present Value (Premium) is Calculated
I_DOMESTIC_FORWARDRATE ANY A 0 X
I_HORIZON_DATE SYST-DATUM D 8 X
I_STRIKE F F 8 X
I_VOLA F F 8 Volatility in Percent
MATURITY SYST-DATUM D 8
OPTION_DATA TV0_OPTI_TYP 0 Option Data
SFGTYP JBRBEST-SFGTYP N 3 Underlying Buy/Sell -> Put/Call
SPOT ANY A 0 Curency Data
STEPS ANY A 0 60 X For Binominale Calculation Only: How Many Steps
ZERO_DOMRATE ANY A 0 Domestic Interest as Zero Rate

Parameter Reference Type Length Text
DELTA F F 8 Delta Result
E_INTRINSIC_VALUE F F 8
PRESENT_VALUE F F 8 NPV / Premium for Evalutaion Date

Exception Text
NEG_BARRIER Barrier Negative
NEG_DAYS Number of Days Negative
NO_IO No ID for In/Out
NO_PC No ID for Put/Call
NO_UD No ID for Up/Down
ZERO_NEG_REBETR
ZERO_NEG_SPOT Spot <= 0
ZERO_NEG_STEPS For Americacn Iter. Steps <=0
ZERO_NEG_STRIKE Strike <=0
ZERO_NEG_VOLA Vola <= 0