MF7AK_BIS110F02 SAP ABAP INCLUDE - Berechnungsroutinen für Optionspreisrechner (Sensis u.a.)

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MF7AK_BIS110F02 is a standard ABAP INCLUDE available within your SAP system (depending on your version and release level). Below is the basic information available for this SAP report including which OBJECTS it interacts with such as TABLES, FUNCTION MODULES, INCLUDES ETC. Also check out the submitted Comments related to this SAP report or see any standard documentation available.

If you would like to execute this report or see the full code listing simply enter MF7AK_BIS110F02 into the relevant SAP transactions such as SE38 or SE80

ABAP code to call this SAP report using the submit statement

This report can be called from another progam/report simply by using the ABAP SUBMIT statement, see below for example ABAP code snipts of how to do this.

SUBMIT MF7AK_BIS110F02. "Basic submit
SUBMIT MF7AK_BIS110F02 AND RETURN. "Return to original report after report execution complete
SUBMIT MF7AK_BIS110F02 VIA SELECTION-SCREEN. "Display selection screen of submitted report to user
See more syntax options for the ABAP SUBMIT statement

Text pool values

Title: Berechnungsroutinen für Optionspreisrechner (Sensis u.a.)

INCLUDES used within this REPORT MF7AK_BIS110F02

No INCLUDES are used within this REPORT code!

TABLES used within REPORT and the associated SELECT statement:

No SAP DATABASE tables are accessed within this REPORT code!

Function Modules used within report and the associated call statement:

OPTION_PRICE_EURO_BS CALL FUNCTION 'OPTION_PRICE_EURO_BS' EXPORTING opt_spot = spot opt_strike = strike opt_vola = vola opt_domestic_rate = domrate opt_foreign_rate = forrate opt_underlying = underlying opt_days = optdays put_call = optpc basistage = ber_basis IMPORTING opt_price = praemie.

OPTION_PRICE_EURO_BS CALL FUNCTION 'OPTION_PRICE_EURO_BS' EXPORTING opt_spot = kurs_sensi opt_strike = strike opt_vola = vola opt_domestic_rate = domrate opt_foreign_rate = forrate opt_underlying = underlying opt_days = optdays put_call = optpc basistage = ber_basis IMPORTING opt_price = praemie_1.

OPTION_PRICE_EURO_BS CALL FUNCTION 'OPTION_PRICE_EURO_BS' EXPORTING opt_spot = spot opt_strike = strike opt_vola = vola opt_domestic_rate = zins_sensi opt_foreign_rate = forrate opt_underlying = underlying opt_days = optdays put_call = optpc basistage = ber_basis IMPORTING opt_price = praemie_1.

OPTION_PRICE_EURO_BS CALL FUNCTION 'OPTION_PRICE_EURO_BS' EXPORTING opt_spot = spot opt_strike = strike opt_vola = vola opt_domestic_rate = domrate opt_foreign_rate = zins_sensi opt_underlying = underlying opt_days = optdays put_call = optpc basistage = ber_basis IMPORTING opt_price = praemie_1.

OPTION_PRICE_EURO_BS CALL FUNCTION 'OPTION_PRICE_EURO_BS' EXPORTING opt_spot = spot opt_strike = strike opt_vola = vola_sensi opt_domestic_rate = domrate opt_foreign_rate = forrate opt_underlying = underlying opt_days = optdays put_call = optpc basistage = ber_basis IMPORTING opt_price = praemie_1.

OPTION_PRICE_AMER_BIN CALL FUNCTION 'OPTION_PRICE_AMER_BIN' EXPORTING spot = spot strike = strike vola = vola domestic_rate = domrate foreign_rate = forrate underlying = underlying days = optdays put_call = optpc steps = schritte basistage = ber_basis IMPORTING price = hilf_praemie.

OPTION_PRICE_AMER_BIN CALL FUNCTION 'OPTION_PRICE_AMER_BIN' EXPORTING spot = kurs_sensi strike = strike vola = vola domestic_rate = domrate foreign_rate = forrate underlying = underlying days = optdays put_call = optpc steps = schritte basistage = ber_basis IMPORTING price = praemie_1.

OPTION_PRICE_AMER_BIN CALL FUNCTION 'OPTION_PRICE_AMER_BIN' EXPORTING spot = spot strike = strike vola = vola domestic_rate = zins_sensi foreign_rate = forrate underlying = underlying days = optdays put_call = optpc steps = schritte basistage = ber_basis IMPORTING price = praemie_1.

OPTION_PRICE_AMER_BIN CALL FUNCTION 'OPTION_PRICE_AMER_BIN' EXPORTING spot = spot strike = strike vola = vola domestic_rate = domrate foreign_rate = zins_sensi underlying = underlying days = optdays put_call = optpc steps = schritte basistage = ber_basis IMPORTING price = praemie_1.

OPTION_PRICE_AMER_BIN CALL FUNCTION 'OPTION_PRICE_AMER_BIN' EXPORTING spot = spot strike = strike vola = vola_sensi domestic_rate = domrate foreign_rate = forrate underlying = underlying days = optdays put_call = optpc steps = schritte basistage = ber_basis IMPORTING price = praemie_1.

OPTION_PRICE_AMER_BIN

CALL FUNCTION 'OPTION_PRICE_AMER_BIN' EXPORTING spot = spot strike = strike vola = vola_sensi domestic_rate = domrate foreign_rate = forrate underlying = underlying days = optdays put_call = optpc steps = hilf_steps "2. Berechnung mit N+1

OPTION_PRICE_EURO_BS CALL FUNCTION 'OPTION_PRICE_EURO_BS' EXPORTING opt_days = impl_days opt_domestic_rate = impl_domrate opt_foreign_rate = impl_forrate opt_spot = impl_spot opt_strike = impl_strike opt_underlying = impl_underlying opt_vola = hilf_biter put_call = impl_putcall basistage = ber_basis IMPORTING opt_price = y.

IMPL_VOLA_STD_EURO CALL FUNCTION 'IMPL_VOLA_STD_EURO' EXPORTING vola_start = startvola IMPORTING implied_vola = im_vola.

IMPL_VOLA_STD_AMER CALL FUNCTION 'IMPL_VOLA_STD_AMER' EXPORTING vola_start = startvola IMPORTING implied_vola = im_vola.

Contribute (Add Comments)

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The contribute/comments section below therefore offer's an opportunity for anyone to add additional information. This can be anything from useful hints, tips and screen shots to relevant SAP notes or anything else you feel is relevant to this report.

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